# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0000035402-26-002684
**Filing Date:** 2026-4
**Character Count:** 5857514
**Document Hash:** c8394a87b3479408aa72b834f344427b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002684.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002684

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260228

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21991
- **FILM NUMBER:** 26895609

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-02-28

**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:** $53232626747.91

**Total Liabilities:** $8296310294.10

**Net Assets:** $44936316453.81

**Delayed Delivery Securities:** $6459734713.83

**Cash Not Reported:** $33153507.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 282991.04793209 | **1-Year:** 1743814.93219105 | **5-Year:** 3751178.93529101 | **10-Year:** 4082739.33631458 | **30-Year:** 2456702.20674512

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

- **3-Month:** 41172.41210828 | **1-Year:** 132742.74021867 | **5-Year:** 149587.88327569 | **10-Year:** 177535.46013615 | **30-Year:** 66278.25439998

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000089632 | -0.21%               | 0.33%                | 1.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2477999.53              | $-255569769.34                             |
| Month 2  | $4239516.17              | $-14214685.80                              |
| Month 3  | $5232198.47              | $553084034.04                              |

**Designated Index Information**

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

- **Index Identifier:** 19808143

### Schedule of Portfolio Investments

| Name                                                                                                        | Title                                                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AON GLOBAL LTD                                                                                              | AON GLOBAL LTD 4.6% 06/14/2044                                                                                                   | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      129000 | PA      | $113292.97     | 0.00%             | 2044-06-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 4.5% 05/15/2035                                                                                                     | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $1929628.92    | 0.00%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 4.75% 05/15/2046                                                                                                    | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5130000 | PA      | $4513192.24    | 0.01%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 4.7% 05/14/2045                                                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     4915000 | PA      | $4512832.98    | 0.01%             | 2045-05-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST                                                                              | ACCREDITED MORTGAGE LOAN TRUST TSFR1M+44.448 04/25/2036                                                                          | CUSIP: 004375EX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      889428 | PA      | $857430.25     | 0.00%             | 2036-04-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                                                      | CHUBB INA HOLDINGS INC 4.15% 03/13/2043                                                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87691.39      | 0.00%             | 2043-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                                   | AETNA INC 4.5% 05/15/2042                                                                                                        | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5213.74       | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                                   | AETNA INC 4.75% 03/15/2044                                                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |       95000 | PA      | $83663.44      | 0.00%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 6.125% 05/15/2038                                                                                               | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      835000 | PA      | $928287.07     | 0.00%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 5.5% 03/15/2041                                                                                                 | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       36000 | PA      | $37242.08      | 0.00%             | 2041-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 4.1% 01/15/2042                                                                                                 | CUSIP: 010392FG8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      225000 | PA      | $197167.92     | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 3.85% 12/01/2042                                                                                                | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      700000 | PA      | $587969.77     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                                                                         | RIO TINTO ALCAN INC 5.75% 06/01/2035                                                                                             | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |      151000 | PA      | $162859.35     | 0.00%             | 2035-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 4.5% 07/30/2029                                                                                   | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      118000 | PA      | $118919.07     | 0.00%             | 2029-07-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                                                        | CREDIT SUISSE GRP AG 7.5%/VAR PERP REGS                                                                                          | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EP               | CORP              | CH        |     2750000 | PA      | $660000.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 4.25% 08/09/2042                                                                                                | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      490000 | PA      | $415960.49     | 0.00%             | 2042-08-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                              | AMAZON.COM INC 4.95% 12/05/2044                                                                                                  | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      493000 | PA      | $477912.66     | 0.00%             | 2044-12-05      | Fixed         | 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        |     5583000 | PA      | $6325214.80    | 0.01%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                                                   | HESS CORP 7.3% 08/15/2031                                                                                                        | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     1849000 | PA      | $2136069.03    | 0.00%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                                                   | HESS CORP 7.125% 03/15/2033                                                                                                      | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1560402.82    | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                                            | AMERICAN INTERNATIONAL GRP INC 4.5% 07/16/2044                                                                                   | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       14000 | PA      | $12385.80      | 0.00%             | 2044-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR REV                                                                                        | AMERICAN MUN OH 8.084% 2/15/50                                                                                                   | CUSIP: 02765UEK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      435000 | PA      | $560834.84     | 0.00%             | 2050-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                                               | ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS                                                                             | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      150000 | PA      | $213497.96     | 0.00%             | 2030-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 3.45% 02/09/2045                                                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      493000 | PA      | $390424.69     | 0.00%             | 2045-02-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARGENT SECS INC                                                                                             | ARSI TSFR1M+75.448 01/25/2036                                                                                                    | CUSIP: 040104QP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2057251 | PA      | $1957141.30    | 0.00%             | 2036-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 4.7% 01/15/2044                                                                                        | CUSIP: 040555CP7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3524.26       | 0.00%             | 2044-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                                             | ASTRAZENECA PLC 6.45% 09/15/2037                                                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      163000 | PA      | $186964.24     | 0.00%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                           | ATMOS ENERGY CORP 5.5% 06/15/2041                                                                                                | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       57000 | PA      | $58966.33      | 0.00%             | 2041-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCCRE TRUST 2015-GTP                                                                                       | BBCCRE TRUST 2015-GTP A 3.966% 08/10/2033 144A                                                                                   | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      274000 | PA      | $259398.10     | 0.00%             | 2033-08-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAIRD FDS INC                                                                                               | Baird Aggregate Bond Inst                                                                                                        | CUSIP: 057071854<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |   116707739 | NS      | $1174079858.85 | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIRD FDS INC                                                                                               | Baird Core Plus Bond Inst                                                                                                        | CUSIP: 057071870<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |   109494502 | NS      | $1140932706.47 | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES A GE CO LLC                                                                                    | BAKER HUGHES A GE CO LLC 5.125% 09/15/2040                                                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25850.44      | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP                                                                                | BAFC 2005-7 30PO 0% 11/35                                                                                                        | CUSIP: 05946XV83<br>LEI: 54930034NF48M07EOO61 | Long             | ABS-CBDO         | CORP              | US        |         488 | PA      | $450.68        | 0.00%             | 2035-11-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| BANC AMER MTG SECS INC                                                                                      | BOAMS 2004-F 1A1 CSTR 7/34                                                                                                       | CUSIP: 05949AHR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1007 | PA      | $971.48        | 0.00%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.875% 04/01/2044                                                                                    | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      361000 | PA      | $347733.98     | 0.00%             | 2044-04-01      | 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        |    10727000 | PA      | $10743319.52   | 0.02%             | 2026-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                                                                           | BARRICK NORTH AMER FIN LLC 5.7% 05/30/2041                                                                                       | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2830000 | PA      | $2941696.51    | 0.01%             | 2041-05-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                                                                           | BARRICK NORTH AMER FIN LLC 5.75% 05/01/2043                                                                                      | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $493572.20     | 0.00%             | 2043-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AUSTRALIA FIN PTY LTD                                                                            | BARRICK PD AUSTRALIA FIN P LTD 5.95% 10/15/2039                                                                                  | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |     1340000 | PA      | $1436667.83    | 0.00%             | 2039-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AU CA BRIDGE REV                                                                              | BAY AREA TA CA 6.263% 4/1/49                                                                                                     | CUSIP: 072024ND0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3565000 | PA      | $3870089.49    | 0.01%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AU CA BRIDGE REV                                                                              | BAY AREA TOLL AUTH CALIF TOLL BRDG REV BUILD AMERICA BONDS-SER S1                                                                | CUSIP: 072024NV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      540000 | PA      | $630976.72     | 0.00%             | 2050-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR                                                                                       | BAYVIEW COML ASSET TR TSFR1M+71.448 11/25/2035 144A                                                                              | CUSIP: 07324SCC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        9439 | PA      | $9366.81       | 0.00%             | 2035-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR                                                                                       | BAYVIEW COML ASSET TR TSFR1M+69.948 01/25/2036 144A                                                                              | CUSIP: 07324SCS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22479 | PA      | $21625.68      | 0.00%             | 2036-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR                                                                                       | BAYVIEW COML ASSET TR TSFR1M+78.948 01/25/2036 144A                                                                              | CUSIP: 07324SCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7354 | PA      | $7082.68       | 0.00%             | 2036-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 06 4                                                                                  | BAYVIEW COML ASSET TR 06 4 TSFR1M+51.948 12/25/2036 144A                                                                         | CUSIP: 07325BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       47559 | PA      | $45766.96      | 0.00%             | 2036-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 1                                                                                | BAYVIEW COML ASSET TR 2007 1 TSFR1M+51.948 03/25/2037 144A                                                                       | CUSIP: 07325MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11875 | PA      | $11445.74      | 0.00%             | 2037-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASST TR 2007 2                                                                                 | BAYVIEW COML ASST TR 2007 2 TSFR1M+38.448 07/25/2037 144A                                                                        | CUSIP: 07325XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40542 | PA      | $38279.08      | 0.00%             | 2037-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASST TR 2007 2                                                                                 | BAYVIEW COML ASST TR 2007 2 TSFR1M+43.448 07/25/2037 144A                                                                        | CUSIP: 07325XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       37444 | PA      | $34638.37      | 0.00%             | 2037-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASST TR 2007 2                                                                                 | BAYVIEW COML ASST TR 2007 2 TSFR1M+48.448 07/25/2037 144A                                                                        | CUSIP: 07325XAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12745 | PA      | $11588.25      | 0.00%             | 2037-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+54.948 07/25/2037 144A                                                                       | CUSIP: 07325YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13406 | PA      | $12836.00      | 0.00%             | 2037-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+57.948 07/25/2037 144A                                                                       | CUSIP: 07325YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7105 | PA      | $6582.59       | 0.00%             | 2037-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+62.448 07/25/2037 144A                                                                       | CUSIP: 07325YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7599 | PA      | $6972.37       | 0.00%             | 2037-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+66.948 07/25/2037 144A                                                                       | CUSIP: 07325YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12171 | PA      | $11391.69      | 0.00%             | 2037-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+86.448 07/25/2037 144A                                                                       | CUSIP: 07325YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19214 | PA      | $17954.35      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+101.448 07/25/2037 144A                                                                      | CUSIP: 07325YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14929 | PA      | $14812.19      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| BEAR STEARNS ARM TR                                                                                         | BSARM 03-7 3A CSTR 10/33                                                                                                         | CUSIP: 07384MYS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         234 | PA      | $235.01        | 0.00%             | 2033-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BCKD SEC TR                                                                              | BSABS 2003-SD2 2A CSTR 6/43                                                                                                      | CUSIP: 07384YLJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2607 | PA      | $2574.99       | 0.00%             | 2043-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                                                 | BERKSHIRE HATHAWAY FIN CORP 4.3% 05/15/2043                                                                                      | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90645.04      | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOND FUND AMERICA INC                                                                                       | American Funds Bond Fund of Amer F2                                                                                              | CUSIP: 097873822<br>LEI: F2Q0NH642XF1RP5YCC95 | Long             | EC               | RF                | US        |   128600134 | NS      | $1487903546.11 | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                                              | BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029                                                                                  | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     1707000 | PA      | $1610311.25    | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                                                            | BRAZIL MINAS SPE 5.333% 02/15/2028 REGS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KY        |      796000 | PA      | $800139.20     | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FINANCE PLC                                                                              | NORTHUMBRIAN WATER FINANCE PLC 5.625% 04/29/2033 REGS                                                                            | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |      190000 | PA      | $261299.93     | 0.00%             | 2033-04-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 5.4% 06/01/2041                                                                                   | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      117000 | PA      | $120413.93     | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 4.375% 09/01/2042                                                                                 | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       73000 | PA      | $65721.25      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 4.9% 04/01/2044                                                                                   | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $95250.15      | 0.00%             | 2044-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 4.15% 04/01/2045                                                                                  | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      154000 | PA      | $131516.05     | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                                                                                    | BURLINGTON RESOURCES LLC 7.2% 08/15/2031                                                                                         | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |      515000 | PA      | $590904.73     | 0.00%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 4.9% 08/15/2044                                                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       43000 | PA      | $27628.48      | 0.00%             | 2044-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 4.6% 01/15/2045                                                                                                 | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       76000 | PA      | $47331.58      | 0.00%             | 2045-01-15      | 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        |      422000 | PA      | $387555.62     | 0.00%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS THRU TR 2007 16                                                                                | CWHL 2007-16 A1 6.5% 10/37                                                                                                       | CUSIP: 12544MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      214906 | PA      | $82743.06      | 0.00%             | 2037-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS THRU TR 2007-9                                                                                 | CWHL 2007-9 A11 5.75% 7/37                                                                                                       | CUSIP: 12544XAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       28339 | PA      | $12432.61      | 0.00%             | 2037-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                                                    | CSX CORP 6.15% 05/01/2037                                                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1749175.03    | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                                                    | CSX CORP 4.75% 05/30/2042                                                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      225000 | PA      | $211888.28     | 0.00%             | 2042-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC TR 2014-USA                                                                                            | CSMC TR 2014-USA 3.953% 09/15/2037 144A                                                                                          | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5001000 | PA      | $4707307.77    | 0.01%             | 2037-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC TR 2014-USA                                                                                            | CSMC TR 2014-USA 4.3733% 09/15/2037 144A                                                                                         | CUSIP: 12649AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3944000 | PA      | $3401159.67    | 0.01%             | 2037-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC SER 2015-1R                                                                                            | CSMC SER 2015-1R TSFR1M+39.448 05/27/2037 144A                                                                                   | CUSIP: 12649MBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       34909 | PA      | $34781.52      | 0.00%             | 2037-05-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 6.25% 06/01/2027                                                                                                 | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102812.03     | 0.00%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5.773% 01/10/2033 144A                                                                                           | CUSIP: 126650BV1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        6394 | PA      | $6561.16       | 0.00%             | 2033-01-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 4.875% 07/20/2035                                                                                                | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       62000 | PA      | $61622.45      | 0.00%             | 2035-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5.125% 07/20/2045                                                                                                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1372738.17    | 0.00%             | 2045-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BD CTF 06-11 TR                                                                           | CWL 2006-11 1AF4 CSTR 9/46                                                                                                       | CUSIP: 12666TAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      830824 | PA      | $813205.73     | 0.00%             | 2035-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CWABS INC                                                                                                   | CWL 2004-1 3A TSFR1M+67.448 4/34                                                                                                 | CUSIP: 126671Y91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        8675 | PA      | $8323.33       | 0.00%             | 2034-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CWABS INC                                                                                                   | CWL 2004-6 M1 TSFR1M+101.448 10/34                                                                                               | CUSIP: 126673BC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1581 | PA      | $1576.83       | 0.00%             | 2034-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT 2005-11CB 2A6 5.5 6/35                                                                                                     | CUSIP: 12667GJJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       18084 | PA      | $14571.85      | 0.00%             | 2025-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT 2005-59 1A1 TSFR1M+66 11/35                                                                                                | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       23359 | PA      | $22379.44      | 0.00%             | 2035-11-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT 2005-54CB 1A11 5.5 11/35                                                                                                   | CUSIP: 12668APD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       12794 | PA      | $9676.49       | 0.00%             | 2035-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWMBS INC                                                                                                   | CWHL 05-22 2A1 CSTR 11/35                                                                                                        | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        3623 | PA      | $3050.49       | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CWMBS INC                                                                                                   | CWALT 06-OA2 A5 TSFR1M+57.448 5/46                                                                                               | CUSIP: 126694S41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      521481 | PA      | $472517.26     | 0.00%             | 2046-05-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CWMBS INC PASS THRU CTFS                                                                                    | CWALT 03-J3 2A1 6.25 12/33                                                                                                       | CUSIP: 12669FFD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         273 | PA      | $278.82        | 0.00%             | 2033-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS                                                                                      | CWHL 05-R2 1AF1 TSFR1M+34 6/35                                                                                                   | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       28456 | PA      | $27291.80      | 0.00%             | 2035-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                                               | CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA                                                                                     | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      205000 | PA      | $242053.89     | 0.00%             | 2034-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                                               | CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA                                                                                     | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      290000 | PA      | $358291.38     | 0.00%             | 2039-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                                                | CANADIAN NATIONAL RAILWAY CO 6.25% 08/01/2034                                                                                    | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $111741.27     | 0.00%             | 2034-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                                              | CANADIAN NATL RESOURCES LTD 6.25% 03/15/2038                                                                                     | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      195000 | PA      | $210555.26     | 0.00%             | 2038-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                                                 | CANADIAN PAC RY CO 7.125% 10/15/2031                                                                                             | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      145000 | PA      | $166031.19     | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                                                 | CANADIAN PAC RY CO 4.8% 09/15/2035                                                                                               | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $101632.16     | 0.00%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                                                         | CARDINAL HEALTH INC 4.5% 11/15/2044                                                                                              | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87132.74      | 0.00%             | 2044-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 4.1% 05/15/2042                                                                                         | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |        8000 | PA      | $6910.04       | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                                             | CATERPILLAR INC 3.803% 08/15/2042                                                                                                | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       72000 | PA      | $61547.43      | 0.00%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHASE MTG FIN TR SER 2007 A1                                                                                | CHASE 2007-A1 3A1 CSTR 2/37                                                                                                      | CUSIP: 161630AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      293531 | PA      | $284668.71     | 0.00%             | 2037-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHASE MTG FIN TR SER 2007 A2                                                                                | CHASE 2007-A2 2A1 CSTR 7/37                                                                                                      | CUSIP: 16163LAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5201 | PA      | $5111.15       | 0.00%             | 2035-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 6.125% 06/02/2034 REGS                                                                                     | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $283440.27     | 0.00%             | 2034-06-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                                                      | CHUBB INA HOLDINGS INC 6% 05/11/2037                                                                                             | CUSIP: 171232AQ4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      238000 | PA      | $260997.26     | 0.00%             | 2037-05-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                                           | CISCO SYSTEMS INC 5.5% 01/15/2040                                                                                                | CUSIP: 17275RAF9<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |      198000 | PA      | $207875.51     | 0.00%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.625% 01/15/2028                                                                                                  | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      112000 | PA      | $117600.40     | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 8.125% 07/15/2039                                                                                                  | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      266000 | PA      | $341881.32     | 0.00%             | 2039-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.45% 09/29/2027                                                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4630000 | PA      | $4657954.97    | 0.01%             | 2027-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR                                                                                         | CMLTI 2004-UST1 A3 CSTR 8/34                                                                                                     | CUSIP: 17307GLA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         670 | PA      | $632.78        | 0.00%             | 2034-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA FDS TR II                                                                                          | Columbia Mortgage Opportunities Inst2                                                                                            | CUSIP: 19764F763<br>LEI: N/A                  | Long             | EC               | RF                | US        |    58860756 | NS      | $509734149.69  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 7.75% 07/15/2036                                                                                                         | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $3189461.78    | 0.01%             | 2036-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 5.65% 06/15/2035                                                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106660.80     | 0.00%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 4.2% 08/15/2034                                                                                                     | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      145000 | PA      | $140678.68     | 0.00%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 3.8% 10/01/2042                                                                                           | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82305.13      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 3.7% 03/01/2045                                                                                           | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     1319000 | PA      | $1049052.37    | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 4.35% 11/15/2045                                                                                          | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      415000 | PA      | $359920.43     | 0.00%             | 2045-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                      | CONOCOPHILLIPS CO 6.95% 04/15/2029                                                                                               | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $109071.16     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS INC                                                                                          | CONOCOPHILLIPS INC 5.9% 05/15/2038                                                                                               | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |      143000 | PA      | $154741.87     | 0.00%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 6.2% 06/15/2036                                                                                     | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1447000 | PA      | $1601532.63    | 0.00%             | 2036-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 5.5% 12/01/2039                                                                                     | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       86000 | PA      | $89539.18      | 0.00%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 4.625% 12/01/2054                                                                                   | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      150000 | PA      | $129025.35     | 0.00%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                         | CONSUMERS ENERGY CO 3.95% 05/15/2043                                                                                             | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      225000 | PA      | $190529.82     | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                         | CONSUMERS ENERGY CO 4.35% 08/31/2064                                                                                             | CUSIP: 210518CX2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       14000 | PA      | $11198.20      | 0.00%             | 2064-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                                                 | CORNING INC 5.75% 08/15/2040                                                                                                     | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      266000 | PA      | $282303.17     | 0.00%             | 2040-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COX ENTERPRISES INC                                                                                         | COX ENTERPRISES INC 7.375% 07/15/2027 144A                                                                                       | CUSIP: 224050AE4<br>LEI: TVRMNZKRGA8LPW6XPG60 | Long             | DBT              | CORP              | US        |     1945000 | PA      | $2017142.89    | 0.00%             | 2027-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                                                  | DCP MIDSTREAM OPER LP 5.6% 04/01/2044                                                                                            | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     3773000 | PA      | $3737725.81    | 0.01%             | 2044-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 4% 04/01/2043                                                                                                        | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      142000 | PA      | $120527.75     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 3.95% 06/15/2042                                                                                                     | CUSIP: 250847EK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       11000 | PA      | $9257.61       | 0.00%             | 2042-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTL FIN BV                                                                                | DEUTSCHE TELEKOM INTL FIN BV VAR 06/15/2030                                                                                      | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     2300000 | PA      | $2698833.46    | 0.01%             | 2030-06-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                                                       | DEVON ENERGY CORP NEW 5.6% 07/15/2041                                                                                            | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      102000 | PA      | $102144.25     | 0.00%             | 2041-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 7% 06/15/2038                                                                                                | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      150000 | PA      | $170768.50     | 0.00%             | 2038-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 4.9% 08/01/2041                                                                                              | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |        1000 | PA      | $931.61        | 0.00%             | 2041-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOUBLELINE FDS TR                                                                                           | DoubleLine Total Return Bond N                                                                                                   | CUSIP: 258620202<br>LEI: 54930080M2JY1L0IFX13 | Long             | EC               | RF                | US        |   150819741 | NS      | $1361902264.07 | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 7.45% 04/30/2044 REGS                                                                                         | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      100000 | PA      | $111100.00     | 0.00%             | 2044-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                                             | DOW CHEMICAL CO 4.375% 11/15/2042                                                                                                | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      187000 | PA      | $147997.13     | 0.00%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                                             | DOW CHEMICAL CO 4.25% 10/01/2034                                                                                                 | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      101000 | PA      | $93384.99      | 0.00%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 6.1% 06/01/2037                                                                                        | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      775000 | PA      | $847446.50     | 0.00%             | 2037-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 4.25% 12/15/2041                                                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2267890.19    | 0.01%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                                           | EOG RESOURCES INC 3.9% 04/01/2035                                                                                                | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94322.28      | 0.00%             | 2035-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                                                  | EATON CORP 4.15% 11/02/2042                                                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       73000 | PA      | $64679.97      | 0.00%             | 2042-11-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHN LEWIS PLC                                                                                              | JOHN LEWIS PLC 4.25% 12/18/2034 REGS                                                                                             | CUSIP: N/A<br>LEI: 213800JSUFNZLZLCVJ25       | Long             | DBT              | CORP              | GB        |      498000 | PA      | $581437.89     | 0.00%             | 2034-12-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                                                 | OVINTIV INC 5.15% 11/15/2041                                                                                                     | CUSIP: 292505AK0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2630832.27    | 0.01%             | 2041-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.625% 10/15/2036                                                                                             | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1005039.49    | 0.00%             | 2036-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 7.5% 07/01/2038                                                                                               | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117694.27     | 0.00%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.125% 12/15/2045                                                                                             | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2964000 | PA      | $2996212.90    | 0.01%             | 2045-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 5.6% 04/01/2044                                                                                                        | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      630000 | PA      | $604879.13     | 0.00%             | 2044-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                           | ENTERPRISE PRODS OPER LLC 5.95% 02/01/2041                                                                                       | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106985.24     | 0.00%             | 2041-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                           | ENTERPRISE PRODS OPER LLC 4.85% 03/15/2044                                                                                       | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      147000 | PA      | $137154.59     | 0.00%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                           | ENTERPRISE PRODS OPER LLC 4.9% 05/15/2046                                                                                        | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92527.27      | 0.00%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITY ONE ABS INC                                                                                          | EQABS 2003-3 M2 5.459 12/33                                                                                                      | CUSIP: 294751CU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      836576 | PA      | $773951.62     | 0.00%             | 2033-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                                         | CONSTELLATION ENERGY GENERATION LLC 6.25% 10/01/2039                                                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      245000 | PA      | $268636.32     | 0.00%             | 2039-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                                         | CONSTELLATION ENERGY GENERATION LLC 5.75% 10/01/2041                                                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      935000 | PA      | $972186.28     | 0.00%             | 2041-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                                         | CONSTELLATION ENERGY GENERATION LLC 5.6% 06/15/2042                                                                              | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101565.26     | 0.00%             | 2042-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                                            | EXXON MOBIL CORP 3.567% 03/06/2045                                                                                               | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8029.78       | 0.00%             | 2045-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                                                                     | FARMERS EXCHANGE CAP II 6.151%/VAR 11/01/2053 144A                                                                               | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $986439.70     | 0.00%             | 2053-11-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP III                                                                                    | FARMERS EXCHANGE CAP III 5.454%/VAR 10/15/2054 144A                                                                              | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3335000 | PA      | $3141565.00    | 0.01%             | 2054-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 25YRS 7.50% 12/36 #G20028                                                                                                   | CUSIP: 31283LA55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1116 | PA      | $1155.23       | 0.00%             | 2036-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.0% 02/01/2038#A73397                                                                                                 | CUSIP: 3128L6X20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17489 | PA      | $18643.60      | 0.00%             | 2038-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 6.00% 7/37 #G03508                                                                                                          | CUSIP: 3128M5GR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         983 | PA      | $1044.82       | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 2/38 #G03854                                                                                                          | CUSIP: 3128M5TK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130138 | PA      | $134638.36     | 0.00%             | 2038-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 09/01/2038#                                                                                                         | CUSIP: 3128M6MZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30403 | PA      | $32409.61      | 0.00%             | 2038-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 3/38 #G04668                                                                                                          | CUSIP: 3128M6QV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56081 | PA      | $58000.96      | 0.00%             | 2038-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 9/38 #G04817                                                                                                          | CUSIP: 3128M6VJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43726 | PA      | $45227.21      | 0.00%             | 2038-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 6/40 #G05898                                                                                                          | CUSIP: 3128M73F1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47353 | PA      | $49053.35      | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 8/40 #G05969                                                                                                          | CUSIP: 3128M76E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47545 | PA      | $49199.39      | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 9/38 #G05188                                                                                                          | CUSIP: 3128M7CZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       29211 | PA      | $30210.14      | 0.00%             | 2038-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 6.00% 8/37 #G06089                                                                                                          | CUSIP: 3128M8C28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20616 | PA      | $21854.08      | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.50% 12/38 #G06172                                                                                                         | CUSIP: 3128M8FM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14858 | PA      | $15616.46      | 0.00%             | 2038-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 05/01/2041#G06493                                                                                                 | CUSIP: 3128M8RN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5828 | PA      | $5934.69       | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 6/41 #G06596                                                                                                          | CUSIP: 3128M8UV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      234224 | PA      | $242853.23     | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 6.50% 9/39 #G06670                                                                                                          | CUSIP: 3128M8W75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      175402 | PA      | $188715.42     | 0.00%             | 2039-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 9/41 #G06719                                                                                                          | CUSIP: 3128M8YQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      790421 | PA      | $804890.19     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 1/35 #G06928                                                                                                          | CUSIP: 3128M9A51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5344 | PA      | $5490.63       | 0.00%             | 2035-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 06/01/2042#G07032                                                                                                 | CUSIP: 3128M9ED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      196104 | PA      | $184921.34     | 0.00%             | 2042-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2043#G07388                                                                                                 | CUSIP: 3128M9RH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      136926 | PA      | $132347.30     | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 8/40 #G08417                                                                                                          | CUSIP: 3128MJPB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       87730 | PA      | $90907.50      | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 08/01/2043#G08540                                                                                                 | CUSIP: 3128MJS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      229376 | PA      | $215135.78     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 01/01/2044#G08567                                                                                                 | CUSIP: 3128MJTZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      140442 | PA      | $139561.35     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2044#G08578                                                                                                 | CUSIP: 3128MJUC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42714 | PA      | $43454.51      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 05/01/2044#G08587                                                                                                 | CUSIP: 3128MJUM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59817 | PA      | $60863.85      | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2044#G08597                                                                                                 | CUSIP: 3128MJUX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       38114 | PA      | $36750.31      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2045#G08636                                                                                                 | CUSIP: 3128MJV64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       67185 | PA      | $64620.18      | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2045#G08671                                                                                                 | CUSIP: 3128MJW97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      371515 | PA      | $356920.73     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/45#G08654                                                                                                   | CUSIP: 3128MJWQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      267254 | PA      | $256881.82     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/45#G08659                                                                                                   | CUSIP: 3128MJWV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      157168 | PA      | $151020.52     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 10/45#G08672                                                                                                      | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       49455 | PA      | $49015.81      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 12/01/2033#C91737                                                                                                 | CUSIP: 3128P74W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       58984 | PA      | $58542.11      | 0.00%             | 2033-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 10/01/2034#C91793                                                                                                 | CUSIP: 3128P77E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3937840 | PA      | $3896778.04    | 0.01%             | 2034-10-01      | 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        |     1529495 | PA      | $1519918.67    | 0.00%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 01/01/2032#C91417                                                                                                 | CUSIP: 3128P7SE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57579 | PA      | $57225.68      | 0.00%             | 2032-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 11/35 #A80290                                                                                                         | CUSIP: 312926KB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      686515 | PA      | $706931.69     | 0.00%             | 2035-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 09/01/2040#C03520                                                                                                 | CUSIP: 31292K4D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       88238 | PA      | $88067.94      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 12/01/2042#C04422                                                                                                 | CUSIP: 31292L4F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      438073 | PA      | $412305.98     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2042#C03792                                                                                                 | CUSIP: 31292LF91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      202023 | PA      | $196151.90     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2042#C03901                                                                                                 | CUSIP: 31292LKN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      181777 | PA      | $176851.58     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2042#C04038                                                                                                 | CUSIP: 31292LPX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      290534 | PA      | $282015.79     | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 10/01/2042#C04272                                                                                                 | CUSIP: 31292LW92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      269250 | PA      | $253039.58     | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 02/01/2043#C09031                                                                                                 | CUSIP: 31292SA83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      107908 | PA      | $98202.99      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 01/01/2043#C09022                                                                                                 | CUSIP: 31292SAX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      242702 | PA      | $228200.33     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 12/01/2043#C09055                                                                                                 | CUSIP: 31292SBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130619 | PA      | $129808.48     | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 05/01/2039#                                                                                                       | CUSIP: 312933G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      134384 | PA      | $136831.57     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 06/01/2039#A86705                                                                                                 | CUSIP: 312933NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       91314 | PA      | $92955.66      | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2039#                                                                                                         | CUSIP: 312936EZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      135610 | PA      | $135418.83     | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 1/40 #A90893                                                                                                          | CUSIP: 3129387E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11789 | PA      | $12205.42      | 0.00%             | 2040-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 4/40 #A91937                                                                                                          | CUSIP: 312940EJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18442 | PA      | $19113.96      | 0.00%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 6/40 #A92350                                                                                                          | CUSIP: 312940TF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6903 | PA      | $7152.06       | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 7/40 #A92914                                                                                                          | CUSIP: 312941GX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11105 | PA      | $11490.42      | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 4.0% 09/01/2040#A93824                                                                                                 | CUSIP: 312942G90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      382414 | PA      | $381509.40     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2040#                                                                                                         | CUSIP: 312943B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      194137 | PA      | $193689.09     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.00% 10/40 #A94605                                                                                                         | CUSIP: 312943DJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      151567 | PA      | $151285.19     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 10/40 #A94662                                                                                                         | CUSIP: 312943FB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8979 | PA      | $9144.00       | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 12/01/2040#A95561                                                                                                 | CUSIP: 312944FA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      137180 | PA      | $136920.69     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 12/40 #A95831                                                                                                         | CUSIP: 312944PQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      429472 | PA      | $437309.62     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 2/41 #A97152                                                                                                          | CUSIP: 3129455M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46149 | PA      | $46990.57      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 01/01/2041#A96537                                                                                                 | CUSIP: 312945HN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12115 | PA      | $12566.23      | 0.00%             | 2041-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 2/41 #A96766                                                                                                          | CUSIP: 312945QT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22548 | PA      | $22959.75      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 2/41 #A96876                                                                                                          | CUSIP: 312945T99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       51490 | PA      | $52423.30      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 02/01/2041#A96961                                                                                                 | CUSIP: 312945WW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27253 | PA      | $28280.71      | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 2/41 #A97047                                                                                                          | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       98147 | PA      | $99936.61      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 03/01/2041#A97520                                                                                                 | CUSIP: 312946K96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       55704 | PA      | $57750.48      | 0.00%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 3/41 #A97528                                                                                                          | CUSIP: 312946LH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42129 | PA      | $42898.82      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2041#A97673                                                                                                 | CUSIP: 312946Q25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      132044 | PA      | $134458.51     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 3/41 #A97661                                                                                                          | CUSIP: 312946QN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      106203 | PA      | $108141.30     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 03/01/2041#A97686                                                                                                 | CUSIP: 312946RF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       55298 | PA      | $57378.18      | 0.00%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 03/01/2041#A97717                                                                                                 | CUSIP: 312946SE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6768 | PA      | $6846.36       | 0.00%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 4/41 #A97942                                                                                                          | CUSIP: 312946ZF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      200008 | PA      | $203665.22     | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 4/41 #A97945                                                                                                          | CUSIP: 312946ZJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      300739 | PA      | $306234.39     | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 10/1/33 #A14237                                                                                                   | CUSIP: 31296NV61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       89393 | PA      | $91822.27      | 0.00%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 3/1/28 #J22814                                                                                                    | CUSIP: 31307BDT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       67537 | PA      | $66772.18      | 0.00%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.0% 04/01/2029#J27984                                                                                                 | CUSIP: 31307G2R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      175716 | PA      | $173917.71     | 0.00%             | 2029-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.5% 02/01/2029#J27464                                                                                                 | CUSIP: 31307GJH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       60888 | PA      | $60681.35      | 0.00%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.0% 06/01/2029#J28440                                                                                                 | CUSIP: 31307HLV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39364 | PA      | $38969.46      | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.0% 8/29#J29007                                                                                                       | CUSIP: 31307JAG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61900 | PA      | $61210.87      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 04/01/2041#Q00409                                                                                                 | CUSIP: 3132GDN24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22820 | PA      | $23683.17      | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 05/01/2041#Q00557                                                                                                 | CUSIP: 3132GDTN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       49205 | PA      | $51060.26      | 0.00%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 06/01/2041#Q01604                                                                                                 | CUSIP: 3132GEX96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61223 | PA      | $63541.47      | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q01871                                                                                                 | CUSIP: 3132GFCG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25057 | PA      | $25989.61      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q01985                                                                                                 | CUSIP: 3132GFF28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40375 | PA      | $41768.21      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q02020                                                                                                 | CUSIP: 3132GFG50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25349 | PA      | $26283.65      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q02067                                                                                                 | CUSIP: 3132GFJL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25263 | PA      | $26219.35      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q02130                                                                                                 | CUSIP: 3132GFLK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44760 | PA      | $46447.70      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q02189                                                                                                 | CUSIP: 3132GFNE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21423 | PA      | $21935.24      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q02345                                                                                                 | CUSIP: 3132GFTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12100 | PA      | $12465.18      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.00% 9/41 #Q03295                                                                                                          | CUSIP: 3132GJKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      107857 | PA      | $107565.22     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 10/41 #Q03643                                                                                                         | CUSIP: 3132GJWC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      222176 | PA      | $226241.96     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 11/01/2041#Q04673                                                                                                 | CUSIP: 3132GK2E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      137638 | PA      | $137362.90     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.00% 2/42 #Q06088                                                                                                          | CUSIP: 3132GRCZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45574 | PA      | $45465.59      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 02/01/2042#Q06232                                                                                                 | CUSIP: 3132GRHH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      137790 | PA      | $137291.15     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.00% 4/42 #Q07441                                                                                                          | CUSIP: 3132GSS67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9557 | PA      | $9503.51       | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2042#U90690                                                                                                 | CUSIP: 3132H3XT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21688 | PA      | $20969.93      | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 06/01/2042#U90975                                                                                                 | CUSIP: 3132H4CL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4922 | PA      | $4886.77       | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2043#U99076                                                                                                 | CUSIP: 3132H7CN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50784 | PA      | $51581.91      | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 02/01/2044#U99084                                                                                                 | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39594 | PA      | $40216.04      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2042#Q10047                                                                                                 | CUSIP: 3132HLBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      279921 | PA      | $271367.81     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2042#Q11218                                                                                                 | CUSIP: 3132HMK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1917669 | PA      | $1858786.10    | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 10/01/2042#Q11868                                                                                                 | CUSIP: 3132HNCD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15838 | PA      | $15830.81      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/42 #Q12052                                                                                                  | CUSIP: 3132HNH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      129451 | PA      | $125366.07     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 10/01/2042#Q12215                                                                                                 | CUSIP: 3132HNN88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11172 | PA      | $11104.33      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 11/01/2042#Q13381                                                                                                 | CUSIP: 3132HPXJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2901 | PA      | $2905.75       | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/1/42 #Q13634                                                                                                     | CUSIP: 3132HQBB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       67919 | PA      | $64602.76      | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 1/1/43 #Q14326                                                                                                    | CUSIP: 3132HQYX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      106651 | PA      | $97348.34      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 1/1/43 #Q14696                                                                                                      | CUSIP: 3132HRGD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       86343 | PA      | $81353.00      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 02/01/2043#Q15786                                                                                                 | CUSIP: 3132J62U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50394 | PA      | $47458.94      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3% 2/1/43 #Q15788                                                                                                           | CUSIP: 3132J62W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       29411 | PA      | $27734.05      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 02/01/2043#Q15789                                                                                                 | CUSIP: 3132J62X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61902 | PA      | $58510.75      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3.5% 02/43 #Q15871                                                                                                          | CUSIP: 3132J66H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40430 | PA      | $39339.69      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 02/01/2043#Q15107                                                                                                 | CUSIP: 3132J6DM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26387 | PA      | $26219.78      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3% 2/43 #Q15438                                                                                                             | CUSIP: 3132J6PY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      311117 | PA      | $293820.14     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 02/01/2043#Q15767                                                                                                 | CUSIP: 3132J6Z98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46670 | PA      | $44209.77      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 03/01/2043#Q16673                                                                                                 | CUSIP: 3132J72F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      354061 | PA      | $332856.11     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 04/01/2043#Q16749                                                                                                 | CUSIP: 3132J75K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21086 | PA      | $21075.13      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3.0% 2/01/43 #Q15926                                                                                                        | CUSIP: 3132J7A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      133098 | PA      | $126127.90     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3.5% 01/43 #Q16224                                                                                                          | CUSIP: 3132J7LE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8825 | PA      | $8515.41       | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 03/01/2043#Q16470                                                                                                 | CUSIP: 3132J7T44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72719 | PA      | $68514.08      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2043#Q17605                                                                                                 | CUSIP: 3132J83P3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19218 | PA      | $18781.57      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2043#Q17612                                                                                                 | CUSIP: 3132J83W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5381 | PA      | $5198.56       | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2043#Q16893                                                                                                 | CUSIP: 3132J8C73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1427380 | PA      | $1379553.79    | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2043#Q16935                                                                                                 | CUSIP: 3132J8EH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      182178 | PA      | $176397.36     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 04/01/2043#Q17518                                                                                                 | CUSIP: 3132J8YQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42507 | PA      | $42309.56      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 05/01/2043#Q18136                                                                                                 | CUSIP: 3132J9PW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5702 | PA      | $5671.00       | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 07/01/2043#Q20358                                                                                                 | CUSIP: 3132JMMF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27243 | PA      | $27050.94      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2043#Q20534                                                                                                 | CUSIP: 3132JMSX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       55396 | PA      | $53530.55      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 09/01/2043#Q21524                                                                                                 | CUSIP: 3132JNVR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1912 | PA      | $1915.57       | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.0% 10/01/2028#V60298                                                                                                 | CUSIP: 3132KEKK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65548 | PA      | $64945.62      | 0.00%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 03/01/30#V60745                                                                                                   | CUSIP: 3132KEZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72668 | PA      | $71272.34      | 0.00%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 01/01/2044#Q24165                                                                                                 | CUSIP: 3132M4JJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      161658 | PA      | $160638.76     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 02/01/2044#Q24546                                                                                                 | CUSIP: 3132M4WF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48051 | PA      | $47750.06      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 04/01/2044#Q25598                                                                                                 | CUSIP: 3132M53F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1477370 | PA      | $1502943.26    | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 02/01/2044#Q24973                                                                                                 | CUSIP: 3132M5FN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34195 | PA      | $33921.55      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2044#Q25069                                                                                                 | CUSIP: 3132M5JN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61902 | PA      | $62974.89      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2044#Q25146                                                                                                 | CUSIP: 3132M5L34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40950 | PA      | $41669.52      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 02/01/2044#Q25157                                                                                                 | CUSIP: 3132M5ME9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61792 | PA      | $62856.06      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2044#Q25265                                                                                                 | CUSIP: 3132M5QS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       38195 | PA      | $38855.23      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2044#Q25336                                                                                                 | CUSIP: 3132M5SZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23166 | PA      | $23564.45      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 08/01/2044#Q27808                                                                                                 | CUSIP: 3132M8KV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12398 | PA      | $12351.11      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 08/01/2044#Q28059                                                                                                 | CUSIP: 3132M8TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12665 | PA      | $12571.72      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2044#Q29975                                                                                                 | CUSIP: 3132MAXC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      680527 | PA      | $653709.34     | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2044#Q30880                                                                                                 | CUSIP: 3132QL6S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       87404 | PA      | $88686.49      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 03/01/2045#Q31980                                                                                                 | CUSIP: 3132QNFW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       85173 | PA      | $79086.97      | 0.00%             | 2045-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2045#Q33547                                                                                                 | CUSIP: 3132QP5H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      356947 | PA      | $343335.10     | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3.0% 4/45#Q32729                                                                                                            | CUSIP: 3132QPA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      562864 | PA      | $525689.29     | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2045#Q33724                                                                                                 | CUSIP: 3132QQD66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      133041 | PA      | $128340.48     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | 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        |       70500 | PA      | $67989.23      | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 06/01/2045#Q33871                                                                                                 | CUSIP: 3132QQJR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      210266 | PA      | $196492.86     | 0.00%             | 2045-06-01      | 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        |      565897 | PA      | $527652.32     | 0.00%             | 2045-06-01      | Fixed         | 0.03%                 | 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        |      432447 | PA      | $416298.89     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 07/45#Q34946                                                                                                      | CUSIP: 3132QRP87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      527619 | PA      | $490596.06     | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/45#Q36614                                                                                                      | CUSIP: 3132QTK47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6686 | PA      | $6429.09       | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/45#Q36893                                                                                                      | CUSIP: 3132QTUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      182202 | PA      | $175003.82     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/44#G60153                                                                                                      | CUSIP: 31335AE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      205894 | PA      | $209495.39     | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2430 WF 6.5 3/32                                                                                                             | CUSIP: 31339NW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        3701 | PA      | $3871.44       | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHR 2091 PG 6% 11/28                                                                                                             | CUSIP: 3133TGT74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1040 | PA      | $1059.59       | 0.00%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2201 C 8 11/29                                                                                                               | CUSIP: 3133TMGW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         107 | PA      | $109.86        | 0.00%             | 2029-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FREDDIE MAC 6.75% 03/15/2031                                                                                                     | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     2560000 | PA      | $2936189.49    | 0.01%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FREDDIE MAC 6.25% 07/15/2032                                                                                                     | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      400000 | PA      | $456865.52     | 0.00%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 6.625% 11/15/2030                                                                                                     | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     1290000 | PA      | $1462289.61    | 0.00%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2001-14 Z 6% 5/31                                                                                                            | CUSIP: 31359SWU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         377 | PA      | $384.42        | 0.00%             | 2031-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 5/37 #190379                                                                                                          | CUSIP: 31368HM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79977 | PA      | $83729.40      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2011-126 KB 4% 12/41                                                                                                         | CUSIP: 3136A2WC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      135017 | PA      | $133498.46     | 0.00%             | 2041-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.092% 04/25/2027                                                                                 | CUSIP: 3136AN6U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110867 | PA      | $110084.24     | 0.00%             | 2027-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2015-70 JC 3% 10/45                                                                                                          | CUSIP: 3136AQCV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      252379 | PA      | $244480.95     | 0.00%             | 2045-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                                                   | FNS 313 1 0% 6/31                                                                                                                | CUSIP: 3136FAAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |        4497 | PA      | $4075.54       | 0.00%             | 2031-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 10/33 #254903                                                                                                         | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53549 | PA      | $54918.79      | 0.00%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 3/37 #256636                                                                                                          | CUSIP: 31371NBD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84304 | PA      | $88221.26      | 0.00%             | 2037-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2037#310068                                                                                                 | CUSIP: 31374CMR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23250 | PA      | $23930.46      | 0.00%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2035#310165                                                                                                 | CUSIP: 31374CQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      768962 | PA      | $790485.22     | 0.00%             | 2038-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 7/35 #357843                                                                                                          | CUSIP: 31376KP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21787 | PA      | $22984.38      | 0.00%             | 2035-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 8/35 #357953                                                                                                          | CUSIP: 31376KTJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11733 | PA      | $12355.33      | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 3980 EP 5% 1/42                                                                                                              | CUSIP: 3137AKL66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1113980 | PA      | $1153285.51    | 0.00%             | 2042-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                      | FEDERAL HOME LN MTG CORP 4.5% 11/15/2040                                                                                         | CUSIP: 3137BE3R3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      323819 | PA      | $324106.86     | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2040                                                                                   | CUSIP: 3137BJGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       62116 | PA      | $62020.02      | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2041#AH0064                                                                                                 | CUSIP: 3138A1CA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21437 | PA      | $21802.50      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 2/41 #AH0067                                                                                                          | CUSIP: 3138A1CD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      603413 | PA      | $613690.11     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/01/2040#AH0944                                                                                                 | CUSIP: 3138A2BN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88530 | PA      | $88243.47      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 1/41 #AH1274                                                                                                          | CUSIP: 3138A2MY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75529 | PA      | $76817.32      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 1/41 #AH1563                                                                                                          | CUSIP: 3138A2WZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      423105 | PA      | $421884.68     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 01/01/2041#AH1582                                                                                                 | CUSIP: 3138A2XL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3025 | PA      | $3017.69       | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 1/41 #AH2689                                                                                                          | CUSIP: 3138A37B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       81975 | PA      | $83370.52      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 1/41 #AH2367                                                                                                          | CUSIP: 3138A3TZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      373064 | PA      | $371886.66     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 1/41 #AH4404                                                                                                          | CUSIP: 3138A53N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      264582 | PA      | $263629.70     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 4/41 #AH3843                                                                                                          | CUSIP: 3138A5HV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13428 | PA      | $13656.03      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 01/01/2041#AH3933                                                                                                 | CUSIP: 3138A5LP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      135638 | PA      | $135133.36     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2041#AH4123                                                                                                 | CUSIP: 3138A5SM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12628 | PA      | $12838.23      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 3/41 #AH6219                                                                                                          | CUSIP: 3138A74D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209166 | PA      | $208366.66     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 02/01/2041#AH5574                                                                                                 | CUSIP: 3138A7FQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141255 | PA      | $140770.17     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 2/41 #AH5581                                                                                                          | CUSIP: 3138A7FX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      329427 | PA      | $335046.12     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2041#AH6648                                                                                                 | CUSIP: 3138A8L61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17797 | PA      | $18099.27      | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 4/41 #AH8029                                                                                                          | CUSIP: 3138A94P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59457 | PA      | $60468.32      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2041#AH7450                                                                                                 | CUSIP: 3138A9H49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25316 | PA      | $26119.06      | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 4/41 #AH9861                                                                                                          | CUSIP: 3138AB5X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         911 | PA      | $926.52        | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 04/01/2041#AH9677                                                                                                 | CUSIP: 3138ABXF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14315 | PA      | $14813.94      | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 4/41 #AI1116                                                                                                          | CUSIP: 3138AEG23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69898 | PA      | $71080.26      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 04/01/2041#AI1360                                                                                                 | CUSIP: 3138AEQN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72737 | PA      | $75318.89      | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2041#AI3533                                                                                                 | CUSIP: 3138AG4T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20186 | PA      | $20512.73      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2041#AI3724                                                                                                 | CUSIP: 3138AHD60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36295 | PA      | $37559.82      | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2041#AI5034                                                                                                 | CUSIP: 3138AJSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10922 | PA      | $11306.43      | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 08/01/2041#AI5189                                                                                                 | CUSIP: 3138AJXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2846 | PA      | $2947.78       | 0.00%             | 2041-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2041#AI5633                                                                                                 | CUSIP: 3138AKHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18119 | PA      | $18781.28      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2041#AI6550                                                                                                 | CUSIP: 3138ALH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68693 | PA      | $69857.02      | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 8/41 #AI7910                                                                                                          | CUSIP: 3138AMYG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36160 | PA      | $36776.70      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 8/1/41 #AI8194                                                                                                    | CUSIP: 3138ANC84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      137765 | PA      | $140122.77     | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2041#AI8715                                                                                                 | CUSIP: 3138ANVH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54758 | PA      | $55680.64      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2042#AI9097                                                                                                 | CUSIP: 3138APDB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      235552 | PA      | $227858.69     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2041#AJ0998                                                                                                 | CUSIP: 3138ASDC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44083 | PA      | $44835.04      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 9/41 #AJ1131                                                                                                          | CUSIP: 3138ASHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16160 | PA      | $16430.42      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 10/41 #AJ1224                                                                                                         | CUSIP: 3138ASLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52527 | PA      | $53413.45      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 10/41 #AJ1242                                                                                                         | CUSIP: 3138ASLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43158 | PA      | $43891.04      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2041#AJ1874                                                                                                 | CUSIP: 3138ATCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      191628 | PA      | $186585.61     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/01/2042#AJ1884                                                                                                 | CUSIP: 3138ATCW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      311129 | PA      | $301630.14     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2041#AJ2399                                                                                                 | CUSIP: 3138ATUZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17134 | PA      | $17426.35      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2042#AJ2880                                                                                                 | CUSIP: 3138AUFW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11377 | PA      | $11565.77      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 11/41 #AJ3402                                                                                                         | CUSIP: 3138AUX85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97733 | PA      | $99382.99      | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 10/41 #AJ4047                                                                                                         | CUSIP: 3138AVP90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      202059 | PA      | $201269.30     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 12/41 #AJ4198                                                                                                         | CUSIP: 3138AVUY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132383 | PA      | $131829.43     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 11/41 #AJ5385                                                                                                         | CUSIP: 3138AW6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      213912 | PA      | $212979.87     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 01/01/2042#AJ5571                                                                                                 | CUSIP: 3138AXFM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44307 | PA      | $44112.67      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | 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        |       11602 | PA      | $11562.94      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 12/41 #AJ8098                                                                                                         | CUSIP: 3138E07L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33512 | PA      | $33355.92      | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 12/41 #AJ7680                                                                                                         | CUSIP: 3138E0RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9983 | PA      | $9691.88       | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/01/2041#AJ7688                                                                                                 | CUSIP: 3138E0RJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80176 | PA      | $79862.87      | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/01/2041#AJ8343                                                                                                 | CUSIP: 3138E1HV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1861 | PA      | $1853.32       | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 01/01/2042#AJ9317                                                                                                 | CUSIP: 3138E2K79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      333487 | PA      | $331949.30     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2042#AJ9982                                                                                                 | CUSIP: 3138E3CU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      742197 | PA      | $718752.42     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 02/01/2042#AK2415                                                                                                 | CUSIP: 3138E6VH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      239470 | PA      | $238162.50     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2041#AK4260                                                                                                 | CUSIP: 3138E8WW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22191 | PA      | $22558.24      | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2042#AK4683                                                                                                 | CUSIP: 3138E9FZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13612 | PA      | $13837.11      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 4/42 #AK6572                                                                                                          | CUSIP: 3138EBJS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33478 | PA      | $32435.90      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2042#AK7569                                                                                                 | CUSIP: 3138ECMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17780 | PA      | $18082.78      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 4/42 #AK8228                                                                                                          | CUSIP: 3138EDEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63948 | PA      | $63676.99      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 4/42 #AK8237                                                                                                          | CUSIP: 3138EDEK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102271 | PA      | $101831.28     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 04/01/2042#AK8453                                                                                                 | CUSIP: 3138EDMB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      174422 | PA      | $177370.87     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 4/42 #AK9019                                                                                                          | CUSIP: 3138EEAV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51454 | PA      | $51232.96      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 4/42 #AK9701                                                                                                          | CUSIP: 3138EEX79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40069 | PA      | $39877.12      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 02/01/2041#AL0038                                                                                                 | CUSIP: 3138EGBG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52349 | PA      | $54216.43      | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 7/38 #AL0095                                                                                                          | CUSIP: 3138EGC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      499677 | PA      | $530938.46     | 0.00%             | 2038-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 8/40 #AL0145                                                                                                          | CUSIP: 3138EGET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      151670 | PA      | $154216.03     | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2041#AL0762                                                                                                 | CUSIP: 3138EGZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52922 | PA      | $53826.53      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 11/41 #AL1193                                                                                                         | CUSIP: 3138EHKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      124178 | PA      | $123671.59     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/41#AL1431                                                                                                      | CUSIP: 3138EHSV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      252046 | PA      | $256345.23     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 3/42 #AL1521                                                                                                          | CUSIP: 3138EHVP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97338 | PA      | $96795.58      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 1/42 #AL2128                                                                                                          | CUSIP: 3138EJLJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2260 | PA      | $2404.62       | 0.00%             | 2042-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 5/40 #AL2129                                                                                                          | CUSIP: 3138EJLK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36501 | PA      | $38764.85      | 0.00%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 10/34 #AL2130                                                                                                         | CUSIP: 3138EJLL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9635 | PA      | $10113.58      | 0.00%             | 2034-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2042#AL2782                                                                                                 | CUSIP: 3138EKCU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76527 | PA      | $77821.68      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 12/01/2042#AL2950                                                                                                 | CUSIP: 3138EKH40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      159757 | PA      | $150229.53     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 10/01/2041#AL4242                                                                                                 | CUSIP: 3138ELWC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      186998 | PA      | $193600.58     | 0.00%             | 2041-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2044#AL6223                                                                                                 | CUSIP: 3138EN4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      109665 | PA      | $111454.41     | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2044 #AL5713                                                                                                | CUSIP: 3138ENK32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      858534 | PA      | $873095.15     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 05/01/2042#AL5788                                                                                                 | CUSIP: 3138ENNE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      305058 | PA      | $315679.70     | 0.00%             | 2042-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2042#AL5881                                                                                                 | CUSIP: 3138ENRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      812592 | PA      | $826423.01     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% AL6167 01/45                                                                                                      | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      228686 | PA      | $220540.05     | 0.00%             | 2044-01-01      | 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        |      398000 | PA      | $404409.97     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 2.5% 10/01/2043#AL6851                                                                                                      | CUSIP: 3138EPTH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      253644 | PA      | $230562.83     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | 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        |     1018955 | PA      | $1036306.52    | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | 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        |      561535 | PA      | $544257.78     | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 11/01/2044#AL7307                                                                                                 | CUSIP: 3138EQDM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      303885 | PA      | $311903.54     | 0.00%             | 2044-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2039#AL7550                                                                                                 | CUSIP: 3138EQL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      622227 | PA      | $638491.30     | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 09/01/2033#AL7521                                                                                                 | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5566753 | PA      | $5712206.58    | 0.01%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 05/01/2042#AO2961                                                                                                 | CUSIP: 3138LTJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2976 | PA      | $2959.32       | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2042#AO2993                                                                                                 | CUSIP: 3138LTKF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      589333 | PA      | $571218.81     | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2042#AO3037                                                                                                 | CUSIP: 3138LTLT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8939 | PA      | $9086.65       | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2042#AO3740                                                                                                 | CUSIP: 3138LUEN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13128 | PA      | $13344.27      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2042#AO5544                                                                                                 | CUSIP: 3138LWES6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97042 | PA      | $98649.31      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2042#AO5578                                                                                                 | CUSIP: 3138LWFU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7636 | PA      | $7763.37       | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2042#AO7372                                                                                                 | CUSIP: 3138LYFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19479 | PA      | $18860.26      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2042#AO7760                                                                                                 | CUSIP: 3138LYTS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39108 | PA      | $39770.57      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 7/42 #AO9368                                                                                                          | CUSIP: 3138M1MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14523 | PA      | $14058.61      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2042#AP0495                                                                                                 | CUSIP: 3138M3RR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1425212 | PA      | $1378375.03    | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2042#AP3667                                                                                                 | CUSIP: 3138M7CD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      390180 | PA      | $379357.38     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 8/42#AP4263                                                                                                         | CUSIP: 3138M7WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22051 | PA      | $21042.81      | 0.00%             | 2042-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 09/01/2042#AP4786                                                                                                 | CUSIP: 3138M8J87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      136572 | PA      | $128494.06     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 09/01/2042#AP5143                                                                                                 | CUSIP: 3138M8WD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132067 | PA      | $124321.96     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 09/01/2042#AP6425                                                                                                 | CUSIP: 3138MAD70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68176 | PA      | $63753.57      | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.0% 10/01/2027#AP6647                                                                                                 | CUSIP: 3138MAL55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53818 | PA      | $53400.39      | 0.00%             | 2027-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3% 09/42 #AP8070                                                                                                            | CUSIP: 3138MB6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      162645 | PA      | $153735.84     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 10/42 #AP7882                                                                                                         | CUSIP: 3138MBXL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13052 | PA      | $12640.12      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2042#AP8745                                                                                                 | CUSIP: 3138MCWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       81967 | PA      | $83323.14      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2042#AP9743                                                                                                 | CUSIP: 3138MDZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      154432 | PA      | $156970.06     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AQ5065                                                                                                 | CUSIP: 3138MLTX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140650 | PA      | $131882.53     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/42 #AQ5136                                                                                                  | CUSIP: 3138MLV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      252996 | PA      | $244831.91     | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/42#AQ8665                                                                                                   | CUSIP: 3138MQTX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1189331 | PA      | $1153552.89    | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 12/01/2042#AQ8684                                                                                                 | CUSIP: 3138MQUJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      275707 | PA      | $259083.43     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2043#AQ9328                                                                                                 | CUSIP: 3138MRLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      466226 | PA      | $451293.95     | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AR1458                                                                                                 | CUSIP: 3138NXTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      109694 | PA      | $103376.03     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 02/01/2043#AR4159                                                                                                 | CUSIP: 3138W1TR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      410150 | PA      | $408277.95     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 05/01/2043#AR5169                                                                                                 | CUSIP: 3138W2W76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      233594 | PA      | $217989.80     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 04/01/2043#AR6071                                                                                                 | CUSIP: 3138W3W90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5028 | PA      | $4742.40       | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 02/01/2043#AR6381                                                                                                 | CUSIP: 3138W4CT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12936 | PA      | $12183.95      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2043#AR6931                                                                                                 | CUSIP: 3138W4VZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      145476 | PA      | $133636.49     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2043#AR9126                                                                                                 | CUSIP: 3138W7D84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58829 | PA      | $53395.58      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2043#AR9512                                                                                                 | CUSIP: 3138W7SA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42054 | PA      | $39065.89      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 07/01/2043#AS0038                                                                                                 | CUSIP: 3138W9BG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      260841 | PA      | $244412.80     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 07/01/2043#AS0044                                                                                                 | CUSIP: 3138W9BN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      194330 | PA      | $182033.69     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 08/01/2043#AS0203                                                                                                 | CUSIP: 3138W9GM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48790 | PA      | $45765.49      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2043#AS0255                                                                                                 | CUSIP: 3138W9H94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      192040 | PA      | $195187.67     | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 08/01/2028#AS0290                                                                                                 | CUSIP: 3138W9KC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28427 | PA      | $28027.57      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.0% 08/01/2028#AS0294                                                                                                 | CUSIP: 3138W9KG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45053 | PA      | $44611.03      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 08/01/2043#AS0305                                                                                                 | CUSIP: 3138W9KT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      259734 | PA      | $243199.52     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2043#AS1380                                                                                                 | CUSIP: 3138WARA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9404 | PA      | $9555.53       | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 05/01/2029#AS2369                                                                                                 | CUSIP: 3138WBT39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62548 | PA      | $62271.95      | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.5% 8/44#AS3037                                                                                                            | CUSIP: 3138WCLT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14122 | PA      | $13595.39      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 09/01/2044#AS3293                                                                                                 | CUSIP: 3138WCUT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70587 | PA      | $70031.27      | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2044#AS3651                                                                                                 | CUSIP: 3138WDBV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1222375 | PA      | $1242030.21    | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 04/01/2030#AS4752                                                                                                 | CUSIP: 3138WEH69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      219897 | PA      | $215325.48     | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2043#AT0162                                                                                                 | CUSIP: 3138WMFC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      458047 | PA      | $416189.49     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 05/01/2043#AT2724                                                                                                 | CUSIP: 3138WQA28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106125 | PA      | $99518.91      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2043#AT2887                                                                                                 | CUSIP: 3138WQF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      316522 | PA      | $306157.48     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2043#AT2998                                                                                                 | CUSIP: 3138WQKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      577821 | PA      | $522488.46     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2043#AT3094                                                                                                 | CUSIP: 3138WQNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5426 | PA      | $4940.18       | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2043#AT3712                                                                                                 | CUSIP: 3138WRDS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6188 | PA      | $5574.17       | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 04/01/2043#AT4017                                                                                                 | CUSIP: 3138WRPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      192038 | PA      | $179992.40     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 06/01/2043#AT5225                                                                                                 | CUSIP: 3138WSYX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      154025 | PA      | $138658.18     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 06/01/2043#AT5890                                                                                                 | CUSIP: 3138WTRL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11460 | PA      | $10493.32      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 05/01/2043#AT5989                                                                                                 | CUSIP: 3138WTUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209004 | PA      | $196004.13     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2028#AT7761                                                                                                 | CUSIP: 3138WVTT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47470 | PA      | $46820.67      | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 07/01/2043#AT9528                                                                                                 | CUSIP: 3138WXSS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      493424 | PA      | $461756.48     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 06/01/2043#AT9645                                                                                                 | CUSIP: 3138WXWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8337 | PA      | $7908.07       | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 07/01/2043#AU1628                                                                                                 | CUSIP: 3138X0Y28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      205159 | PA      | $192439.64     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 07/01/2028#AU1660                                                                                                 | CUSIP: 3138X0Z27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39354 | PA      | $38816.32      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 07/01/2028#AU1659                                                                                                 | CUSIP: 3138X0ZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40747 | PA      | $40190.18      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 08/01/2028#AU2696                                                                                                 | CUSIP: 3138X17J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26613 | PA      | $26249.49      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 08/01/2028#AU2296                                                                                                 | CUSIP: 3138X1RS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88556 | PA      | $87279.44      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 10/01/2043#AU4405                                                                                                 | CUSIP: 3138X33P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      239940 | PA      | $224655.60     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 08/01/2043#AU3735                                                                                                 | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      201062 | PA      | $188395.85     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2043#AU3742                                                                                                 | CUSIP: 3138X3EQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4243 | PA      | $4102.97       | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 08/01/2043#AU4585                                                                                                 | CUSIP: 3138X4CX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30862 | PA      | $28908.65      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.0% 11/01/2028#AU6440                                                                                                 | CUSIP: 3138X6EN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6186 | PA      | $6121.59       | 0.00%             | 2028-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 09/01/2043#AU7317                                                                                                 | CUSIP: 3138X7DX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43304 | PA      | $40518.78      | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.0% 12/01/2028#AU9683                                                                                                 | CUSIP: 3138X9XM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13145 | PA      | $13001.90      | 0.00%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 11/01/2043#AV0893                                                                                                 | CUSIP: 3138XB7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7570 | PA      | $7103.22       | 0.00%             | 2043-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2043#AV2959                                                                                                 | CUSIP: 3138XEJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4238 | PA      | $4308.16       | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 03/01/45#AX9566                                                                                                   | CUSIP: 3138YBTY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1204968 | PA      | $1194411.38    | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 02/01/2045#AY2848                                                                                                 | CUSIP: 3138YGEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      250183 | PA      | $232551.53     | 0.00%             | 2045-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2045#AZ3743                                                                                                 | CUSIP: 3138YVER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      721730 | PA      | $692851.76     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNW 2001-W3 A 7% 9/41                                                                                                            | CUSIP: 3139216F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2226 | PA      | $2214.94       | 0.00%             | 2041-09-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 7.50% 1/32 #B90491                                                                                                          | CUSIP: 313929RL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1083 | PA      | $1126.07       | 0.00%             | 2032-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 02-56 PE 6% 9/32                                                                                                             | CUSIP: 31392ERB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        5853 | PA      | $6086.37       | 0.00%             | 2032-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNGT 2002-T16 A2 7 7/42                                                                                                          | CUSIP: 31392FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        7883 | PA      | $8268.50       | 0.00%             | 2042-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNGT 02-T19 A1 6.5% 7/42                                                                                                         | CUSIP: 31392GVP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        6328 | PA      | $6559.89       | 0.00%             | 2042-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2466 DH 6.5 6/32                                                                                                             | CUSIP: 31392MM82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         404 | PA      | $423.46        | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNW 2003-W4 2A 5.805% 10/42                                                                                                      | CUSIP: 31393AP68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1156 | PA      | $1177.09       | 0.00%             | 2042-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNR 2003-25 KP 5 4/33                                                                                                            | CUSIP: 31393APU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       11083 | PA      | $11278.73      | 0.00%             | 2033-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2003-47 PE 5.75 6/33                                                                                                         | CUSIP: 31393CRH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        3511 | PA      | $3640.36       | 0.00%             | 2033-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 03-64 SX INSF 7/33                                                                                                           | CUSIP: 31393DJU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         222 | PA      | $223.92        | 0.00%             | 2033-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2543 YX 6 12/32                                                                                                              | CUSIP: 31393HGW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2332 | PA      | $2426.35       | 0.00%             | 2032-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNGT 2004-T2 1A4 7.5 11/43                                                                                                       | CUSIP: 31393X7D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2207 | PA      | $2231.95       | 0.00%             | 2043-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNGT 04-T1 1A1 6 1/44                                                                                                            | CUSIP: 31393XFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2752 | PA      | $2825.50       | 0.00%             | 2044-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNW 2004-W2 2A2 7% 2/44                                                                                                          | CUSIP: 31393XGQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         387 | PA      | $403.50        | 0.00%             | 2044-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNW 04-W9 1A3 6.05 2/44                                                                                                          | CUSIP: 31394ACG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        3666 | PA      | $3799.65       | 0.00%             | 2044-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNW 2004-W8 3A 7.5% 6/44                                                                                                         | CUSIP: 31394ALN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         758 | PA      | $783.01        | 0.00%             | 2044-06-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2005-84 XM 5.75 10/35                                                                                                        | CUSIP: 31394FN50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         575 | PA      | $596.65        | 0.00%             | 2035-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2733 SB -0 SOFR30A+790.697 10/33                                                                                             | CUSIP: 31394NUY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2476 | PA      | $2492.56       | 0.00%             | 2033-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNW 2005-W4 1A1 6 8/35                                                                                                           | CUSIP: 31394VPT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1518 | PA      | $1563.20       | 0.00%             | 2045-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2912 EH 5.5% 1/35                                                                                                            | CUSIP: 31395LFN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        9007 | PA      | $9325.06       | 0.00%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2980 QB 6.5% 5/35                                                                                                            | CUSIP: 31395UEH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         350 | PA      | $367.12        | 0.00%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2006-77 PC 6.5 8/36                                                                                                          | CUSIP: 31396KGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1073 | PA      | $1119.61       | 0.00%             | 2036-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2009-52 PI 5 7/39                                                                                                            | CUSIP: 31396QKF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2553 | PA      | $341.46        | 0.00%             | 2039-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2007-71 GZ 6 7/47                                                                                                            | CUSIP: 31396WMD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1560 | PA      | $1641.91       | 0.00%             | 2047-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 3202 HI IO INVF 8/36                                                                                                         | CUSIP: 31397ABD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        7705 | PA      | $654.09        | 0.00%             | 2036-08-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 3274 B 6 2/37                                                                                                                | CUSIP: 31397F5S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1306 | PA      | $1376.46       | 0.00%             | 2037-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FSPC T-76 2A CSTR 10/37                                                                                                          | CUSIP: 31397KYA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        4884 | PA      | $4533.52       | 0.00%             | 2037-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 3546 A VAR 2/39                                                                                                              | CUSIP: 31398E3W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         777 | PA      | $786.57        | 0.00%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2009-112 ST INVF 1/40                                                                                                        | CUSIP: 31398GKH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4565 | PA      | $425.27        | 0.00%             | 2040-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FNR 2010-35 SB SOFR30A+630.552 4/40                                                                                              | CUSIP: 31398PKD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4312 | PA      | $421.70        | 0.00%             | 2040-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 3653 HJ 5% 4/40                                                                                                              | CUSIP: 31398VXZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1035 | PA      | $1062.05       | 0.00%             | 2040-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 11/33 #725027                                                                                                         | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28651 | PA      | $29375.75      | 0.00%             | 2033-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 2/34 #725162                                                                                                          | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33039 | PA      | $34571.33      | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 3/34 #725228                                                                                                          | CUSIP: 31402CVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32549 | PA      | $34058.53      | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 3/34 #725229                                                                                                          | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8801 | PA      | $9200.91       | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 3/35 #735288                                                                                                          | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      401797 | PA      | $413346.21     | 0.00%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 4/35 #735503                                                                                                          | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         921 | PA      | $966.88        | 0.00%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 6/35 #735580                                                                                                          | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33160 | PA      | $34075.09      | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 7/35 #735676                                                                                                          | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      315203 | PA      | $323969.59     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 9/33 #739821                                                                                                          | CUSIP: 31402V4E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34548 | PA      | $35431.90      | 0.00%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.50% 2/36 #745578                                                                                                          | CUSIP: 31403DJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         611 | PA      | $652.56        | 0.00%             | 2036-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 6/36 #745640                                                                                                          | CUSIP: 31403DLV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45839 | PA      | $48423.91      | 0.00%             | 2036-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 12/33 #745944                                                                                                         | CUSIP: 31403DWD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17131 | PA      | $17564.71      | 0.00%             | 2033-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA ARM 4.60% 2/35 #779905                                                                                                      | CUSIP: 31404VNW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17225 | PA      | $17911.10      | 0.00%             | 2035-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA ARM 2.47% 5/35 #823660                                                                                                      | CUSIP: 31406YB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1032 | PA      | $1064.52       | 0.00%             | 2035-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 6/35 #828385                                                                                                          | CUSIP: 31407EJ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17898 | PA      | $18800.33      | 0.00%             | 2035-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2035#843431                                                                                                 | CUSIP: 31407XA84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      667692 | PA      | $686493.31     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/45#AZ7723                                                                                                   | CUSIP: 3140E0SM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3210 | PA      | $3228.96       | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/01/2045#BA4584                                                                                                 | CUSIP: 3140E9CW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      349011 | PA      | $345132.81     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA ARM 6.25% 6/36 #886983                                                                                                      | CUSIP: 31410EM88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         912 | PA      | $942.66        | 0.00%             | 2036-06-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 3/36 #888342                                                                                                          | CUSIP: 31410F5B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70280 | PA      | $73642.82      | 0.00%             | 2036-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 3/38 #889219                                                                                                          | CUSIP: 31410G4C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9571 | PA      | $10180.97      | 0.00%             | 2038-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 8/37 #888817                                                                                                          | CUSIP: 31410GPA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68007 | PA      | $70934.12      | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 1/38 #889371                                                                                                          | CUSIP: 31410KCG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26116 | PA      | $27710.80      | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 6/38 #889705                                                                                                          | CUSIP: 31410KNW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37040 | PA      | $38807.80      | 0.00%             | 2038-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 7/38 #889733                                                                                                          | CUSIP: 31410KPS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4116 | PA      | $4379.39       | 0.00%             | 2038-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2040#890310                                                                                                 | CUSIP: 31410LDP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      188777 | PA      | $191977.96     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 12/39 #890385                                                                                                         | CUSIP: 31410LF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      118588 | PA      | $126005.25     | 0.00%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2041#890362                                                                                                 | CUSIP: 31410LFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3572 | PA      | $3632.11       | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 08/01/41#890603                                                                                                   | CUSIP: 31410LNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14631 | PA      | $15125.91      | 0.00%             | 2041-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 11/36 #904131                                                                                                         | CUSIP: 31411CPQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2319 | PA      | $2430.65       | 0.00%             | 2036-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 2/39 #930610                                                                                                          | CUSIP: 31412N3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      189156 | PA      | $192307.92     | 0.00%             | 2039-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 4/39 #930854                                                                                                          | CUSIP: 31412PE31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19843 | PA      | $20175.44      | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.0% 01/01/2037#932030                                                                                                 | CUSIP: 31412QPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      124850 | PA      | $132124.77     | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2039#935275                                                                                                 | CUSIP: 31412UQ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8475 | PA      | $8618.32       | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 9/36 #938577                                                                                                          | CUSIP: 31412YFS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58719 | PA      | $61813.44      | 0.00%             | 2036-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 6/37 #939637                                                                                                          | CUSIP: 31413ALS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2890 | PA      | $3075.56       | 0.00%             | 2037-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA ARM 5.65% 7/37 #942609                                                                                                      | CUSIP: 31413DVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5425 | PA      | $5676.96       | 0.00%             | 2037-07-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 9/37 #942981                                                                                                          | CUSIP: 31413ECS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2026 | PA      | $2153.66       | 0.00%             | 2037-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 12/37 #967254                                                                                                         | CUSIP: 31414JBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26901 | PA      | $28171.04      | 0.00%             | 2037-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 05/01/2037#969230                                                                                                 | CUSIP: 31414LHF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42052 | PA      | $44088.82      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 10/37 #995073                                                                                                         | CUSIP: 31416BMW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26626 | PA      | $28199.51      | 0.00%             | 2037-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 7/35 #995203                                                                                                          | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30786 | PA      | $31611.75      | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 7.00% 6/33 #995656                                                                                                          | CUSIP: 31416CBZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1159 | PA      | $1218.33       | 0.00%             | 2033-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 09/01/2034#AA0918                                                                                                 | CUSIP: 31416JAU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1843 | PA      | $1917.38       | 0.00%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 5/39 #AA7165                                                                                                          | CUSIP: 31416Q6B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7732 | PA      | $7861.67       | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 6/39 #AA7681                                                                                                          | CUSIP: 31416RRB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105205 | PA      | $106961.29     | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2039#AA8725                                                                                                 | CUSIP: 31416SVT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7148 | PA      | $7396.09       | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 11/01/2040#AB1801                                                                                                 | CUSIP: 31416XAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1369544 | PA      | $1365216.68    | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 1/41 #AB2086                                                                                                          | CUSIP: 31416XJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      256316 | PA      | $255557.33     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 1/41 #AB2068                                                                                                          | CUSIP: 31416XJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5761 | PA      | $5606.22       | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 1/41 #AB2079                                                                                                          | CUSIP: 31416XJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      640480 | PA      | $638422.01     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2041#AB3419                                                                                                 | CUSIP: 31416YYR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46395 | PA      | $47188.28      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.00% 2/27 #AB4420                                                                                                     | CUSIP: 31417A4E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27815 | PA      | $27652.69      | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2041#AB3738                                                                                                 | CUSIP: 31417AEL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      322563 | PA      | $312966.49     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/01/2041#AB4058                                                                                                 | CUSIP: 31417AQL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      223036 | PA      | $221983.82     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 12/41 #AB4115                                                                                                         | CUSIP: 31417ASD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2542 | PA      | $2530.87       | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2042#AB4590                                                                                                 | CUSIP: 31417BC47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      632687 | PA      | $612391.43     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 3/42 #AB4684                                                                                                          | CUSIP: 31417BF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      426156 | PA      | $412513.06     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 09/01/2042#AB6181                                                                                                 | CUSIP: 31417C2P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88545 | PA      | $83398.01      | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 6/42 #AB5423                                                                                                          | CUSIP: 31417CAZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      250890 | PA      | $243054.24     | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 07/01/2042 #AB5652                                                                                                | CUSIP: 31417CH65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      287401 | PA      | $270185.37     | 0.00%             | 2042-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 10/01/2042#AB6390                                                                                                 | CUSIP: 31417DC43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98773 | PA      | $92742.83      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 10/01/2042#AB6685                                                                                                 | CUSIP: 31417DNB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      187751 | PA      | $176303.49     | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 10/01/2042#AB6694                                                                                                 | CUSIP: 31417DNL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      133382 | PA      | $125122.94     | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 11/01/2042#AB6903                                                                                                 | CUSIP: 31417DU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103031 | PA      | $97019.25      | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 12/01/2042#AB7271                                                                                                 | CUSIP: 31417ECH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90276 | PA      | $84958.93      | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 12/01/42 #AB7276                                                                                                  | CUSIP: 31417ECN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      273941 | PA      | $256943.93     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/42#AB7319                                                                                                      | CUSIP: 31417EDZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79037 | PA      | $78529.88      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 12/01/42 #AB7410                                                                                                  | CUSIP: 31417EGU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      251746 | PA      | $236317.72     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7457                                                                                                 | CUSIP: 31417EJB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      211488 | PA      | $199102.38     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7458                                                                                                 | CUSIP: 31417EJC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      227263 | PA      | $213849.01     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7567                                                                                                 | CUSIP: 31417EMR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      193710 | PA      | $182335.87     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 1/1/43 #AB7568                                                                                                    | CUSIP: 31417EMS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48533 | PA      | $45595.60      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 1/1/43 #AB7570                                                                                                    | CUSIP: 31417EMU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      134556 | PA      | $126499.34     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7738                                                                                                 | CUSIP: 31417ES44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      506015 | PA      | $474702.19     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7741                                                                                                 | CUSIP: 31417ES77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      738514 | PA      | $693309.34     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7755                                                                                                 | CUSIP: 31417ETM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152086 | PA      | $143083.20     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/01/2043#AB7964                                                                                                 | CUSIP: 31417EZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1625862 | PA      | $1578036.43    | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 02/01/2043#AB7936                                                                                                 | CUSIP: 31417EZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      908410 | PA      | $852189.70     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 04/01/2043#AB8897                                                                                                 | CUSIP: 31417F3F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      478246 | PA      | $448794.54     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2043#AB8463                                                                                                 | CUSIP: 31417FMM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127735 | PA      | $116191.32     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/43#AB8499                                                                                                     | CUSIP: 31417FNR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37049 | PA      | $34868.71      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 2/43 #AB8500                                                                                                        | CUSIP: 31417FNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      271668 | PA      | $255823.60     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3 4/43 #AB9025                                                                                                              | CUSIP: 31417GA30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      397320 | PA      | $372175.76     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/43#AB9339                                                                                                     | CUSIP: 31417GLV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37059 | PA      | $34872.61      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2043#AB9376                                                                                                 | CUSIP: 31417GM29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      239021 | PA      | $230872.35     | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2043#AB9361                                                                                                 | CUSIP: 31417GMK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94614 | PA      | $91635.81      | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2043#AB9432                                                                                                 | CUSIP: 31417GPS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      214277 | PA      | $195019.60     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 06/01/2043#AB9749                                                                                                 | CUSIP: 31417GZP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      164774 | PA      | $154446.85     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2043#AB9757                                                                                                 | CUSIP: 31417GZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      627874 | PA      | $605909.87     | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 12/39 #AC4467                                                                                                         | CUSIP: 31417N6D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10853 | PA      | $11035.39      | 0.00%             | 2039-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2039#AC4562                                                                                                 | CUSIP: 31417QB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         549 | PA      | $549.72        | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 12/39 #AC8512                                                                                                         | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      196851 | PA      | $200167.32     | 0.00%             | 2039-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 01/01/2040#AC8577                                                                                                 | CUSIP: 31417VQ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      123484 | PA      | $129790.76     | 0.00%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2041#AC9301                                                                                                 | CUSIP: 31417WKP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14116 | PA      | $14609.06      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 5.0% 06/01/2031#MA0777                                                                                                 | CUSIP: 31417Y2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19906 | PA      | $20273.05      | 0.00%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 7/29 #MA0130                                                                                                          | CUSIP: 31417YEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19667 | PA      | $19885.04      | 0.00%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 1/30 #MA0295                                                                                                          | CUSIP: 31417YKH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1838 | PA      | $1860.63       | 0.00%             | 2030-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 5.00% 2/30 #MA0320                                                                                                     | CUSIP: 31417YLA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67742 | PA      | $68616.42      | 0.00%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YRS 3.50% 12/30 #MA0602                                                                                                   | CUSIP: 31417YU47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1309 | PA      | $1300.36       | 0.00%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2043#MA1711                                                                                                 | CUSIP: 31418A3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30624 | PA      | $31070.76      | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2044#MA1749                                                                                                 | CUSIP: 31418A5K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5492 | PA      | $5136.97       | 0.00%             | 2044-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 04/01/2042#MA1028                                                                                                 | CUSIP: 31418AEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17947 | PA      | $17858.58      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 7/42 #MA1125                                                                                                          | CUSIP: 31418AHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21761 | PA      | $21582.38      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2042#MA1159                                                                                                 | CUSIP: 31418AJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6283 | PA      | $6389.28       | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 10/42 #MA1213                                                                                                         | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102863 | PA      | $99343.38      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2042#MA1283                                                                                                 | CUSIP: 31418AM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16013 | PA      | $15451.05      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2043#MA1340                                                                                                 | CUSIP: 31418AP28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      181987 | PA      | $165782.76     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2043#MA1328                                                                                                 | CUSIP: 31418APN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54256 | PA      | $52333.10      | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2043#MA1404                                                                                                 | CUSIP: 31418AR26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29312 | PA      | $28254.54      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2043#MA1463                                                                                                 | CUSIP: 31418ATV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41087 | PA      | $39566.36      | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% #MA1546                                                                                                           | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65851 | PA      | $63445.75      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.0% 12/01/2029#MA2149                                                                                                 | CUSIP: 31418BL79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      350693 | PA      | $346156.13     | 0.00%             | 2030-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 02/01/2045#MA2189                                                                                                 | CUSIP: 31418BNF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14801 | PA      | $13755.89      | 0.00%             | 2045-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3.0% 07/01/2035#MA2320                                                                                                 | CUSIP: 31418BSJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13220 | PA      | $12842.49      | 0.00%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/45#MA2495                                                                                                   | CUSIP: 31418BXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      451662 | PA      | $432997.29     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 9/39 #AD0242                                                                                                          | CUSIP: 31418MHU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      162158 | PA      | $170232.19     | 0.00%             | 2039-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6% 11/35 #AD0687                                                                                                            | CUSIP: 31418MXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161711 | PA      | $169661.58     | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.0% 07/37#AD0688                                                                                                      | CUSIP: 31418MXS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38234 | PA      | $40095.60      | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 1/40 #AD0732                                                                                                          | CUSIP: 31418MY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26224 | PA      | $27883.09      | 0.00%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 6/40 #AD7859                                                                                                          | CUSIP: 31418VWV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69401 | PA      | $71824.20      | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2040#AD9214                                                                                                 | CUSIP: 31418XGY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34379 | PA      | $35588.75      | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 2/40 #AE0061                                                                                                          | CUSIP: 31419AB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      142559 | PA      | $151827.10     | 0.00%             | 2040-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 8/37 #AE0265                                                                                                          | CUSIP: 31419AJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      196736 | PA      | $205860.90     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2040#AE0675                                                                                                 | CUSIP: 31419AXD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      320766 | PA      | $326244.30     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 6/39 #AE0967                                                                                                          | CUSIP: 31419BCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83688 | PA      | $81736.49      | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 02/01/2041#AE0972                                                                                                 | CUSIP: 31419BCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38096 | PA      | $39438.03      | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 9/40 #AE1526                                                                                                          | CUSIP: 31419BVU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18304 | PA      | $18615.52      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 9/40 #AE3095                                                                                                          | CUSIP: 31419DNM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11759 | PA      | $11960.45      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 09/01/2040#AE4424                                                                                                 | CUSIP: 31419E4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11089 | PA      | $11437.32      | 0.00%             | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 10/40 #AE3832                                                                                                         | CUSIP: 31419EHJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6601 | PA      | $6712.14       | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 11/40 #AE3886                                                                                                         | CUSIP: 31419EJ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14092 | PA      | $14332.26      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 11/40 #AE3874                                                                                                         | CUSIP: 31419EJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17390 | PA      | $17685.88      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 11/40 #AE6344                                                                                                         | CUSIP: 31419HBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40289 | PA      | $40976.08      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 2/41 #AE6390                                                                                                          | CUSIP: 31419HC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      528766 | PA      | $527092.95     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 2/41 #AE6394                                                                                                          | CUSIP: 31419HC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      250908 | PA      | $255169.99     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4.5% 11/01/2030#AE6799                                                                                                 | CUSIP: 31419HRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1189 | PA      | $1197.81       | 0.00%             | 2030-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 11/40 #AE8956                                                                                                         | CUSIP: 31419K5S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19681 | PA      | $20015.92      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 11/01/2040#AE8265                                                                                                 | CUSIP: 31419KFF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7084 | PA      | $7071.55       | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 12/40 #AE8843                                                                                                         | CUSIP: 31419KZH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42139 | PA      | $42859.39      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2040#AE9547                                                                                                 | CUSIP: 31419LTD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63324 | PA      | $64398.18      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Colchester Street Trust                                                                            | FIMM MM Government Portfolio - Instl Cl                                                                                          | CUSIP: 31607A703<br>LEI: 549300SHPEJB1OPRCV46 | Long             | EC               | RF                | US        |    34366447 | NS      | $34366447.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                                                                                 | FIDELITY US BOND INDEX FUNDFIDELITY ADV                                                                                          | CUSIP: 316146356<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |    37376184 | NS      | $399551403.21  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                                                | Fidelity Cash Central Fund                                                                                                       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   213581140 | NS      | $213623856.54  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                                                | Fidelity Securities Lending Cash Central Fund                                                                                    | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    65789105 | NS      | $65795683.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Salem Street Trust                                                                                 | Fidelity Sai Long-Term Treasury Bond Index Fund                                                                                  | CUSIP: 31635V851<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |      139633 | NS      | $974635.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                         | FIFTH THIRD BANCORP 8.25% 03/01/2038                                                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      182000 | PA      | $225346.58     | 0.00%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTG PASSTHRU TR                                                                               | FHAMS 2004-AA3 A1 CSTR 9/34                                                                                                      | CUSIP: 32051D6B3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         676 | PA      | $674.00        | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                                                | FIRSTENERGY TRANSMISSION LLC 5.45% 07/15/2044 144A                                                                               | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      430000 | PA      | $422767.43     | 0.00%             | 2044-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 4.95% 06/01/2035                                                                                           | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      127000 | PA      | $130105.06     | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.25% 02/01/2041                                                                                           | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      615000 | PA      | $624559.30     | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 3.8% 12/15/2042                                                                                            | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1066445.63    | 0.00%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 6.35% 09/15/2037                                                                                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     2263000 | PA      | $2526360.36    | 0.01%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                                               | FORD MOTOR CO 4.75% 01/15/2043                                                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      686000 | PA      | $551796.94     | 0.00%             | 2043-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 4/41 #762904                                                                                                          | CUSIP: 36176DKR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36948 | PA      | $37405.08      | 0.00%             | 2041-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 5/42 #766750                                                                                                          | CUSIP: 36176HTF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       78368 | PA      | $75183.74      | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 5/42 #766751                                                                                                          | CUSIP: 36176HTG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      104857 | PA      | $100615.63     | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 2/42 #766918                                                                                                          | CUSIP: 36176HYP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      158978 | PA      | $151671.71     | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 6/41 #768770                                                                                                          | CUSIP: 36176K2B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26581 | PA      | $26140.96      | 0.00%             | 2041-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 7/41 #769093                                                                                                          | CUSIP: 36176LGA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9356 | PA      | $9199.10       | 0.00%             | 2041-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 9/41 #772063                                                                                                          | CUSIP: 36176PQQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      114783 | PA      | $112841.89     | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #772072                                                                                                         | CUSIP: 36176PQZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       54128 | PA      | $53198.64      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 11/41 #772088                                                                                                         | CUSIP: 36176PRH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26524 | PA      | $25425.66      | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 3/42 #773363                                                                                                          | CUSIP: 36176Q5Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15058 | PA      | $14429.13      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 3/42 #773365                                                                                                          | CUSIP: 36176Q6A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8091 | PA      | $7752.74       | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 9/41 #773113                                                                                                          | CUSIP: 36176QVE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1379 | PA      | $1359.40       | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 12/41 #778681                                                                                                         | CUSIP: 36176W2N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       78520 | PA      | $77142.76      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 1/42 #778793                                                                                                          | CUSIP: 36176W7E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      283847 | PA      | $271716.96     | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 2/42 #778862                                                                                                          | CUSIP: 36176XB73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       58457 | PA      | $56081.55      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 2/42 #778863                                                                                                          | CUSIP: 36176XB81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43092 | PA      | $41316.66      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.0% 02/15/2042#778869                                                                                                 | CUSIP: 36176XCE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25955 | PA      | $25502.53      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #779846                                                                                                         | CUSIP: 36176YET0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9609 | PA      | $9457.72       | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 1/42 #790493                                                                                                          | CUSIP: 36177JRP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9919 | PA      | $9506.20       | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 2/42 #793122                                                                                                          | CUSIP: 36177MPG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30385 | PA      | $29176.71      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 3/42 #794581                                                                                                          | CUSIP: 36177PCT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29814 | PA      | $28649.02      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 3/42 #794582                                                                                                          | CUSIP: 36177PCU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44973 | PA      | $43184.40      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.0% 04/15/2043#AA6294                                                                                                 | CUSIP: 36178D7F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      131320 | PA      | $122906.37     | 0.00%             | 2043-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.0% 11/15/2042#AA5821                                                                                                 | CUSIP: 36178DPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      142461 | PA      | $133422.03     | 0.00%             | 2042-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.0% 12/20/2042#AA5872                                                                                                   | CUSIP: 36178DQZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      366730 | PA      | $343094.54     | 0.00%             | 2042-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.0% 12/15/2042#AA8612                                                                                                 | CUSIP: 36178GR97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       41880 | PA      | $39197.01      | 0.00%             | 2042-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 2/20/43 #MA0782                                                                                                     | CUSIP: 36179M2P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      345008 | PA      | $323978.26     | 0.00%             | 2043-02-20      | 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        |      186642 | PA      | $179398.20     | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 01/20/2043#MA0852                                                                                                   | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      150650 | PA      | $144775.96     | 0.00%             | 2043-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 06/20/2042#MA0154                                                                                                   | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      111202 | PA      | $107035.07     | 0.00%             | 2042-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 08/20/2042#MA0317                                                                                                   | CUSIP: 36179MK66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      109664 | PA      | $103099.40     | 0.00%             | 2042-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.50% 8/42 #MA0318                                                                                                       | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      172969 | PA      | $166424.61     | 0.00%             | 2042-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 09/20/2042 #MA0391                                                                                                  | CUSIP: 36179MNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      289281 | PA      | $271925.04     | 0.00%             | 2042-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.50% 10/42 #MA0462                                                                                                      | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       62888 | PA      | $60483.91      | 0.00%             | 2042-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.50% 11/42 #MA0534                                                                                                      | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      165666 | PA      | $159301.56     | 0.00%             | 2042-11-20      | 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        |      981637 | PA      | $922038.33     | 0.00%             | 2042-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 12/20/2042 #MA0625                                                                                                  | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1903698 | PA      | $1830548.91    | 0.00%             | 2042-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 12/20/2042#MA0626                                                                                                   | CUSIP: 36179MVT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      778272 | PA      | $766685.85     | 0.00%             | 2042-12-20      | Fixed         | 0.04%                 | 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        |     2849156 | PA      | $2676244.90    | 0.01%             | 2043-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 04/20/2043#MA0933                                                                                                   | CUSIP: 36179NBA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      189865 | PA      | $178181.81     | 0.00%             | 2043-04-20      | Fixed         | 0.03%                 | 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        |      230288 | PA      | $220259.07     | 0.00%             | 2043-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 03/20/2043 #MA1090                                                                                                  | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      107897 | PA      | $103629.28     | 0.00%             | 2043-06-20      | Fixed         | 0.04%                 | 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        |       51568 | PA      | $50742.13      | 0.00%             | 2043-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 10/20/2043#MA1376                                                                                                   | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      186150 | PA      | $183082.24     | 0.00%             | 2043-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 10/20/2043#MA1377                                                                                                   | CUSIP: 36179NQ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      593515 | PA      | $600430.95     | 0.00%             | 2043-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 01/20/2044#MA1599                                                                                                   | CUSIP: 36179NX45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      724565 | PA      | $679152.05     | 0.00%             | 2044-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 03/20/45#MA2677                                                                                                     | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      120975 | PA      | $112656.60     | 0.00%             | 2045-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 05/20/2044#MA1921                                                                                                   | CUSIP: 36179QD24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      180030 | PA      | $182128.22     | 0.00%             | 2044-05-20      | Fixed         | 0.04%                 | 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        |      341661 | PA      | $335617.68     | 0.00%             | 2044-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 08/20/2044#MA2149                                                                                                   | CUSIP: 36179QL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      592887 | PA      | $582336.27     | 0.00%             | 2044-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 09/20/2044#MA2225                                                                                                   | CUSIP: 36179QPJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      523629 | PA      | $529673.77     | 0.00%             | 2044-09-20      | Fixed         | 0.04%                 | 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        |      550191 | PA      | $556226.46     | 0.00%             | 2044-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/20/2044#MA2303                                                                                                   | CUSIP: 36179QRY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      889595 | PA      | $851058.23     | 0.00%             | 2044-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 10/20/2044#MA2304                                                                                                   | CUSIP: 36179QRZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1640237 | PA      | $1610689.87    | 0.00%             | 2044-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 11/20/2044#MA2372                                                                                                   | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      739681 | PA      | $726194.91     | 0.00%             | 2044-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 12/20/44#MA2446                                                                                                     | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       61434 | PA      | $60313.95      | 0.00%             | 2044-12-20      | Fixed         | 0.04%                 | 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        |      159278 | PA      | $161030.13     | 0.00%             | 2045-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 04/20/2045#MA2753                                                                                                   | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       61633 | PA      | $57378.72      | 0.00%             | 2045-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 04/20/2045#MA2754                                                                                                   | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1004525 | PA      | $959949.44     | 0.00%             | 2045-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 05/20/2045#MA2825                                                                                                   | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       68654 | PA      | $63897.96      | 0.00%             | 2045-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 05/20/2045#MA2828                                                                                                   | CUSIP: 36179RD97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      114485 | PA      | $115733.10     | 0.00%             | 2045-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 06/20/2045#MA2891                                                                                                   | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       65985 | PA      | $61381.53      | 0.00%             | 2045-06-20      | Fixed         | 0.03%                 | 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        |     3561998 | PA      | $3494684.51    | 0.01%             | 2045-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNMA II 4.5% 6/45#MA2894                                                                                                         | CUSIP: 36179RGB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       51846 | PA      | $52444.21      | 0.00%             | 2045-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 07/20/2045#MA2960                                                                                                   | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       70776 | PA      | $65820.79      | 0.00%             | 2045-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 07/20/2045#MA2962                                                                                                   | CUSIP: 36179RJF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      270036 | PA      | $264818.14     | 0.00%             | 2045-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 08/45#MA3033                                                                                                        | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      243484 | PA      | $226423.61     | 0.00%             | 2045-08-20      | 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        |     1115108 | PA      | $1093327.34    | 0.00%             | 2045-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.0% 08/20/2045#MA3037                                                                                                   | CUSIP: 36179RLS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      371438 | PA      | $382966.66     | 0.00%             | 2045-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 08/20/2045#MA3104                                                                                                   | CUSIP: 36179RNV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      233979 | PA      | $217520.84     | 0.00%             | 2045-09-20      | 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        |        5648 | PA      | $5537.29       | 0.00%             | 2045-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/45#MA3173                                                                                                        | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       75764 | PA      | $72308.96      | 0.00%             | 2045-10-20      | Fixed         | 0.04%                 | 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        |        6800 | PA      | $6665.62       | 0.00%             | 2045-10-20      | 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        |      452990 | PA      | $444041.15     | 0.00%             | 2045-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.5% 5/15/43 #AD2413                                                                                                   | CUSIP: 36180DVE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       62386 | PA      | $59586.08      | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.5% 07/15/2043#AE6719                                                                                                 | CUSIP: 36181APC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      169973 | PA      | $161844.65     | 0.00%             | 2043-07-15      | Fixed         | 0.04%                 | 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        |      142739 | PA      | $132605.54     | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GMACM MTG LN TR                                                                                             | GMACM 2005-AR6 2A1 CSTR 11/35                                                                                                    | CUSIP: 36185MBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1509002 | PA      | $571512.14     | 0.00%             | 2035-11-19      | Variable      | 0.04%                 | No            |                  3 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 6/34 #003568                                                                                                          | CUSIP: 36202D6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14725 | PA      | $15056.83      | 0.00%             | 2034-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 1/35 #003664                                                                                                          | CUSIP: 36202EB99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      205003 | PA      | $209818.90     | 0.00%             | 2035-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 5/35 #003710                                                                                                          | CUSIP: 36202EDP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29459 | PA      | $30163.36      | 0.00%             | 2035-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 8/35 #003747                                                                                                          | CUSIP: 36202EEU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19212 | PA      | $19683.43      | 0.00%             | 2035-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 2/36 #003817                                                                                                       | CUSIP: 36202EG29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19517 | PA      | $20013.28      | 0.00%             | 2036-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 12/35 #003795                                                                                                      | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24251 | PA      | $24852.40      | 0.00%             | 2035-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 3/36 #003829                                                                                                          | CUSIP: 36202EHE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13492 | PA      | $13829.91      | 0.00%             | 2036-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 12/36 #003929                                                                                                      | CUSIP: 36202ELJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23876 | PA      | $24511.25      | 0.00%             | 2036-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 10/37#004037                                                                                                          | CUSIP: 36202EPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6362 | PA      | $6538.22       | 0.00%             | 2037-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 6/38 #004168                                                                                                       | CUSIP: 36202ETZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       49240 | PA      | $50608.62      | 0.00%             | 2038-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.00% 9/38 #004245                                                                                                       | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1007 | PA      | $1065.41       | 0.00%             | 2038-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 2/42 #005305                                                                                                       | CUSIP: 36202F3N4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       72844 | PA      | $71828.20      | 0.00%             | 2042-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 3/42 #005334                                                                                                       | CUSIP: 36202F4T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      132727 | PA      | $136608.99     | 0.00%             | 2042-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 12/39 #004598                                                                                                      | CUSIP: 36202FDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       89241 | PA      | $90287.38      | 0.00%             | 2039-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 5/40 #004695                                                                                                       | CUSIP: 36202FGC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       62756 | PA      | $62017.31      | 0.00%             | 2040-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 5/40 #004696                                                                                                       | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17103 | PA      | $17304.30      | 0.00%             | 2040-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 9/40 #004800                                                                                                       | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       53040 | PA      | $52372.25      | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 9/40 #004801                                                                                                       | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      248742 | PA      | $251665.79     | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/40#004832                                                                                                        | CUSIP: 36202FLM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      100747 | PA      | $97256.99      | 0.00%             | 2040-10-20      | 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        |      774319 | PA      | $764585.34     | 0.00%             | 2040-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 10/40 #004835                                                                                                      | CUSIP: 36202FLQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      167031 | PA      | $171946.79     | 0.00%             | 2040-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 12/40 #004882                                                                                                      | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10177 | PA      | $10048.69      | 0.00%             | 2040-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 11/40 #004853                                                                                                      | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      797348 | PA      | $787265.59     | 0.00%             | 2040-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 2/41 #004945                                                                                                       | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9944 | PA      | $9816.29       | 0.00%             | 2041-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 1/41 #004946                                                                                                       | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      407877 | PA      | $412673.99     | 0.00%             | 2041-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 1/41 #004922                                                                                                       | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2050962 | PA      | $2024878.69    | 0.00%             | 2041-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 3/41 #004977                                                                                                       | CUSIP: 36202FQ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      361518 | PA      | $356880.97     | 0.00%             | 2041-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 3/41 #004978                                                                                                       | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1513561 | PA      | $1531361.02    | 0.00%             | 2041-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 3/20/41 #004984                                                                                                     | CUSIP: 36202FRD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38882 | PA      | $40620.83      | 0.00%             | 2041-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 4/41 #005017                                                                                                       | CUSIP: 36202FSE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      328910 | PA      | $332778.39     | 0.00%             | 2041-04-20      | Fixed         | 0.04%                 | 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        |     1018236 | PA      | $1030211.94    | 0.00%             | 2041-05-20      | Fixed         | 0.04%                 | 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        |      669954 | PA      | $677833.64     | 0.00%             | 2041-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 8/41 #005140                                                                                                       | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       71109 | PA      | $71944.71      | 0.00%             | 2041-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.50% 10/41 #005202                                                                                                      | CUSIP: 36202FX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      318802 | PA      | $307241.14     | 0.00%             | 2041-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 10/41 #005203                                                                                                      | CUSIP: 36202FX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1261602 | PA      | $1244554.39    | 0.00%             | 2041-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 10/41 #005204                                                                                                      | CUSIP: 36202FX92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      931509 | PA      | $942461.67     | 0.00%             | 2041-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 11/41 #005233                                                                                                      | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      130999 | PA      | $129202.18     | 0.00%             | 2041-11-20      | Fixed         | 0.04%                 | 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        |     1159750 | PA      | $1117833.12    | 0.00%             | 2041-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 12/41 #005259                                                                                                      | CUSIP: 36202FZY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      409551 | PA      | $403886.82     | 0.00%             | 2041-12-20      | Fixed         | 0.04%                 | 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        |      218326 | PA      | $214661.30     | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #479430                                                                                                         | CUSIP: 36209RST1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       91460 | PA      | $89944.84      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #479494                                                                                                         | CUSIP: 36209RUT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      248391 | PA      | $244065.34     | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #479596                                                                                                         | CUSIP: 36209RXZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6940 | PA      | $6813.01       | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #479607                                                                                                         | CUSIP: 36209RYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       93996 | PA      | $92476.20      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #719228                                                                                                          | CUSIP: 3620A5A58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31312 | PA      | $31699.20      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #719230                                                                                                          | CUSIP: 3620A5A74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29275 | PA      | $29636.99      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #719232                                                                                                          | CUSIP: 3620A5A90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24807 | PA      | $25113.98      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 8/40 #719262                                                                                                          | CUSIP: 3620A5B73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       50572 | PA      | $52396.28      | 0.00%             | 2040-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.0% 08/15/2040#721759                                                                                                 | CUSIP: 3620A7ZY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       63626 | PA      | $62661.13      | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 1/40 #723623                                                                                                          | CUSIP: 3620A94G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15516 | PA      | $15707.84      | 0.00%             | 2040-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 9/39 #723339                                                                                                          | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21951 | PA      | $22729.69      | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 12/39 #728451                                                                                                         | CUSIP: 3620AFH42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33206 | PA      | $34400.71      | 0.00%             | 2039-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #733234                                                                                                          | CUSIP: 3620ALSX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2877 | PA      | $2912.24       | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 4/40 #733607                                                                                                          | CUSIP: 3620AMAG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3170 | PA      | $3209.47       | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 9/40 #733919                                                                                                          | CUSIP: 3620AMK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18682 | PA      | $19333.46      | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | 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        |     1499205 | PA      | $1474813.05    | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 3/40 #737104                                                                                                          | CUSIP: 3620AQ3M3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19007 | PA      | $19241.98      | 0.00%             | 2040-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 4/40 #737111                                                                                                          | CUSIP: 3620AQ3U5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17465 | PA      | $17680.85      | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 2/41 #738002                                                                                                          | CUSIP: 3620AR3K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33515 | PA      | $32989.97      | 0.00%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 8/40 #737311                                                                                                          | CUSIP: 3620ARDQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       47387 | PA      | $49111.13      | 0.00%             | 2040-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 9/40 #737454                                                                                                          | CUSIP: 3620ARH79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28825 | PA      | $29862.55      | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/40 #737532                                                                                                         | CUSIP: 3620ARLM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8140 | PA      | $8014.57       | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.0% 12/15/2040#737704                                                                                                 | CUSIP: 3620ARRZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43376 | PA      | $42642.51      | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 4/41 #738218                                                                                                          | CUSIP: 3620ASDX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17879 | PA      | $18509.73      | 0.00%             | 2041-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 4/41 #738229                                                                                                          | CUSIP: 3620ASEA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9675 | PA      | $10020.19      | 0.00%             | 2041-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 4/41 #738240                                                                                                          | CUSIP: 3620ASEM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6203 | PA      | $6421.28       | 0.00%             | 2041-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 8/40 #741372                                                                                                          | CUSIP: 3620AVT51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       56094 | PA      | $56787.72      | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 6/40 #743475                                                                                                          | CUSIP: 3620AX6L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17868 | PA      | $18511.09      | 0.00%             | 2040-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 7/40 #743665                                                                                                          | CUSIP: 3620AYFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18145 | PA      | $18803.56      | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #745236                                                                                                          | CUSIP: 3620C04V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      100751 | PA      | $101995.52     | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 6/40 #745068                                                                                                          | CUSIP: 3620C0W53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       55239 | PA      | $55921.36      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 6/40 #745138                                                                                                          | CUSIP: 3620C0ZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       41440 | PA      | $41952.22      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.5% 09/15/2040#748784                                                                                                 | CUSIP: 3620C42R0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36598 | PA      | $37050.78      | 0.00%             | 2040-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 11/41 #489787                                                                                                         | CUSIP: 36210ECY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       64208 | PA      | $61732.63      | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 9/41 #489861                                                                                                          | CUSIP: 36210EFA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11260 | PA      | $11053.10      | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 11/41 #489862                                                                                                         | CUSIP: 36210EFB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      243429 | PA      | $239341.99     | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 12/41 #552552                                                                                                         | CUSIP: 36213EZR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38973 | PA      | $38303.74      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 12/41 #552554                                                                                                         | CUSIP: 36213EZT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      104460 | PA      | $102740.04     | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                                 | GSR 2004-6F 3A4 6.5 5/34                                                                                                         | CUSIP: 36228F2R6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1159 | PA      | $1184.71       | 0.00%             | 2034-05-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TR 2006-18                                                                                 | GSAA 2006-18 AF3A 5.772% 11/36                                                                                                   | CUSIP: 3622ELAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       42839 | PA      | $11992.88      | 0.00%             | 2036-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 6/41 #757631                                                                                                          | CUSIP: 36230SPQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16172 | PA      | $15884.65      | 0.00%             | 2041-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.5% 03/15/2043#758871                                                                                                 | CUSIP: 36230T2C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      299214 | PA      | $285463.51     | 0.00%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.0% 01/20/2035#781859                                                                                                   | CUSIP: 36241KB49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      731096 | PA      | $748055.92     | 0.00%             | 2035-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.00% 10/38 #782431                                                                                                      | CUSIP: 36241KVY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9445 | PA      | $9704.48       | 0.00%             | 2038-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 9/41 #783501                                                                                                          | CUSIP: 36241L3J3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28689 | PA      | $29707.00      | 0.00%             | 2041-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 3/42 #783550                                                                                                          | CUSIP: 36241L5K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1391817 | PA      | $1331425.48    | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 7/39 #782727                                                                                                          | CUSIP: 36241LA48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19251 | PA      | $19919.36      | 0.00%             | 2039-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 4/40 #782918                                                                                                          | CUSIP: 36241LG34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      230824 | PA      | $239111.50     | 0.00%             | 2040-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 5/40 #782949                                                                                                          | CUSIP: 36241LH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30555 | PA      | $31630.69      | 0.00%             | 2040-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 6/40 #782989                                                                                                          | CUSIP: 36241LKA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       49975 | PA      | $50593.19      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/40 #783143                                                                                                         | CUSIP: 36241LP42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       85475 | PA      | $84161.62      | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 3/41 #783276                                                                                                          | CUSIP: 36241LT97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7890 | PA      | $7987.53       | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 3/41 #783261                                                                                                          | CUSIP: 36241LTS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      244197 | PA      | $247217.30     | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 3/41 #783262                                                                                                          | CUSIP: 36241LTT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21058 | PA      | $21318.34      | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #783281                                                                                                          | CUSIP: 36241LUE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8486 | PA      | $8591.14       | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 3/41 #783295                                                                                                          | CUSIP: 36241LUU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      305245 | PA      | $309033.39     | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP                                                                                            | GSR 2005-5F 8A3 TSFR1M+61.448 6/35                                                                                               | CUSIP: 36242D7M9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         114 | PA      | $110.79        | 0.00%             | 2035-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2015-GC34                                                                                    | GS MORTGAGE SECURITIES TRUST 2015-GC34 XA CSTR 10/10/2048                                                                        | CUSIP: 36250VAF9<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |      400332 | PA      | $14.81         | 0.00%             | 2048-10-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 2/42 #616878                                                                                                          | CUSIP: 36290TJX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       68100 | PA      | $65306.66      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.50% 6/36 #651860                                                                                                          | CUSIP: 36292LE91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3831 | PA      | $4003.53       | 0.00%             | 2036-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.50% 1/37 #661586                                                                                                          | CUSIP: 36294V6X3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         514 | PA      | $526.65        | 0.00%             | 2037-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.50% 9/38 #677307                                                                                                          | CUSIP: 36295QNY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24631 | PA      | $25799.51      | 0.00%             | 2038-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 5/39 #698329                                                                                                          | CUSIP: 36296QY29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7367 | PA      | $7457.45       | 0.00%             | 2039-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 8/39 #710776                                                                                                          | CUSIP: 36297FT93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24822 | PA      | $25698.52      | 0.00%             | 2039-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 10/39 #710924                                                                                                         | CUSIP: 36297FYV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26002 | PA      | $26931.53      | 0.00%             | 2039-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 2/40 #711188                                                                                                          | CUSIP: 36297GCZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1247 | PA      | $1262.20       | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.5% 09/15/2043#711804                                                                                                 | CUSIP: 36297GX96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      457834 | PA      | $435939.98     | 0.00%             | 2043-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.5% 11/15/2043#711823                                                                                                 | CUSIP: 36297GYU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      287764 | PA      | $273944.12     | 0.00%             | 2043-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 6.25% 10/02/2043                                                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      712000 | PA      | $729831.00     | 0.00%             | 2043-10-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                         | GILEAD SCIENCES INC 5.65% 12/01/2041                                                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      360000 | PA      | $377275.96     | 0.00%             | 2041-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                         | GILEAD SCIENCES INC 4.5% 02/01/2045                                                                                              | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      190000 | PA      | $169975.73     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037                                                                                   | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    50954000 | PA      | $57236053.95   | 0.13%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2004-90 SI INVF 10/34                                                                                                        | CUSIP: 38374JXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        3747 | PA      | $279.63        | 0.00%             | 2034-10-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+60 08/20/2063                                                                                | CUSIP: 38375B5N8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       57943 | PA      | $58056.46      | 0.00%             | 2063-08-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GNR 2010-H27 FA TSFR1M+38 12/60                                                                                                  | CUSIP: 38375BJK9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      154488 | PA      | $153371.48     | 0.00%             | 2060-12-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+66.448 09/20/2061                                                                            | CUSIP: 38375BNA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      368154 | PA      | $368480.29     | 0.00%             | 2061-09-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+81.448 02/20/2062                                                                            | CUSIP: 38375BSK9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       16873 | PA      | $16923.92      | 0.00%             | 2062-02-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+63.448 08/20/2062                                                                            | CUSIP: 38375BUL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       64479 | PA      | $64491.70      | 0.00%             | 2062-08-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2007-9 CI INVF 03/37                                                                                                         | CUSIP: 38375JMV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        6526 | PA      | $595.52        | 0.00%             | 2037-03-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2008-40 SA IO INVF 5/38                                                                                                      | CUSIP: 38375QKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        5687 | PA      | $370.56        | 0.00%             | 2038-05-16      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GNR 2015-H13 HA 2.5% 08/64                                                                                                       | CUSIP: 38376RCQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        1371 | PA      | $1301.87       | 0.00%             | 2064-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                                              | HALLIBURTON CO 6.7% 09/15/2038                                                                                                   | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114131.82     | 0.00%             | 2038-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                                              | HALLIBURTON CO 4.75% 08/01/2043                                                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6351.12       | 0.00%             | 2043-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HANCOCK JOHN SOVEREIGN BD FD                                                                                | JHancock Bond R6                                                                                                                 | CUSIP: 410223606<br>LEI: WKGWVLWSOXTPDPZACG18 | Long             | EC               | RF                | US        |    58793603 | NS      | $816643148.56  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD MUT FDS INC                                                                                        | Hartford Total Return Bond I                                                                                                     | CUSIP: 416649820<br>LEI: RWDT2URQ448WL7QOZ819 | Long             | EC               | RF                | US        |    43656313 | NS      | $404694024.03  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                                                                                   | HESS CORP 6% 01/15/2040                                                                                                          | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      261000 | PA      | $286025.35     | 0.00%             | 2040-01-15      | Fixed         | 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        |      460000 | PA      | $483914.05     | 0.00%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                                                      | HP INC 6% 09/15/2041                                                                                                             | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      116000 | PA      | $116339.31     | 0.00%             | 2041-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                              | HOME DEPOT INC 5.4% 09/15/2040                                                                                                   | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      545000 | PA      | $565598.54     | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                                                 | HONEYWELL INTL INC 5.7% 03/15/2037                                                                                               | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      118000 | PA      | $127723.92     | 0.00%             | 2037-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/BRL settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-473516.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/BRL settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-305176.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/BRL settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-334122.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/BRL settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1286926.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/BRL settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1325408.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/BRL settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-883314.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                                                         | HUNGARY REPUBLIC OF 7.625% 03/29/2041                                                                                            | CUSIP: 445545AF3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |      170000 | PA      | $202140.20     | 0.00%             | 2041-03-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/BRL settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-373095.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/BRL settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1134979.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/BRL settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1851101.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/BRL settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-270453.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ILFC E CAPITAL TR I                                                                                         | ILFC E CAPITAL TR I TSFR3M+181.161 12/21/2065 144A                                                                               | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      156000 | PA      | $135523.02     | 0.00%             | 2065-12-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                                                 | ILLINOIS ST TXBL                                                                                                                 | CUSIP: 452151LF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2159559 | PA      | $2236230.72    | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TR                                                                                                | IMM 04-10 3A1 TSFR1M+81.448 3/35                                                                                                 | CUSIP: 45254NLM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1775 | PA      | $1735.53       | 0.00%             | 2035-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TR 2007-A                                                                                         | IMM 2007-A A TSFR1M+61.448 5/37                                                                                                  | CUSIP: 452550AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      127650 | PA      | $122373.60     | 0.00%             | 2037-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTG LN TR 2006 AR41                                                                            | INDX 06-AR41 A3 TSFR1M+47.448 1/37                                                                                               | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       26631 | PA      | $25364.17      | 0.00%             | 2037-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 4.25% 12/15/2042                                                                                                      | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      105000 | PA      | $86865.56      | 0.00%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 4.9% 07/29/2045                                                                                                       | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      123000 | PA      | $107836.38     | 0.00%             | 2045-07-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                                             | IBM CORPORATION 6.22% 08/01/2027                                                                                                 | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      272000 | PA      | $281134.65     | 0.00%             | 2027-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                                             | IBM CORPORATION 5.6% 11/30/2039                                                                                                  | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      221000 | PA      | $230015.75     | 0.00%             | 2039-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                                         | iShares Core US Aggregate Bond ETF                                                                                               | CUSIP: 464287226<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |       10391 | NS      | $1053647.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                                         | iShares iBoxx $ Invmt Grade Corp Bd ETF                                                                                          | CUSIP: 464287242<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |        1892 | NS      | $211298.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                                         | iShares 7-10 Year Treasury Bond ETF                                                                                              | CUSIP: 464287440<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |    16973444 | NS      | $1663227777.56 | 3.70%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                                         | iShares 1-5 Year invmt Grd Corp Bd ETF                                                                                           | CUSIP: 464288646<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |      995261 | NS      | $52977743.03   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/BRL settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3203.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/JPY settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $25865.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                                            | ISRAEL STATE OF 5.5% 09/18/2033                                                                                                  | CUSIP: 46513EFG2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2685000 | PA      | $2954926.62    | 0.01%             | 2033-09-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR                                                                                            | JPMMT 06-A2 4A1 CSTR 8/34                                                                                                        | CUSIP: 466247K51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1248 | PA      | $1256.16       | 0.00%             | 2034-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR                                                                                            | JPMMT 06-A2 5A3 CSTR 11/33                                                                                                       | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         491 | PA      | $476.51        | 0.00%             | 2033-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-03-04                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $106866.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/MXN settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5851.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: MXN/USD settle 2026-03-09                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $6.14          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: TRY/USD settle 2026-03-06                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $33366.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-03-11                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $7588.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/TWD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $1429.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/TWD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $1258.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-03-12                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $33802.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-1412.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/AUD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-4618.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: TWD/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2076.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/MXN settle 2026-03-09                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5.78         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: MXN/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $5518.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: BRL/USD settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $5000524.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: BRL/USD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3748.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-03-16                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $64218.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/JPY settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $74603.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: JPY/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-29379.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1010.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/AUD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-3380.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/GBP settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-62323.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-31051.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/AUD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-23511.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-322.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-03-26                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $3264.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-1650.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: BRL/USD settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1126755.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                                               | JEFFERIES FINANCIAL GROUP INC 6.25% 01/15/2036                                                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104080.34     | 0.00%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/AUD settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-886875.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/EUR settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2307.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/GBP settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $28981.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-2427.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/EUR settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-192759.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/AUD settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21543.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-04-06                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $1071.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/GBP settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-156.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: USD/GBP settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-126306.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/SGD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2544.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/GBP settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-724.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27623.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-1205.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/GBP settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3493.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/SGD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6318.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/GBP settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8363.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/AUD settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-40763.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/AUD settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-57584.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/EUR settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8852.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/AUD settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-47159.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/EUR settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3690.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-03-31                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $1342.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/GBP settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8288.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11459.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-03-06                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $1613.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | FX Forward: BRL/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $15286.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/ZAR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-42017.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/PEN settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-1633.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: BRL/USD settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $550872.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                                                         | JOHNSON and JOHNSON 5.85% 07/15/2038                                                                                             | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       43000 | PA      | $47991.36      | 0.00%             | 2038-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                                                         | JOHNSON and JOHNSON 4.5% 12/05/2043                                                                                              | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      136000 | PA      | $128935.41     | 0.00%             | 2043-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: ZAR/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $44604.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: PEN/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $86.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | FX Forward: USD/BRL settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-14327.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/EUR settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $416026.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/GBP settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $88957.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: USD/EUR settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $2116104.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/AUD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-410.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/AUD settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22674.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/CAD settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1034.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | FX Forward: USD/JPY settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $113563.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/GBP settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $252982.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/EUR settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $690574.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/AUD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-4108.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: TRY/USD settle 2026-03-13                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $7313.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/EUR settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2046.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/CAD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $113758.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: USD/AUD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-330055.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: EUR/USD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3865.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | FX Forward: ZAR/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8611.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | FX Forward: MXN/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2260.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: COP/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14101.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: IDR/USD settle 2026-03-25                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1600.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | FX Forward: BRL/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $12379.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: USD/JPY settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $12197.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/JPY settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $348.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | FX Forward: USD/JPY settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1586.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/EUR settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1891.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: CAD/USD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1741.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: INR/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $17535.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: IDR/USD settle 2026-03-25                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $965.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: CLP/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-2068.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: HUF/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3379.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: CZK/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-815.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: PLN/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7978.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: MXN/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $6663.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | FX Forward: TWD/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $2392.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: THB/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $8101.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | FX Forward: EGP/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-4517.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: MYR/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $13615.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | FX Forward: GBP/USD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18347.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/EUR settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $5.87          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/EUR settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-402.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/EUR settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $113.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1967.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/GBP settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $4097.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | FX Forward: EUR/USD settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $121.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/COP settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $51641.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: CZK/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $7857.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: THB/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $24022.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: IDR/USD settle 2026-03-25                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1283.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/GBP settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $5898.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: ZAR/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $15940.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: PLN/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: HUF/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3063.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: MXN/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3584.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: AUD/USD settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3786.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: CLP/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5792.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: COP/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26990.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-277.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/AUD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-516.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/GBP settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $732.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/COP settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $1199.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: AUD/USD settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $6926.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $7830.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN TR II                                                                                              | JPMorgan Core Bond R6                                                                                                            | CUSIP: 4812C0100<br>LEI: DQ695W4P67V7A4LC6I09 | Long             | EC               | RF                | US        |    70237635 | NS      | $743816556.33  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/COP settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $78372.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-04-13                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $100141.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | FX Forward: USD/AUD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-1373.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | FX Forward: USD/AUD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-1181.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $870.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/IDR settle 2026-03-25                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2291.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | FX Forward: BRL/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $11113.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | FX Forward: ZAR/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1179.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $11158.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-04-09                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $10150.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-04-20                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $19714.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $5246.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $7479.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/EUR settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $7183.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: COP/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-131284.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: USD/COP settle 2026-08-18                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $156368.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: EUR/USD settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-117.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/GBP settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $6020.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/JPY settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $11328.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1865.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $2915.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: EUR/USD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20794.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $1677.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/AUD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1125.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-04-21                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $164.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: EUR/USD settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-78.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: KRW/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $36621.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-85.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | FX Forward: AUD/USD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |           1 | NC      | $9553.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $13117.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: KRW/USD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $4368.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/EUR settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-193.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-04-28                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-4674.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/EUR settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-754.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/GBP settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $21845.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: GBP/USD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22143.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: USD/EUR settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-107162.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: EUR/USD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $84169.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/EUR settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-639.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-04-29                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-329.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: USD/AUD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-8140.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2026-04-30                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-7921.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: GBP/USD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-336290.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: USD/GBP settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $332895.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: CAD/USD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $64546.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/CAD settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-65304.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/EUR settle 2026-04-01                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-872.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/EUR settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-185.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/EUR settle 2026-03-16                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-914.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: AUD/USD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2281.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: USD/AUD settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2719.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: JPY/USD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $235.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: USD/JPY settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-309.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/GBP settle 2026-04-24                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $649.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/GBP settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $349.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: GBP/USD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-368.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | FX Forward: AUD/USD settle 2026-03-03                                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $97.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | FX Forward: USD/AUD settle 2026-03-18                                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-95.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                                                       | KENTUCKY UTILITIES CO 5.125% 11/01/2040                                                                                          | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34921.33      | 0.00%             | 2040-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                                            | KINDER MORGAN ENERGY PTNRS LP 7.75% 03/15/2032                                                                                   | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      114000 | PA      | $133571.70     | 0.00%             | 2032-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                                            | KINDER MORGAN ENERGY PTNRS LP 5.8% 03/15/2035                                                                                    | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      181000 | PA      | $193169.41     | 0.00%             | 2035-03-15      | Fixed         | 0.06%                 | 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        |      173000 | PA      | $192112.75     | 0.00%             | 2040-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                                            | KINDER MORGAN ENERGY PTNRS LP 5% 08/15/2042                                                                                      | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      113000 | PA      | $106558.18     | 0.00%             | 2042-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                                       | KINDER MORGAN INC DEL 5.05% 02/15/2046                                                                                           | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184161.73     | 0.00%             | 2046-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                                                   | KROGER CO 5.4% 07/15/2040                                                                                                        | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      214000 | PA      | $217432.78     | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE BV                                                                                | LYB INTL FIN BV 5.25% 07/15/2043                                                                                                 | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |      118000 | PA      | $103362.39     | 0.00%             | 2043-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                                                   | LINCOLN NATIONAL CORP IND 6.3% 10/09/2037                                                                                        | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      110000 | PA      | $115036.88     | 0.00%             | 2037-10-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                        | LOCKHEED MARTIN CORP 6.15% 09/01/2036                                                                                            | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      262000 | PA      | $294609.61     | 0.00%             | 2036-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                        | LOCKHEED MARTIN CORP 4.7% 05/15/2046                                                                                             | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      350000 | PA      | $322765.35     | 0.00%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS and ELECTRIC CO                                                                              | LOUISVILLE GAS and ELECTRIC CO 5.125% 11/15/2040                                                                                 | CUSIP: 546676AU1<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |      345000 | PA      | $345221.99     | 0.00%             | 2040-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAINSTAY FDS                                                                                                | NYLI MacKay U.S. Infrastructure Bd Cl A                                                                                          | CUSIP: 56062F764<br>LEI: 5493003Y7K55IDIMKI62 | Long             | EC               | RF                | US        |    48141080 | NS      | $373574780.51  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                                                       | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 5.6% 07/01/2111                                                                            | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      400000 | PA      | $412493.25     | 0.00%             | 2111-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                                                       | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.959% 07/01/2038                                                                          | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2016389.13    | 0.00%             | 2038-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                                                                              | MASSACHUSETTS ST TRANSN FD REVBUILD AMERICA BONDS-RECOVERY ZONE ECON DEV BONDS                                                   | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      150000 | PA      | $159335.10     | 0.00%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTR ADJ RATE MTGS TR                                                                                      | MARM 2004-13 2A1 CSTR 4/34                                                                                                       | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         313 | PA      | $309.19        | 0.00%             | 2034-04-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTER ALTERNATIVE LOAN TRUST                                                                               | MALT 04-6 6A1 6.5% 7/34                                                                                                          | CUSIP: 576434SJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5776 | PA      | $5905.85       | 0.00%             | 2034-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MASTER ALTERNATIVE LOAN TRUST                                                                               | MALT 2004-6 7A1 6 7/34                                                                                                           | CUSIP: 576434SK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        4339 | PA      | $4372.13       | 0.00%             | 2034-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTR RESECURITIZATION TR                                                                                   | MARS 2005-PO 3PO PO 0% 5/35                                                                                                      | CUSIP: 576435BB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         208 | PA      | $163.28        | 0.00%             | 2035-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASTR SPECIALIZED LN TR                                                                                     | MARP 2005-1 1A3 7 8/34                                                                                                           | CUSIP: 576436AT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      925465 | PA      | $627644.86     | 0.00%             | 2034-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECS TR 2007-NCW                                                                         | MABS 2007-NCW A1 TSFR1M+41.448 5/37                                                                                              | CUSIP: 576456AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      970744 | PA      | $885863.20     | 0.00%             | 2037-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 6.3% 10/15/2037                                                                                                   | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       74000 | PA      | $83571.79      | 0.00%             | 2037-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 4.875% 07/15/2040                                                                                                 | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      108000 | PA      | $105796.46     | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 4.7% 12/09/2035                                                                                                   | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     2880000 | PA      | $2912686.93    | 0.01%             | 2035-12-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                                               | MEDTRONIC INC 4.375% 03/15/2035                                                                                                  | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      129000 | PA      | $127720.60     | 0.00%             | 2035-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN KETTERING CANCER CTR                                                                         | MEMORIAL SLOAN KTTRNG CNCR CTR 5% 07/01/2042                                                                                     | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      350000 | PA      | $344263.19     | 0.00%             | 2042-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                                            | MERCK and CO INC 3.6% 09/15/2042                                                                                                 | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      109000 | PA      | $89842.97      | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVS INC                                                                                 | MLCC 04-C A2 6M+30 7/29                                                                                                          | CUSIP: 59020UDP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         442 | PA      | $431.22        | 0.00%             | 2029-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 6.11% 01/29/2037                                                                                     | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      136000 | PA      | $146854.15     | 0.00%             | 2037-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 7.75% 05/14/2038                                                                                     | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      268000 | PA      | $328718.78     | 0.00%             | 2038-05-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                                 | METLIFE INC 10.75% 08/01/2069                                                                                                    | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      100000 | PA      | $132470.60     | 0.00%             | 2069-08-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                                 | METLIFE INC VAR 12/15/2044                                                                                                       | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      296000 | PA      | $266210.06     | 0.00%             | 2044-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH NY RV                                                                              | METROPOLITAN TRANSN AUTH NY REBUILD AMERICA BONDS 6.668% 11/15/39                                                                | CUSIP: 59259YBY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      380000 | PA      | $421872.92     | 0.00%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                                              | MICROSOFT CORP 5.2% 06/01/2039                                                                                                   | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      325000 | PA      | $344351.44     | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                                              | MICROSOFT CORP 4% 02/12/2055                                                                                                     | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       17000 | PA      | $13755.47      | 0.00%             | 2055-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MID STATE CAP CORP 05 1 TR                                                                                  | MDST 2005-1 M1 6.106 1/40                                                                                                        | CUSIP: 595481AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        4846 | PA      | $4844.30       | 0.00%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MID-STATE CAP CORP 2006-1 TR                                                                                | MDST 2006-1 A 5.787% 10/40                                                                                                       | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       12099 | PA      | $12178.96      | 0.00%             | 2040-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MID-STATE CAP CORP 2006-1 TR                                                                                | MDST 2006-1 M1 6.083 10/40                                                                                                       | CUSIP: 59548PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       14680 | PA      | $14784.59      | 0.00%             | 2040-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                                       | MIDAMERICAN ENERGY CO 4.25% 05/01/2046                                                                                           | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $85778.30      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                                           | BERKSHIRE HATHAWAY ENERGY COMPANY 5.15% 11/15/2043                                                                               | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       90000 | PA      | $87456.18      | 0.00%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.35% 09/08/2026                                                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $2074720.03    | 0.00%             | 2026-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I INC                                                                                    | MSM 2004-3 4A CSTR 4/34                                                                                                          | CUSIP: 61745MA52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2222 | PA      | $2195.41       | 0.00%             | 2034-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 6.375% 07/24/2042                                                                                                 | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      164000 | PA      | $183340.29     | 0.00%             | 2042-07-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC TR 2006 HE8                                                                    | MSAC 2006-HE8 A2FP TSFR1M+7 10/36                                                                                                | CUSIP: 61750SAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      119047 | PA      | $51179.18      | 0.00%             | 2036-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTG LN TR 2007-3XS                                                                           | MSM 2007-3XS 2A4S 5.9631% 1/47                                                                                                   | CUSIP: 61752RAK8<br>LEI: 549300SRGEL7X4RBPX12 | Long             | ABS-CBDO         | CORP              | US        |      784215 | PA      | $277129.79     | 0.00%             | 2047-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC TR 2007 NC3                                                                    | MSAC 2007-NC3 A2D TSFR1M+37.448 5/37                                                                                             | CUSIP: 61755AAE6<br>LEI: 549300LT6TIGKPKJS707 | Long             | ABS-CBDO         | CORP              | US        |     1691310 | PA      | $1298859.13    | 0.00%             | 2037-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2014-150E                                                                    | MORGAN STANLEY CAPITAL I TRUST 2014-150E 3.912% 09/09/2024 144A                                                                  | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $490433.74     | 0.00%             | 2032-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                                                 | PETROBRAS GLOBAL FINANCE BV 6.625% 01/16/2034                                                                                    | CUSIP: N/A<br>LEI: 549300FNENFFSMO3GT38       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $558466.16     | 0.00%             | 2034-01-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GEORGIA MUN ELEC AUTH PWR REV                                                                               | MUNICIPAL EC AT GA 6.637% 4/57TAXABLE-PLT VOGTLE UNITS 3 and 4 PJ J-SER A-BUILD AMER                                             | CUSIP: 626207YF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      207000 | PA      | $228579.38     | 0.00%             | 2057-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAAC REPERFORMING LN REMIC TR                                                                               | NAA 2004-R2 A1 CSTR 10/34 144A                                                                                                   | CUSIP: 62951MAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1574 | PA      | $1370.77       | 0.00%             | 2034-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NAKILAT INC                                                                                                 | NAKILAT INC 6.067% 12/31/2033 144A                                                                                               | CUSIP: 62983PAA3<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |      468411 | PA      | $494178.42     | 0.00%             | 2033-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NBC UNIVERSAL INC                                                                                           | NBC UNVL INC 5.95% 04/01/2041                                                                                                    | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103899.69     | 0.00%             | 2041-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                                             | NEVADA POWER CO 6.65% 04/01/2036                                                                                                 | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1762990.79    | 0.00%             | 2036-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                                             | NEVADA POWER CO 5.375% 09/15/2040                                                                                                | CUSIP: 641423BZ0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18250.79      | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LN TR                                                                               | NCHET 2003-5 AI6 5.3025% 11/33                                                                                                   | CUSIP: 64352VED9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        4476 | PA      | $4420.24       | 0.00%             | 2033-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                                              | NEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BDS-TAXABLE-SER F 7.414% 1/1/40                                                      | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     2220000 | PA      | $2718758.96    | 0.01%             | 2040-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                                              | NEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BONDS-TAXABLE-A-ISSUER SUBSIDY                                                       | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      855000 | PA      | $1019610.59    | 0.00%             | 2041-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW YORK and PRESBYTERIAN HOSP                                                                              | NEW YORK and PRESBYTERIAN HOSP 4.024% 08/01/2045                                                                                 | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |      600000 | PA      | $511015.92     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                                                                  | NEW YORK LIFE INSURANCE CO 5.875% 05/15/2033 144A                                                                                | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     1004000 | PA      | $1074823.68    | 0.00%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY CTY MUN WTR FIN AU                                                                              | NEW YORK CITY NY MUN WTR FIN AUTH W and S 6.011% 06/15/42                                                                        | CUSIP: 64972FL20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       70000 | PA      | $74095.64      | 0.00%             | 2042-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY CTY MUN WTR FIN AU                                                                              | NEW YORK N Y CITY MUN WTR FIN AUTH WTR and SWR REV TAXABLE-2NDGEN RESOLUTION SER CC-BUILD AB                                     | CUSIP: 64972FY34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      320000 | PA      | $333222.21     | 0.00%             | 2044-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                                                    | NIKE INC 3.625% 05/01/2043                                                                                                       | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      107000 | PA      | $86703.31      | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 5.95% 06/15/2041                                                                                                    | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      640000 | PA      | $671628.13     | 0.00%             | 2041-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 4.8% 02/15/2044                                                                                                     | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       53000 | PA      | $48257.25      | 0.00%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST MTG PASS THRU CTFS SER 2006-AF1                         | NAA 2006-AF1 1A3 6.408% 5/36                                                                                                     | CUSIP: 65536PAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2733034 | PA      | $508707.56     | 0.00%             | 2036-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                       | NORFOLK SOUTHERN CORP 3.95% 10/01/2042                                                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84631.23      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                                               | NORTHERN STATES POWER CO (MN) 6.25% 06/01/2036                                                                                   | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       83000 | PA      | $92722.07      | 0.00%             | 2036-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                                               | NORTHERN STATES POWER CO (MN) 5.35% 11/01/2039                                                                                   | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102867.06     | 0.00%             | 2039-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                                       | NORTHROP GRUMMAN CORP 4.75% 06/01/2043                                                                                           | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      645000 | PA      | $606252.29     | 0.00%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                                                                              | OHIO EDISON CO 6.875% 07/15/2036                                                                                                 | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1908044.80    | 0.00%             | 2036-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV GEN RCPTS                                                                                      | OHIO ST UNIV TXBL-SER A                                                                                                          | CUSIP: 677632PA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1503000 | PA      | $1304074.79    | 0.00%             | 2111-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 5.3% 06/01/2042                                                                                       | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54739.01      | 0.00%             | 2042-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                                           | ONEOK PARTNERS LP 6.65% 10/01/2036                                                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      542000 | PA      | $602499.94     | 0.00%             | 2036-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                                           | ONEOK PARTNERS LP 6.85% 10/15/2037                                                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112268.82     | 0.00%             | 2037-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.9% 05/15/2035                                                                                                      | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      106000 | PA      | $93018.18      | 0.00%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.125% 05/15/2045                                                                                                    | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $740322.18     | 0.00%             | 2045-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.375% 05/15/2055                                                                                                    | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2243000 | PA      | $1550377.03    | 0.00%             | 2055-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MTG LN TR 2007 FXD1                                                                              | OOMLT 2007-FXD1 3A4 CSTR 1/37                                                                                                    | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       71560 | PA      | $70603.21      | 0.00%             | 2037-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                                         | PPL ELEC UTILS CORP 6.25% 05/15/2039                                                                                             | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      350000 | PA      | $389272.98     | 0.00%             | 2039-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                                         | PPL ELEC UTILS CORP 4.125% 06/15/2044                                                                                            | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1699774.32    | 0.00%             | 2044-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.45% 04/15/2042                                                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       87000 | PA      | $74386.98      | 0.00%             | 2042-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 3.75% 08/15/2042                                                                                     | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1862000 | PA      | $1447113.85    | 0.00%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.6% 06/15/2043                                                                                      | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       57000 | PA      | $48768.27      | 0.00%             | 2043-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.75% 02/15/2044                                                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1307260.07    | 0.00%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                  | PACIFICORP 5.25% 06/15/2035                                                                                                      | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1033199.21    | 0.00%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                  | PACIFICORP 5.75% 04/01/2037                                                                                                      | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1190736.97    | 0.00%             | 2037-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                  | PACIFICORP 6.35% 07/15/2038                                                                                                      | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      295000 | PA      | $314280.49     | 0.00%             | 2038-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 4.3% 04/29/2053                                                                                               | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      615000 | PA      | $477701.25     | 0.00%             | 2053-04-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.625% 06/15/2038                                                                                            | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      147000 | PA      | $137693.43     | 0.00%             | 2038-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                                 | PEPSICO INC 4% 03/05/2042                                                                                                        | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      284000 | PA      | $248916.13     | 0.00%             | 2042-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                                 | PEPSICO INC 3.6% 08/13/2042                                                                                                      | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      580000 | PA      | $482319.84     | 0.00%             | 2042-08-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                                           | SUNCOR ENERGY INC 6.8% 05/15/2038                                                                                                | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      191000 | PA      | $216229.63     | 0.00%             | 2038-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 2.75% 04/21/2027 REGS                                                                                        | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      339000 | PA      | $396680.95     | 0.00%             | 2027-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 7.2% 03/15/2039                                                                                                       | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      238000 | PA      | $287509.54     | 0.00%             | 2039-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 4.3% 06/15/2043                                                                                                       | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      117000 | PA      | $104371.01     | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 4.4% 05/15/2044                                                                                                       | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      280000 | PA      | $254478.20     | 0.00%             | 2044-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 5.6% 09/15/2040                                                                                                       | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      251000 | PA      | $264602.42     | 0.00%             | 2040-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 4.375% 11/15/2041                                                                                         | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      442000 | PA      | $399287.80     | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 3.875% 08/21/2042                                                                                         | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      974000 | PA      | $817569.19     | 0.00%             | 2042-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIMCO STOCKSPLUS LONG DURATION FUND                                                                         | PIMCO Income Instl                                                                                                               | CUSIP: 72201F490<br>LEI: QUL769QTM8LGBLCNMX95 | Long             | EC               | CORP              | US        |   114521809 | NS      | $1271192082.56 | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO Mortgage Opportunities and Bond Fund                                                                  | PIMCO Mortgage Opportunities and Bond Fund Instl                                                                                 | CUSIP: 72201U638<br>LEI: 549300PFV1F66T7RF111 | Long             | EC               | CORP              | US        |   222204596 | NS      | $2110943658.48 | 4.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                                              | PLAINS ALL AM PIPELN/PAA FIN C 6.65% 01/15/2037                                                                                  | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      108000 | PA      | $119427.14     | 0.00%             | 2037-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                                                         | NY *PORT AUTH-TXB-165TH 5.647% 11/01/40                                                                                          | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      240000 | PA      | $261564.05     | 0.00%             | 2040-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                                                         | PORT AUTH NY and NJ CONS-ONE HUNDRED SIXTY-EIGHT                                                                                 | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       70000 | PA      | $67523.33      | 0.00%             | 2051-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                                                         | PORT NY NJ 4.458% 10/01/2062                                                                                                     | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      515000 | PA      | $452947.34     | 0.00%             | 2062-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                                                         | PORT NY NJ 4.96% 8/1/2046                                                                                                        | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      280000 | PA      | $273176.15     | 0.00%             | 2046-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRIME MTG TR                                                                                                | PRIME 2004-CL1 1A1 6 2/34                                                                                                        | CUSIP: 74160MDK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         619 | PA      | $621.63        | 0.00%             | 2034-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                                                       | PROGRESSIVE CORP OHIO 3.7% 01/26/2045                                                                                            | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      167000 | PA      | $131922.18     | 0.00%             | 2045-01-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                                         | PRUDENTIAL FINL INC 6.625% 12/01/2037                                                                                            | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113864.62     | 0.00%             | 2037-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                                                          | PUBLIC SERVICE ELECTRIC AND GAS CO 5.8% 05/01/2037                                                                               | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       49000 | PA      | $53150.42      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                                                          | PUBLIC SERVICE ELECTRIC AND GAS CO 3.95% 05/01/2042                                                                              | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      505000 | PA      | $435566.01     | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                                                          | PUBLIC SERVICE ELECTRIC AND GAS CO 3.65% 09/01/2042                                                                              | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      625000 | PA      | $511317.73     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                                      | PUGET SOUND ENERGY INC 5.764% 07/15/2040                                                                                         | CUSIP: 745332CC8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26836.57      | 0.00%             | 2040-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                                                         | QUEBEC PROVINCE CDA 7.5% 09/15/2029                                                                                              | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1315000 | PA      | $1483142.48    | 0.00%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REGIONAL TRANSN DIST CO SALES                                                                               | REGIONAL TRANSN DIST COLO SALES TAX REV BUILD AMERICA BONDS-SER B                                                                | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       45000 | PA      | $46812.23      | 0.00%             | 2050-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK OF ALABAMA                                                                                     | REGIONS BANK OF ALABAMA 6.45% 06/26/2037                                                                                         | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |     2533000 | PA      | $2777084.97    | 0.01%             | 2037-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                                              | URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050                                                                                    | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      990000 | PA      | $951390.00     | 0.00%             | 2050-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                                              | URUGUAY REPUBLICA ORIENTAL DL 4.375% 10/27/2027                                                                                  | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      100000 | PA      | $100700.00     | 0.00%             | 2027-10-27      | Fixed         | 0.04%                 | 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        |     1189000 | PA      | $1254651.02    | 0.00%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                                                 | RIO TINTO FINANCE (USA) LTD 5.2% 11/02/2040                                                                                      | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |      162000 | PA      | $164524.65     | 0.00%             | 2040-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                                | ROCKIES EXPRESS PIPELINE LLC 7.5% 07/15/2038 144A                                                                                | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      145000 | PA      | $157967.06     | 0.00%             | 2038-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                                   | ROGERS COMMUNICATIONS INC 7.5% 08/15/2038                                                                                        | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      180000 | PA      | $211334.75     | 0.00%             | 2038-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                                   | ROGERS COMMUNICATIONS INC 5.45% 10/01/2043                                                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       22000 | PA      | $21093.39      | 0.00%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROWE T PRICE INTL FUNDS INC                                                                                 | T. Rowe Price Emerging Markets Bond I                                                                                            | CUSIP: 77956H534<br>LEI: C339HPVTHLLM709WSU55 | Long             | EC               | RF                | US        |    30884440 | NS      | $307917866.78  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SFAVE COML MTG SECS TR 2015-5AVE                                                                            | SFAVE COML MTG SECS TR 15-5AVE VAR 01/05/2035 144A                                                                               | CUSIP: 78413MAC2<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |     8132000 | PA      | $7224098.79    | 0.02%             | 2043-01-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SFAVE COML MTG SECS TR 2015-5AVE                                                                            | SFAVE COML MTG SECS TR 15-5AVE VAR 01/05/2035 144A                                                                               | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3599245.60    | 0.01%             | 2043-01-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SPDR NYSE TECHNOLOGY ETF                                                                                    | State Street SPDR Portfolio L/T Trs ETF                                                                                          | CUSIP: 78464A664<br>LEI: 549300PS44ZVKSLTMI64 | Long             | EC               | RF                | US        |    21299820 | NS      | $584893057.20  | 1.30%             |  |  |  | No            |                  1 | On Loan: —       |
| SSGA ACTIVE ETF TR                                                                                          | State Street DoubleLine TR Tact ETF                                                                                              | CUSIP: 78467V848<br>LEI: 5493007QJU53DW46ZK83 | Long             | EC               | RF                | US        |    13815794 | NS      | $562993605.50  | 1.25%             |  |  |  | No            |                  1 | On Loan: —       |
| SALT RIVER PROJ AZ AGRIC and PWR                                                                            | SALT RIVER PROJ ARIZ AGRIC IMPT and PWR DIST ELEC SYS REV BUILD AMERICA BONDS                                                    | CUSIP: 79575DE63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      750000 | PA      | $751915.95     | 0.00%             | 2041-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC and GAS REV                                                                             | SAN ANTONIO TEX ELEC and GAS BUILD AMERICA BONDS                                                                                 | CUSIP: 796253Y30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      230000 | PA      | $242426.56     | 0.00%             | 2041-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 4.5% 08/15/2040                                                                                    | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6466.33       | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                                            | MERCK and CO INC STEP 12/01/2033                                                                                                 | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114088.05     | 0.00%             | 2033-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                                            | MERCK and CO INC 6.55% 09/15/2037                                                                                                | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      223000 | PA      | $258019.36     | 0.00%             | 2037-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR                                                                                              | SEMT 2004-6 A3B TSFR6M+130.826 7/34                                                                                              | CUSIP: 81744FCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         480 | PA      | $451.36        | 0.00%             | 2034-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR                                                                                              | SEMT 04-8 A2 TSFR6M+116.826 9/34                                                                                                 | CUSIP: 81744FDK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2517 | PA      | $2374.16       | 0.00%             | 2034-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                                              | SHELL INTL FIN B V 3.625% 08/21/2042                                                                                             | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      343000 | PA      | $280286.38     | 0.00%             | 2042-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LN TR 2007 OPT1                                                                              | SVHE 07-OPT1 2A1 TSFR1M+19.448 6/37                                                                                              | CUSIP: 83612TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       19024 | PA      | $12714.22      | 0.00%             | 2037-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                                                                          | DOMINION ENERGY SOUTH CAROLINA INC 5.45% 02/01/2041                                                                              | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      285000 | PA      | $290850.62     | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.55% 01/15/2037                                                                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      430000 | PA      | $438591.96     | 0.00%             | 2037-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.95% 02/01/2038                                                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104330.77     | 0.00%             | 2038-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 6.05% 03/15/2039                                                                                   | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      182000 | PA      | $190437.19     | 0.00%             | 2039-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 3.9% 12/01/2041                                                                                    | CUSIP: 842400FT5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      595000 | PA      | $482611.24     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 4.65% 10/01/2043                                                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      550000 | PA      | $476762.48     | 0.00%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045                                                                                    | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2937000 | PA      | $2181253.01    | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                                                                    | SOUTHERN COPPER CORP DEL 5.875% 04/23/2045                                                                                       | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      455000 | PA      | $474769.75     | 0.00%             | 2045-04-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                                           | SOUTHERN POWER CO 5.15% 09/15/2041                                                                                               | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      150000 | PA      | $146712.02     | 0.00%             | 2041-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                                                  | SOUTHWESTERN ELEC POWER CO 3.9% 04/01/2045                                                                                       | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       36000 | PA      | $28352.71      | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE CO                                                                              | SOUTHWESTERN PUBLIC SERVICE CO 4.5% 08/15/2041                                                                                   | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       35000 | PA      | $31564.03      | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLS INC SAVE PASS THRU CTFS SER 2015-1A                                                            | SPIRIT AIRLS INC SAVE PASS THRU CTFS SER 2015-1A 4.1% 10/01/2029                                                                 | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      466662 | PA      | $449749.89     | 0.00%             | 2029-10-01      | 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        |      304000 | PA      | $326115.60     | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STATE STR INVT TR                                                                                           | State Street Instl US Govt MMkt Premier                                                                                          | CUSIP: 857492706<br>LEI: 549300CCOK7OZZUAS108 | Long             | EC               | RF                | US        |   470926102 | NS      | $470926102.15  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                                                                                 | EQUINOR ASA 3.95% 05/15/2043                                                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $255221.01     | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN TR                                                                               | SARM 04-14 1A CSTR 10/34                                                                                                         | CUSIP: 863579CB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         444 | PA      | $436.48        | 0.00%             | 2034-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECS CORP                                                                                  | SASC 2003-37A 2A CSTR 12/33                                                                                                      | CUSIP: 86359BBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         758 | PA      | $715.10        | 0.00%             | 2033-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                                           | SUNCOR ENERGY INC 6.85% 06/01/2039                                                                                               | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $112487.08     | 0.00%             | 2039-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.35% 05/15/2045                                                                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3295000 | PA      | $3042742.97    | 0.01%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TCW FDS INC                                                                                                 | TCW Emerging Markets Income N                                                                                                    | CUSIP: 87234N351<br>LEI: 549300RGHXB227I79431 | Long             | EC               | RF                | US        |    36685380 | NS      | $335304373.67  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA CAP                                                                                          | TELECOM ITALIA CAP 7.721% 06/04/2038                                                                                             | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      164000 | PA      | $187401.39     | 0.00%             | 2038-06-04      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 7.125% 05/01/2030                                                                                     | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      390000 | PA      | $443506.27     | 0.00%             | 2030-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST                                                                                       | TMTS 2003-4HE A TSFR1M+97.448 9/34                                                                                               | CUSIP: 881561BU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2963 | PA      | $3187.78       | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXAS STATE                                                                                                 | TEXAS ST BUILD AMERICA BONDS TAXABLE                                                                                             | CUSIP: 882722KF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      318685 | PA      | $335704.91     | 0.00%             | 2039-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THORNBURG MTG SECS TR                                                                                       | TMST 2003-4 A1 TSFR1M+75.448 9/43                                                                                                | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      665671 | PA      | $647238.42     | 0.00%             | 2043-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                                                       | 3M CO 3.875% 06/15/2044                                                                                                          | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      354000 | PA      | $290883.91     | 0.00%             | 2044-06-15      | 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        |     8522000 | PA      | $8772641.74    | 0.02%             | 2037-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                                                       | TIME WARNER CABLE LLC 7.3% 07/01/2038                                                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     6393000 | PA      | $6918487.79    | 0.02%             | 2038-07-01      | Fixed         | 0.07%                 | 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        |      930000 | PA      | $872348.33     | 0.00%             | 2040-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                                                       | TIME WARNER CABLE LLC 5.5% 09/01/2041                                                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $4651297.56    | 0.01%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                                                              | TRANSALTA CORP 6.5% 03/15/2040                                                                                                   | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |      160000 | PA      | $161555.85     | 0.00%             | 2040-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                                                   | TRANSCANADA PIPELINES LTD 6.1% 06/01/2040                                                                                        | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       61000 | PA      | $65749.49      | 0.00%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                                                   | TRANSCANADA PIPELINES LTD 4.625% 03/01/2034                                                                                      | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      835000 | PA      | $830254.87     | 0.00%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                                           | TRAVELERS COS INC 5.35% 11/01/2040                                                                                               | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      207000 | PA      | $211084.04     | 0.00%             | 2040-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                                          | UNION PACIFIC CORP 4.05% 11/15/2045                                                                                              | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      163000 | PA      | $135974.84     | 0.00%             | 2045-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS 2014-2 PASS THRU TR                                                                            | UNITED AIRLS 2014-2 PASS THRU TR 3.75% 03/03/2028                                                                                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      141165 | PA      | $140876.06     | 0.00%             | 2028-03-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040                                                                                    | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1600000 | PA      | $1610256.00    | 0.00%             | 2040-01-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4.75% 03/08/2044                                                                                    | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      206000 | PA      | $171968.80     | 0.00%             | 2044-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US DEPT VETS AFF GTD REMI PASS                                                                              | VENDE 1996-2 1Z 6.75 6/26                                                                                                        | CUSIP: 911760HH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |         308 | PA      | $308.25        | 0.00%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US DEPT VETS AFF GTD REMI PASS                                                                              | US DEPT VETS AFF GTD REMI PASS 7% 03/15/2028                                                                                     | CUSIP: 911760LH7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        2899 | PA      | $2920.81       | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 6.25% 05/15/2030                                                                                     | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2860000 | PA      | $3167338.29    | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.5% 08/15/2039                                                                                      | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4348000 | PA      | $4461965.17    | 0.01%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.375% 05/15/2041                                                                                    | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7840000 | PA      | $7846431.23    | 0.02%             | 2041-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.75% 08/15/2041                                                                                     | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19216000 | PA      | $17825842.50   | 0.04%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.125% 11/15/2041                                                                                    | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4804100 | PA      | $4094556.96    | 0.01%             | 2041-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 05/15/2042                                                                                        | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      990000 | PA      | $822318.75     | 0.00%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.625% 08/15/2043                                                                                    | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    82588200 | PA      | $73568020.03   | 0.16%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.75% 11/15/2043                                                                                     | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3648600 | PA      | $3297849.83    | 0.01%             | 2043-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.375% 05/15/2044                                                                                    | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3476000 | PA      | $2966005.63    | 0.01%             | 2044-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.125% 08/15/2044                                                                                    | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3222000 | PA      | $2639145.23    | 0.01%             | 2044-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 11/15/2044                                                                                        | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46910000 | PA      | $37559151.05   | 0.08%             | 2044-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.5% 02/15/2045                                                                                      | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10974500 | PA      | $8055111.58    | 0.02%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 05/15/2045                                                                                        | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4210000 | PA      | $3352870.31    | 0.01%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 5/15/31                                                                                                                  | CUSIP: 9128337P9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9460000 | PA      | $7847341.50    | 0.02%             | 2031-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0% 11/15/2033                                                                                                            | CUSIP: 9128337U8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2471933 | PA      | $1839826.24    | 0.00%             | 2033-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 5/15/39                                                                                                                  | CUSIP: 912834DV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33625000 | PA      | $18719474.63   | 0.04%             | 2039-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 8/15/39                                                                                                                  | CUSIP: 912834EP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8745000 | PA      | $4800185.68    | 0.01%             | 2039-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 5/15/40                                                                                                                  | CUSIP: 912834HV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4427000 | PA      | $2330257.61    | 0.01%             | 2040-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 8/15/40                                                                                                                  | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28492494 | PA      | $14769919.66   | 0.03%             | 2040-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 5/15/41                                                                                                                  | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38705000 | PA      | $19270828.19   | 0.04%             | 2041-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 08/15/2041                                                                                                               | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5739205 | PA      | $2821888.53    | 0.01%             | 2041-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 11/15/41                                                                                                                 | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19370000 | PA      | $9337560.31    | 0.02%             | 2041-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 2/15/42                                                                                                                  | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9703646 | PA      | $4625545.91    | 0.01%             | 2042-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 5/15/42                                                                                                                  | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      557284 | PA      | $261408.82     | 0.00%             | 2042-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 8/15/42                                                                                                                  | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31235000 | PA      | $14438135.43   | 0.03%             | 2042-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0.0% 11/15/42                                                                                                            | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      229800 | PA      | $104532.34     | 0.00%             | 2042-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0.0% 05/15/2043                                                                                                          | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5080000 | PA      | $2249136.22    | 0.01%             | 2043-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0.0% 08/15/2043                                                                                                          | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2745000 | PA      | $1197460.11    | 0.00%             | 2043-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0% 11/15/2043                                                                                                            | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1570738 | PA      | $675317.25     | 0.00%             | 2043-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0.0% 05/15/2044                                                                                                          | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15200000 | PA      | $6360421.30    | 0.01%             | 2044-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0.0% 02/15/45                                                                                                            | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36190000 | PA      | $14524181.92   | 0.03%             | 2045-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 7.5% 09/15/2029                                                                                                         | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111758.58     | 0.00%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 4.5% 06/01/2042                                                                                                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      138000 | PA      | $127165.23     | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.8% 03/15/2036                                                                                           | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      820000 | PA      | $880069.62     | 0.00%             | 2036-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 6.875% 02/15/2038                                                                                         | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       48000 | PA      | $55684.81      | 0.00%             | 2038-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.7% 10/15/2040                                                                                           | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      656000 | PA      | $686569.84     | 0.00%             | 2040-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.625% 11/15/2041                                                                                         | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      110000 | PA      | $101324.00     | 0.00%             | 2041-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.95% 10/15/2042                                                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       17000 | PA      | $14242.84      | 0.00%             | 2042-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CA REVS                                                                                          | UNIV CAL REV 4.767% 5/15/2115                                                                                                    | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1565000 | PA      | $1333624.92    | 0.00%             | 2115-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CA REVS                                                                                          | UNIV OF CALIFORNIA CA REVENUESTXBL-GEN-SER AD                                                                                    | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      499000 | PA      | $433360.84     | 0.00%             | 2112-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CA REVS                                                                                          | UNIV CAL REV 4.131% 5/15/2045                                                                                                    | CUSIP: 91412GXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1750000 | PA      | $1632234.45    | 0.00%             | 2045-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                                  | UNUM GROUP 5.75% 08/15/2042                                                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     2123000 | PA      | $2096656.75    | 0.00%             | 2042-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 4.75% 11/01/2041                                                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      356000 | PA      | $332708.44     | 0.00%             | 2041-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 7.75% 12/01/2030                                                                                      | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      300000 | PA      | $345900.48     | 0.00%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 6% 01/15/2036                                                                                     | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      470000 | PA      | $507683.58     | 0.00%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 6.35% 11/30/2037                                                                                  | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111001.27     | 0.00%             | 2037-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                                            | VODAFONE GROUP PLC 7.875% 02/15/2030                                                                                             | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      179000 | PA      | $204186.16     | 0.00%             | 2030-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Voya Funds/USA                                                                                              | Voya Intermediate Bond I                                                                                                         | CUSIP: 92913L684<br>LEI: N/A                  | Long             | EC               | RF                | US        |   166793994 | NS      | $1492806244.02 | 3.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2003-AR8 A CSTR 8/25/33                                                                                                     | CUSIP: 92922FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1236 | PA      | $1182.61       | 0.00%             | 2033-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2003-AR9 1A6 CSTR 9/33                                                                                                      | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         945 | PA      | $889.42        | 0.00%             | 2033-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2005-AR2 2A21 TSFR1M+77.448 1/45                                                                                            | CUSIP: 92922FD47<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         290 | PA      | $288.13        | 0.00%             | 2045-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2004-AR3 A1 CSTR 6/34                                                                                                       | CUSIP: 92922FNH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         363 | PA      | $339.81        | 0.00%             | 2034-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2004-AR3 A2 CSTR 6/34                                                                                                       | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        3353 | PA      | $3103.17       | 0.00%             | 2034-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2004-S2 2A4 5.5 6/34                                                                                                        | CUSIP: 92922FQK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2709 | PA      | $2561.93       | 0.00%             | 2034-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET BACKED CTFS WAMU SER 2007 HE2 TR                                                                 | WMHE 2007-HE2 2A3 TSFR1M+25 4/37                                                                                                 | CUSIP: 92926SAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2578519 | PA      | $887393.05     | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET BACKED CTFS WAMU SER 2007 HE2 TR                                                                 | WMHE 2007-HE2 2A4 TSFR1M+36 4/37                                                                                                 | CUSIP: 92926SAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1179853 | PA      | $402126.22     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WFRBS COML MTG TR 2013-C11                                                                                  | WFRBS 2013-C11 D CSTR 3/45                                                                                                       | CUSIP: 92937EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      177415 | PA      | $159670.14     | 0.00%             | 2045-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                                                 | WALMART INC 5.25% 09/01/2035                                                                                                     | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      324000 | PA      | $346111.65     | 0.00%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET-BACKED CTFS WAMU SER 2007-HE1 TR                                                                 | WMHE 2007-HE1 2A3 TSFR1M+26.448 1/37                                                                                             | CUSIP: 933631AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1520743 | PA      | $691403.87     | 0.00%             | 2037-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THRU CTFS SER 2007 HY3 TR                                                                     | WAMU 07-HY3 4A1 CSTR 2/12                                                                                                        | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1071 | PA      | $990.73        | 0.00%             | 2037-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTF SER 2007 HY4                                                                      | WAMU 07-HY4 1A1 CSTR 4/25/37                                                                                                     | CUSIP: 933636AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      969613 | PA      | $891215.67     | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS SER 2007 0A5 TR                                                                  | WAMU 2007-OA5 1A 12MTA+75 6/47                                                                                                   | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      231763 | PA      | $186932.29     | 0.00%             | 2047-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG SECS CORP                                                                                | WMALT 2005-4 CB7 5.5 6/35                                                                                                        | CUSIP: 9393366B4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5660 | PA      | $5315.88       | 0.00%             | 2035-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 5.85% 01/15/2036                                                                                             | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      143000 | PA      | $152158.34     | 0.00%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 4.625% 05/15/2042                                                                                            | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1610671.68    | 0.00%             | 2042-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 4.65% 01/15/2043                                                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90380.27      | 0.00%             | 2043-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.375% 02/07/2035                                                                                         | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      202000 | PA      | $212409.92     | 0.00%             | 2035-02-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.375% 11/02/2043                                                                                         | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      453000 | PA      | $442037.45     | 0.00%             | 2043-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 4.65% 11/04/2044                                                                                          | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1171541.53    | 0.00%             | 2044-11-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 4.3% 07/22/2027                                                                                           | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    22132000 | PA      | $22211044.22   | 0.05%             | 2027-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTG BK SEC 04 U TR                                                                              | WFMBS 04-U A1 CSTR 10/34                                                                                                         | CUSIP: 949803AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1387 | PA      | $1366.17       | 0.00%             | 2034-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NATIONAL ASSOCIATION                                                                       | WELLS FARGO BK NATL ASSN 5.95% 08/26/2036                                                                                        | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |      250000 | PA      | $268980.15     | 0.00%             | 2036-08-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.1% 09/15/2045                                                                                                 | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      105000 | PA      | $98273.07      | 0.00%             | 2045-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 6.3% 04/15/2040                                                                                                 | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3870444.37    | 0.01%             | 2040-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.8% 11/15/2043                                                                                                 | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      400000 | PA      | $403599.84     | 0.00%             | 2043-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 4.9% 01/15/2045                                                                                                 | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1643000 | PA      | $1499530.20    | 0.00%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORP                                                                               | WISCONSIN PUBLIC SERVICE CORP 4.752% 11/01/2044                                                                                  | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27526.79      | 0.00%             | 2044-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                                                   | WYETH LLC 6.5% 02/01/2034                                                                                                        | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |      225000 | PA      | $254742.93     | 0.00%             | 2034-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE POWER FIN LTD                                                                                     | YORKSHIRE POWER FIN LTD 7.25% 08/04/2028                                                                                         | CUSIP: N/A<br>LEI: 213800USJR8TNU5T6T16       | Long             | DBT              | CORP              | KY        |     4419000 | PA      | $6317186.27    | 0.01%             | 2028-08-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                                                  | AUSTRALIA COMMONWEALTH OF 2.75% 06/21/2035 REGS                                                                                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    22200000 | PA      | $13565651.67   | 0.03%             | 2035-06-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/45#G08681                                                                                                      | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      412364 | PA      | $395992.09     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2041#AI4778                                                                                                 | CUSIP: 3138AJJY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97184 | PA      | $100702.76     | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 03/01/2044#AW0779                                                                                                 | CUSIP: 3138XP2M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140005 | PA      | $145142.14     | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 03/01/2044#MA1885                                                                                                 | CUSIP: 31418BCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100704 | PA      | $104388.18     | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 05/01/2040#AD4085                                                                                                 | CUSIP: 31418RRF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21851 | PA      | $22617.51      | 0.00%             | 2040-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2040#AD9114                                                                                                 | CUSIP: 31418XDU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21728 | PA      | $22482.98      | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 05/01/2039#AL0524                                                                                                 | CUSIP: 3138EGSN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40138 | PA      | $41313.86      | 0.00%             | 2039-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2045#AZ9524                                                                                                 | CUSIP: 3140E2SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23907 | PA      | $22931.37      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2039#AA9716                                                                                                 | CUSIP: 31416TYN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8896 | PA      | $9200.89       | 0.00%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 03/01/2044#MA1852                                                                                                 | CUSIP: 31418BBW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74206 | PA      | $76915.90      | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                                               | AMEREN ILL CO 4.15% 03/15/2046                                                                                                   | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $958922.68     | 0.00%             | 2046-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 11/01/2045#G08677                                                                                                 | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      219988 | PA      | $218017.00     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 08/39#A87886                                                                                                      | CUSIP: 312934XP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      248463 | PA      | $257173.03     | 0.00%             | 2039-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2011-94 SA TSFR1M+598.552 07/41                                                                                              | CUSIP: 38377WN83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       52299 | PA      | $5556.02       | 0.00%             | 2041-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 10/01/2042#C04268                                                                                                 | CUSIP: 31292LW50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46922 | PA      | $44128.31      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 04/01/2043#Q16915                                                                                                 | CUSIP: 3132J8DV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       29827 | PA      | $28115.83      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                                                       | REYNOLDS AMERICAN INC 8.125% 05/01/2040                                                                                          | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |       24000 | PA      | $29233.45      | 0.00%             | 2040-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 12/01/2045#G08682                                                                                                   | CUSIP: 3128MJXL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      239932 | PA      | $237743.55     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | 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        |      307843 | PA      | $295492.32     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2045#AS6350                                                                                                   | CUSIP: 3138WGBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      216645 | PA      | $214417.73     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | 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        |     1646647 | PA      | $1640036.22    | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/46#AS6520                                                                                                      | CUSIP: 3138WGG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      262446 | PA      | $251648.92     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | 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        |      212000 | PA      | $198745.54     | 0.00%             | 2046-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN INC                                                                                | ANHEUSER-BUSCH INBEV FIN INC 4.7% 02/01/2036                                                                                     | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |       96000 | PA      | $96247.89      | 0.00%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.264% 08/01/2041#AL6552                                                                                               | CUSIP: 3138EPH64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127083 | PA      | $129812.71     | 0.00%             | 2041-08-01      | Variable      | 0.05%                 | 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        |      117250 | PA      | $114908.65     | 0.00%             | 2046-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                                                                                 | Fidelity Sai Us Treasury Bond Index Fund                                                                                         | CUSIP: 31635V786<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |      114433 | NS      | $1027606.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 10/01/2045#AL7413                                                                                                 | CUSIP: 3138EQGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1143615 | PA      | $1132674.11    | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 09/40#AE4589                                                                                                      | CUSIP: 31419FC38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96659 | PA      | $96356.58      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 01/31#BA4750                                                                                                      | CUSIP: 3140E9H41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      205606 | PA      | $204553.87     | 0.00%             | 2031-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/45#AZ9583                                                                                                        | CUSIP: 3140E2UH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73511 | PA      | $72682.49      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/45#AZ3341                                                                                                        | CUSIP: 3138YUWB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96545 | PA      | $95644.58      | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2042#AJ6217                                                                                                   | CUSIP: 3138AX4B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47987 | PA      | $47764.59      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2042#AB5049                                                                                                   | CUSIP: 31417BTF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23113 | PA      | $22987.90      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2045#Q37045                                                                                                   | CUSIP: 3132QTZK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72723 | PA      | $72255.72      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2044#AX8459                                                                                                   | CUSIP: 3138YAMH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      509043 | PA      | $504541.90     | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2045#AZ9666                                                                                                   | CUSIP: 3140E2W49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28243 | PA      | $27952.54      | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/45#AY3962                                                                                                        | CUSIP: 3138YHML1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52810 | PA      | $52203.16      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2045#BC0532                                                                                                   | CUSIP: 3140EUSW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25904 | PA      | $25611.23      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2046#BC1552                                                                                                   | CUSIP: 3140EVWN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40083 | PA      | $39628.06      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE-BACKED TRUST SERIES 2006-4                                                                    | CSMC MORTGAGE-BACKED TRUST SERIES 2006-4 7% 05/25/2036                                                                           | CUSIP: 12637HAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      345738 | PA      | $84822.31      | 0.00%             | 2036-05-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CWMBS MTG PASS THRU TR 2007-J1                                                                              | CWMBS MTG PASS THRU TR 2007-J1 2A1 6% 02/25/2037                                                                                 | CUSIP: 12669MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      279080 | PA      | $96578.59      | 0.00%             | 2037-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWHL TR 2007-11                                                                                             | CWHL TR 2007-11 6% 8/37                                                                                                          | CUSIP: 12544LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1419942 | PA      | $571596.70     | 0.00%             | 2037-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALTERNATIVE LOAN TRUST 2006-7                                                               | BOAA 2006-7 A4 VAR 10/25/2036                                                                                                    | CUSIP: 059469AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       65511 | PA      | $17150.07      | 0.00%             | 2036-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2042#AB6017                                                                                                 | CUSIP: 31417CVK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      491724 | PA      | $475873.04     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 6.6% 04/01/2036                                                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      775000 | PA      | $850436.05     | 0.00%             | 2036-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 6.75% 04/01/2046                                                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      465000 | PA      | $502821.30     | 0.00%             | 2046-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 09/20/2040#004799                                                                                                   | CUSIP: 36202FKL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      240205 | PA      | $231869.16     | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 07/01/2030#V60869                                                                                                 | CUSIP: 3132KE6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      142595 | PA      | $139720.53     | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/42#AK5551                                                                                                        | CUSIP: 3138EAEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      252290 | PA      | $250911.47     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2042#Q09230                                                                                                   | CUSIP: 3132GUST2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      304764 | PA      | $303283.50     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | 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        |     4333098 | PA      | $4174778.12    | 0.01%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                                            | EXXON MOBIL CORP 4.114% 03/01/2046                                                                                               | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      193000 | PA      | $164850.79     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.6% 03/09/2026                                                                                                    | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3500332.85    | 0.01%             | 2026-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                                | STRYKER CORP 4.625% 03/15/2046                                                                                                   | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      115000 | PA      | $104219.76     | 0.00%             | 2046-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/46#BC1354                                                                                                      | CUSIP: 3140EVQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      163700 | PA      | $157176.20     | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2045#BC3688                                                                                                 | CUSIP: 3140EYC25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101916 | PA      | $97727.19      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 12/01/2034#745318                                                                                                   | CUSIP: 31403DAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      373160 | PA      | $375821.71     | 0.00%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                                                     | BATH and BODY WORKS INC 6.875% 11/01/2035                                                                                        | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      182000 | PA      | $185443.35     | 0.00%             | 2035-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2045#AS5645                                                                                                 | CUSIP: 3138WFHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209766 | PA      | $201362.85     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 3.875% 03/17/2028                                                                                             | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1220000 | PA      | $1210468.75    | 0.00%             | 2028-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2045#AS6328                                                                                                 | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      118743 | PA      | $113889.58     | 0.00%             | 2045-12-01      | 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        |      271000 | PA      | $273504.85     | 0.00%             | 2036-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 05/01/2036#745512                                                                                                   | CUSIP: 31403DGV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2368361 | PA      | $2495489.43    | 0.01%             | 2036-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2040#AE0698                                                                                                 | CUSIP: 31419AX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101408 | PA      | $103132.30     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 11/20/2042#MA0535                                                                                                     | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13324 | PA      | $13125.81      | 0.00%             | 2042-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 10/01/2043#AL7855                                                                                                   | CUSIP: 3138EQWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      340227 | PA      | $318884.21     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/01/2043#G60065                                                                                                   | CUSIP: 31335ACA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       94372 | PA      | $94205.35      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                                                 | TARGET CORP 3.625% 04/15/2046                                                                                                    | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      124000 | PA      | $97550.21      | 0.00%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2039#AC3237                                                                                                   | CUSIP: 31417MS38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6309 | PA      | $6523.34       | 0.00%             | 2039-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 11/42#G60488                                                                                                        | CUSIP: 31335ARH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1609769 | PA      | $1605559.24    | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2046#Q39899                                                                                                   | CUSIP: 3132QW7M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18400 | PA      | $18282.15      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2044#AW8329                                                                                                 | CUSIP: 3138XYHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7706 | PA      | $7824.78       | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2045#AZ4775                                                                                                 | CUSIP: 3138YWJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      993173 | PA      | $953301.16     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2046#Q40046                                                                                                 | CUSIP: 3132WDBQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1464677 | PA      | $1404737.51    | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                               | LOWES COS INC 3.7% 04/15/2046                                                                                                    | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       65000 | PA      | $50219.96      | 0.00%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 03/46#MA3521                                                                                                        | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      853986 | PA      | $814602.44     | 0.00%             | 2046-03-20      | 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        |      425908 | PA      | $433678.20     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 04/20/2046#MA3596                                                                                                     | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      329807 | PA      | $306585.39     | 0.00%             | 2046-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2046#BC0289                                                                                                 | CUSIP: 3140EUKB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10600 | PA      | $10693.58      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2042#AO9129                                                                                                   | CUSIP: 3138M1EB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100263 | PA      | $99673.69      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 04/20/2046#MA3597                                                                                                   | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      471365 | PA      | $452962.34     | 0.00%             | 2046-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2039#AS3482                                                                                                   | CUSIP: 3138WC2Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      345637 | PA      | $344654.61     | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2039#AS2011                                                                                                   | CUSIP: 3138WBGV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      856430 | PA      | $854546.44     | 0.00%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2039#AS2599                                                                                                   | CUSIP: 3138WB3H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      513003 | PA      | $511655.52     | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2039#AW0113                                                                                                   | CUSIP: 3138XPDT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      424222 | PA      | $423255.80     | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2039#AV6581                                                                                                   | CUSIP: 3138XJJ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      323588 | PA      | $322803.60     | 0.00%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2038#AU4761                                                                                                   | CUSIP: 3138X4JF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      311454 | PA      | $311080.13     | 0.00%             | 2038-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2038#AV1874                                                                                                   | CUSIP: 3138XDCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      455096 | PA      | $453885.85     | 0.00%             | 2038-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2039#AV6645                                                                                                   | CUSIP: 3138XJL39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      213038 | PA      | $212392.60     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2039#AW4267                                                                                                   | CUSIP: 3138XTW50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108315 | PA      | $107971.37     | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2039#AX5330                                                                                                   | CUSIP: 3138Y64Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      229664 | PA      | $228876.81     | 0.00%             | 2039-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2039#AW1156                                                                                                   | CUSIP: 3138XQJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103514 | PA      | $103267.80     | 0.00%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2039#AW8233                                                                                                   | CUSIP: 3138XYEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80258 | PA      | $79992.56      | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2039#AW9574                                                                                                   | CUSIP: 3138XZT84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54357 | PA      | $54304.67      | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 02/01/2035#AB0067                                                                                                   | CUSIP: 31416VCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      525640 | PA      | $539523.37     | 0.00%             | 2035-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 03/01/2033#AB0066                                                                                                   | CUSIP: 31416VCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      173319 | PA      | $177386.70     | 0.00%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2033#721575                                                                                                   | CUSIP: 31401XT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35042 | PA      | $35893.08      | 0.00%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2033#709252                                                                                                   | CUSIP: 31401H5M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17523 | PA      | $17947.97      | 0.00%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2033#709470                                                                                                   | CUSIP: 31401JFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19776 | PA      | $20245.06      | 0.00%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 05/01/2044#AS9099                                                                                                   | CUSIP: 3138WKDD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59672 | PA      | $61520.96      | 0.00%             | 2044-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 3.75% 05/15/2046                                                                                       | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      825000 | PA      | $640857.01     | 0.00%             | 2046-05-15      | Fixed         | 0.04%                 | 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        |     4987121 | PA      | $4809526.17    | 0.01%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 05/46#MA3664                                                                                                          | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       69670 | PA      | $68262.80      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.2% 05/12/2026                                                                                                     | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1701000 | PA      | $1704722.01    | 0.00%             | 2026-05-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 08/15/2041#768109                                                                                                   | CUSIP: 36176KDN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10536 | PA      | $10374.34      | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 10/15/2041#775540                                                                                                   | CUSIP: 36176TLV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32814 | PA      | $32214.12      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 12/15/2041#792596                                                                                                   | CUSIP: 36177L3E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5295 | PA      | $5205.84       | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 04/15/2042#792254                                                                                                   | CUSIP: 36177LQG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28576 | PA      | $28031.85      | 0.00%             | 2042-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2042#794559                                                                                                   | CUSIP: 36177PB53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13470 | PA      | $13233.63      | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 03/15/2042#796180                                                                                                   | CUSIP: 36177Q2N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25063 | PA      | $24598.30      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 05/15/2042#AA1859                                                                                                   | CUSIP: 36177YB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1639 | PA      | $1631.80       | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 12/15/2042#AB8144                                                                                                   | CUSIP: 36178VBM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13651 | PA      | $13407.92      | 0.00%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 11/15/2042#AB9201                                                                                                   | CUSIP: 36178WGJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16411 | PA      | $16108.54      | 0.00%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2043#AC9441                                                                                                   | CUSIP: 36179KP24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       46827 | PA      | $45947.48      | 0.00%             | 2043-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 08/15/2043#AD5682                                                                                                   | CUSIP: 36180HJ33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14763 | PA      | $14450.50      | 0.00%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 04/15/2043#AD7475                                                                                                   | CUSIP: 36180KJU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9407 | PA      | $9242.48       | 0.00%             | 2043-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 03/15/2042#733816                                                                                                   | CUSIP: 3620AMGZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      125786 | PA      | $123548.34     | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 03/15/2041#738107                                                                                                   | CUSIP: 3620ASAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15180 | PA      | $14943.87      | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 06/01/2032#C91456                                                                                                 | CUSIP: 3128P7TM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1460704 | PA      | $1451283.15    | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                                                         | DUKE ENERGY IND INC 3.75% 05/15/2046                                                                                             | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      450000 | PA      | $356075.55     | 0.00%             | 2046-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-C34                                                                            | WELLS FARGO COML MTG TR 2016-C34 3.096% 5/15/49                                                                                  | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |     4649715 | PA      | $4633899.61    | 0.01%             | 2049-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.75% 05/18/2046                                                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      141000 | PA      | $125627.02     | 0.00%             | 2046-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 06/01/2030#AS5103                                                                                                   | CUSIP: 3138WEU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71778 | PA      | $70778.13      | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 2.25% 06/15/2026                                                                                                       | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      810000 | PA      | $805378.20     | 0.00%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                                                       | ADT SECURITY CORP/THE 4.875% 07/15/2032 144A                                                                                     | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      263000 | PA      | $255130.44     | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LOUISIANA LLC 3.05% 06/01/2031                                                                                           | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      129000 | PA      | $122466.22     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.375% 06/15/2046                                                                                                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $988025.64     | 0.00%             | 2046-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C6 COML MTG TR                                                                                   | CSAIL 2016-C6 A5 3.0898% 01/15/2049                                                                                              | CUSIP: 12636MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      336733 | PA      | $335771.33     | 0.00%             | 2049-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 05/46#MA3662                                                                                                          | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      483974 | PA      | $449897.53     | 0.00%             | 2046-05-20      | Fixed         | 0.03%                 | 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        |     2410777 | PA      | $2395079.99    | 0.01%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                                            | ERAC USA FIN LLC 3.3% 12/01/2026 144A                                                                                            | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     8865000 | PA      | $8824816.20    | 0.02%             | 2026-12-01      | Fixed         | 0.03%                 | 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        |      495000 | PA      | $501646.98     | 0.00%             | 2052-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC                                                                                                 | BAXALTA INC 5.25% 06/23/2045                                                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |      163000 | PA      | $158409.49     | 0.00%             | 2045-06-23      | Fixed         | 0.05%                 | 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        |     2625000 | PA      | $2624369.69    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAA FINANCE PLC                                                                                             | DAA FINANCE PLC 1.554% 06/07/2028 REGS                                                                                           | CUSIP: N/A<br>LEI: 635400KLDJPEGQCL6H42       | Long             | DBT              | CORP              | IE        |     3200000 | PA      | $3693477.45    | 0.01%             | 2028-06-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 02/01/2031#BC2462                                                                                                   | CUSIP: 3140EWWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      236724 | PA      | $233238.52     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 04/20/46#AS7319                                                                                                     | CUSIP: 36193TDY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       50243 | PA      | $48186.81      | 0.00%             | 2046-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                                               | MARRIOTT INTERNATIONAL INC/MD 3.125% 06/15/2026                                                                                  | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1386874.32    | 0.00%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                                                                   | EMERA INC 6.75%/VAR 06/15/2076                                                                                                   | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      193000 | PA      | $193966.35     | 0.00%             | 2076-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNA 2016-M6 A2 2.488% 05/26                                                                                                      | CUSIP: 3136ASVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110156 | PA      | $109665.33     | 0.00%             | 2026-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                                                     | BATH and BODY WORKS INC 6.75% 07/01/2036                                                                                         | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200695.40     | 0.00%             | 2036-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AT2645                                                                                                   | CUSIP: 36194A5E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19891 | PA      | $19019.61      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 05/20/2046#AS9183                                                                                                   | CUSIP: 36193VFY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18309 | PA      | $17542.85      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AR3124                                                                                                   | CUSIP: 36192XPH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43038 | PA      | $41236.48      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AR3062                                                                                                   | CUSIP: 36192XMK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       37348 | PA      | $35785.22      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 05/20/2046#AS9175                                                                                                   | CUSIP: 36193VFQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       73297 | PA      | $70229.46      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AS6967                                                                                                   | CUSIP: 36193SW47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36053 | PA      | $34544.18      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AT1323                                                                                                   | CUSIP: 36193YPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       49106 | PA      | $47050.89      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AS4297                                                                                                   | CUSIP: 36193NX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      169506 | PA      | $162411.34     | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AR3125                                                                                                   | CUSIP: 36192XPJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       46817 | PA      | $44857.48      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AR9310                                                                                                   | CUSIP: 36193GKX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16904 | PA      | $16212.32      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AS4758                                                                                                   | CUSIP: 36193PJB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31966 | PA      | $30628.43      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AU2287                                                                                                   | CUSIP: 36194PRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25218 | PA      | $24162.55      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AS6968                                                                                                   | CUSIP: 36193SW54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       74200 | PA      | $71094.38      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 06/20/2046#MA3737                                                                                                     | CUSIP: 36179SEJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      190780 | PA      | $186885.86     | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/46#AS7008                                                                                                        | CUSIP: 36193SYD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48026 | PA      | $46016.02      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/46#AS7009                                                                                                        | CUSIP: 36193SYE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44523 | PA      | $42659.21      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 09/25/2027                                                                                     | CUSIP: 3136A8PY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       43362 | PA      | $633.23        | 0.00%             | 2027-09-25      | Fixed         | 0.03%                 | 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        |     1502708 | PA      | $1491654.05    | 0.00%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4% 07/15/2046                                                                                                        | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      415000 | PA      | $289505.18     | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                                                     | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                                                                         | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1931000 | PA      | $1931518.45    | 0.00%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 2.9% 01/15/2027                                                                                                 | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1157000 | PA      | $1136329.25    | 0.00%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34669                                                                                                   | CUSIP: 31307RFJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11487 | PA      | $11307.33      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34598                                                                                                   | CUSIP: 31307RDB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21019 | PA      | $20710.59      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34653                                                                                                   | CUSIP: 31307RE27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       91749 | PA      | $90436.45      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34677                                                                                                   | CUSIP: 31307RFS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7749 | PA      | $7643.61       | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34623                                                                                                   | CUSIP: 31307RD44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8886 | PA      | $8745.66       | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34584                                                                                                   | CUSIP: 31307RCV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12147 | PA      | $11982.31      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34571                                                                                                   | CUSIP: 31307RCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35353 | PA      | $34854.29      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2046#Q39717                                                                                                   | CUSIP: 3132QWYP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10790 | PA      | $10042.12      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | 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        |       11865 | PA      | $11041.81      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | 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        |       29242 | PA      | $27213.56      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | 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        |      190265 | PA      | $177069.33     | 0.00%             | 2046-06-01      | Fixed         | 0.03%                 | 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        |      192019 | PA      | $178701.62     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 3.9% 07/15/2026                                                                                               | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      955000 | PA      | $953758.84     | 0.00%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                                                                                | RAYMOND JAMES FINANCIAL INC 4.95% 07/15/2046                                                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92311.43      | 0.00%             | 2046-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                                               | HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026                                                                                    | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     2311000 | PA      | $2301643.27    | 0.01%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG 2013-51 GI 3% 10/25/2032                                                                                            | CUSIP: 3136AECM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      153487 | PA      | $4551.02       | 0.00%             | 2032-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 01/15/2033                                                                                     | CUSIP: 3137AXRF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      103977 | PA      | $6341.36       | 0.00%             | 2033-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2043#AS9172                                                                                                   | CUSIP: 3138WKFN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17639 | PA      | $17504.36      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2043#AU1687                                                                                                   | CUSIP: 3138X02V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22943 | PA      | $22771.90      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2042#AQ9061                                                                                                   | CUSIP: 3138MRB75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39147 | PA      | $38998.71      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2043#AU2854                                                                                                   | CUSIP: 3138X2E42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58771 | PA      | $58362.89      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 05/34#C91760                                                                                                      | CUSIP: 3128P75V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      177813 | PA      | $176375.80     | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 427 LI 3.5% 02/15/2034                                                                            | CUSIP: 3137BGB32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       73465 | PA      | $1783.73       | 0.00%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K55 MORTGAGE TRUST                                                                               | FREMF 2016-K55 MORTGAGE TRUST VAR 04/25/2049 144A                                                                                | CUSIP: 30289HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      292553 | PA      | $291676.69     | 0.00%             | 2049-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2046#BC3883                                                                                                   | CUSIP: 3140EYJ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      194010 | PA      | $191771.87     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 3.85% 08/04/2046                                                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      314000 | PA      | $259183.75     | 0.00%             | 2046-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS 2016-ETC MTG TR                                                                                       | BBCMS 2016-ETC E CSTR 08/14/36                                                                                                   | CUSIP: 05491LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4305449.70    | 0.01%             | 2036-08-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                                                        | TANGER PROPERTIES LP 3.125% 09/01/2026                                                                                           | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     3497000 | PA      | $3476657.32    | 0.01%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                                                      | INTERNATIONAL PAPER CO 4.4% 08/15/2047                                                                                           | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83209.64      | 0.00%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 01/01/2040#AC9526                                                                                                 | CUSIP: 31417WSQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      186232 | PA      | $195885.52     | 0.00%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.25% 08/15/2046                                                                                     | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      570000 | PA      | $389937.89     | 0.00%             | 2046-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG 3237 C 5.5% 11/15/2036                                                                                       | CUSIP: 31397CDM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      166846 | PA      | $171739.44     | 0.00%             | 2036-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 4.5% 02/15/2027                                                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      709000 | PA      | $710188.53     | 0.00%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 09/01/2042#AB6212                                                                                                   | CUSIP: 31417C3W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      389521 | PA      | $366647.41     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 8/31#AS7693                                                                                                         | CUSIP: 3138WHRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      312203 | PA      | $300677.59     | 0.00%             | 2031-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                                                  | FIDELITY NATL INFORMN SVCS INC 4.5% 08/15/2046                                                                                   | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       58000 | PA      | $48981.50      | 0.00%             | 2046-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2                                                                 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2 2.575% 09/10/2049                                                                    | CUSIP: 17291CBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1179777 | PA      | $1174261.85    | 0.00%             | 2049-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-C35                                                                            | WFCM TR 2016-C35 A4 2.931% 07/15/2048                                                                                            | CUSIP: 95000FAT3<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1491003.45    | 0.00%             | 2048-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 3.5% 08/15/2046                                                                                    | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75668.34      | 0.00%             | 2046-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                        | KRAFT HEINZ FOODS CO 5.2% 07/15/2045                                                                                             | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       70000 | PA      | $64101.99      | 0.00%             | 2045-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                        | KRAFT HEINZ FOODS CO 4.375% 06/01/2046                                                                                           | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      219000 | PA      | $179755.02     | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 07/20/2046#MA3802                                                                                                     | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      625062 | PA      | $581052.13     | 0.00%             | 2046-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                                   | MGM RESORTS INTERNATIONAL 4.625% 09/01/2026                                                                                      | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      630000 | PA      | $629548.69     | 0.00%             | 2026-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                        | KRAFT HEINZ FOODS CO 5% 07/15/2035                                                                                               | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       43000 | PA      | $43158.78      | 0.00%             | 2035-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN 2014 SER 4314 A1 5% 03/15/2034                                                                                   | CUSIP: 3137B9ED3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |           4 | PA      | $0.01          | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.49935% 09/25/2026                                                                               | CUSIP: 3136AS4R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93168 | PA      | $92635.90      | 0.00%             | 2026-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K56 MORTGAGE TRUST                                                                               | FREMF 2016-K56 B MORTGAGE TRUST VAR 06/25/2049 144A                                                                              | CUSIP: 30289UAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      103827 | PA      | $103385.00     | 0.00%             | 2049-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SHOPS AT CRYSTALS TRUST 2016-CSTL                                                                           | SHOPS 2016-CSTL C CSTR 07/05/36 144A                                                                                             | CUSIP: 82510WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1681000 | PA      | $1674889.90    | 0.00%             | 2036-07-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 08/01/2034#C91782                                                                                                 | CUSIP: 3128P76T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      116353 | PA      | $115359.09     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 05/01/2034#C91764                                                                                                 | CUSIP: 3128P75Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       68816 | PA      | $68243.54      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 07/20/2046#MA3803                                                                                                   | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1363753 | PA      | $1310510.73    | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.25% 09/15/2046                                                                                                       | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      190000 | PA      | $151424.27     | 0.00%             | 2046-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/46#BC3920                                                                                                        | CUSIP: 3140EYLA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86529 | PA      | $85530.58      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I                                                                                    | MORGAN STANLEY CAPITAL I 2.782% 08/15/2049                                                                                       | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13840000 | PA      | $13728517.42   | 0.03%             | 2049-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/46#Q38879                                                                                                        | CUSIP: 3132QV2M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13143 | PA      | $13005.73      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 08/20/2046#MA3936                                                                                                     | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      761719 | PA      | $708087.35     | 0.00%             | 2046-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 0741#AL8558                                                                                                         | CUSIP: 3138ETQL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      643894 | PA      | $682365.03     | 0.00%             | 2041-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2045#Q35879                                                                                                   | CUSIP: 3132QSQ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      224651 | PA      | $223078.82     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2046#Q43328                                                                                                 | CUSIP: 3132WGVW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35645 | PA      | $34342.02      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2046#Q43088                                                                                                 | CUSIP: 3132WGNE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      401308 | PA      | $384885.07     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2046#AS6522                                                                                                 | CUSIP: 3138WGG81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      248978 | PA      | $238835.23     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | 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        |     1117000 | PA      | $947034.15     | 0.00%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FGLMC 30YR 3.5% 09/46#Q43176                                                                                                     | CUSIP: 3132WGQ67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1747883 | PA      | $1675808.05    | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2046#AS7822                                                                                                 | CUSIP: 3138WHVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      205990 | PA      | $197265.78     | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2045#AS6304                                                                                                   | CUSIP: 3138WGAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      349359 | PA      | $345860.33     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 3.7% 10/15/2046                                                                                         | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3920.58       | 0.00%             | 2046-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2045#AS6286                                                                                                   | CUSIP: 3138WF6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      164735 | PA      | $163032.29     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2046#AS6515                                                                                                   | CUSIP: 3138WGGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      306615 | PA      | $303533.72     | 0.00%             | 2046-01-01      | 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        |      470000 | PA      | $469491.23     | 0.00%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 09/20/2046#MA3937                                                                                                   | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       93614 | PA      | $89959.42      | 0.00%             | 2046-09-20      | 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        |      840000 | PA      | $843356.61     | 0.00%             | 2027-04-01      | 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        |     4517000 | PA      | $4737066.52    | 0.01%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP                                                                 | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2.746% 10/01/2026                                                                    | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $178783.68     | 0.00%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/42#AB5500                                                                                                      | CUSIP: 31417CDE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3455 | PA      | $3347.57       | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/42#AB5501                                                                                                      | CUSIP: 31417CDF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4106 | PA      | $3978.82       | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/44#AV8070                                                                                                      | CUSIP: 3138XK6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3367 | PA      | $3267.77       | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/42#AK8632                                                                                                      | CUSIP: 3138EDSW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5800 | PA      | $5614.16       | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/42#AQ6804                                                                                                      | CUSIP: 3138MNR28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8077 | PA      | $7804.31       | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/43#AS0080                                                                                                      | CUSIP: 3138W9CS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7905 | PA      | $7638.99       | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/42#AB5369                                                                                                      | CUSIP: 31417B6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10731 | PA      | $10398.39      | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/42#AP9654                                                                                                      | CUSIP: 3138MDWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13117 | PA      | $12740.04      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/42#AP5393                                                                                                      | CUSIP: 3138M87F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37091 | PA      | $35899.42      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/42#AB6934                                                                                                      | CUSIP: 31417DV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52908 | PA      | $51174.28      | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TR                                                                                         | MEXICO CITY ARPT TR 4.25% 10/31/2026 144A                                                                                        | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     4270000 | PA      | $4266242.40    | 0.01%             | 2026-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TR                                                                                         | MEXICO CITY ARPT TR 5.5% 10/31/2046 144A                                                                                         | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1092000 | PA      | $961189.32     | 0.00%             | 2046-10-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.679% 02/01/2039#AL8741                                                                                               | CUSIP: 3138ETWB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33261 | PA      | $34810.54      | 0.00%             | 2039-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                                                   | KROGER CO 2.65% 10/15/2026                                                                                                       | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      430000 | PA      | $426844.90     | 0.00%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                                                   | AVALONBAY COMMUNITIES INC 3.9% 10/15/2046                                                                                        | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |      186000 | PA      | $151810.29     | 0.00%             | 2046-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LOUISIANA LLC 2.4% 10/01/2026                                                                                            | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1061024.32    | 0.00%             | 2026-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 3.7% 10/04/2026                                                                                                 | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      273000 | PA      | $269192.95     | 0.00%             | 2026-10-04      | Fixed         | 0.04%                 | 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        |     2500000 | PA      | $2469031.75    | 0.01%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 09/01/2046#AS7877                                                                                                 | CUSIP: 3138WHXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      503162 | PA      | $447511.00     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2046#AS7530                                                                                                 | CUSIP: 3138WHLL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      232478 | PA      | $206765.13     | 0.00%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 10/01/2046#G08732                                                                                                   | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      720126 | PA      | $667706.64     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                                                    | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.3% 07/15/2056                                                                         | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |      190000 | PA      | $133889.50     | 0.00%             | 2056-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                                                    | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.15% 07/15/2046                                                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |      315000 | PA      | $238210.15     | 0.00%             | 2046-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/46#AS7125                                                                                                      | CUSIP: 3138WG4K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96418 | PA      | $85754.04      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2045#AS5384                                                                                                   | CUSIP: 3138WE6W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      120455 | PA      | $119286.64     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0% 11/15/2045                                                                                                            | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4155000 | PA      | $1602396.53    | 0.00%             | 2045-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 10/20/2046#MA4005                                                                                                     | CUSIP: 36179SNW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      129286 | PA      | $127272.46     | 0.00%             | 2046-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 20YR 3% 11/01/2036#AS8249                                                                                              | CUSIP: 3138WJEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      483280 | PA      | $469933.20     | 0.00%             | 2036-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 10/20/2046#MA4003                                                                                                     | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2294313 | PA      | $2132772.31    | 0.00%             | 2046-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 3.75% 11/01/2046                                                                                                        | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      130000 | PA      | $103088.01     | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE B CSTR 10/06/2038 144A                                            | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $296953.83     | 0.00%             | 2038-09-06      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2046#G08737                                                                                                   | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      322161 | PA      | $298609.77     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/45#AL7623                                                                                                        | CUSIP: 3138EQPH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      551705 | PA      | $547548.96     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2016-C4                                                                              | JPMDB COML MTG SECS TR 2016-C4 ASB 2.9941% 12/15/2049                                                                            | CUSIP: 46646RAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       31469 | PA      | $31358.62      | 0.00%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2046#MA2806                                                                                                   | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      893341 | PA      | $827352.85     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | 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        |      378260 | PA      | $379167.93     | 0.00%             | 2041-12-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2046#AL8321                                                                                                   | CUSIP: 3138ETG75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      601524 | PA      | $595448.45     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | 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        |     1214469 | PA      | $1167425.89    | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2046#G08731                                                                                                 | CUSIP: 3128MJY53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      403640 | PA      | $359430.23     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2046#AS8269                                                                                                   | CUSIP: 3138WJFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1497068 | PA      | $1386484.66    | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.5% 11/16/2026                                                                                    | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      752000 | PA      | $750466.80     | 0.00%             | 2026-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 COML MTG TR                                                                                   | CSAIL 2016-C7 A4 3.21% 11/15/49                                                                                                  | CUSIP: 12637UAV1<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |     1188110 | PA      | $1184191.10    | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 2.95% 12/01/2026                                                                                       | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      370000 | PA      | $367633.69     | 0.00%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2031#MA2803                                                                                                 | CUSIP: 31418CDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      310550 | PA      | $302066.21     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.55% 04/17/2026                                                                                                    | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3490000 | PA      | $3492200.58    | 0.01%             | 2026-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 07/20/2046#MA3805                                                                                                   | CUSIP: 36179SGN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      233675 | PA      | $236205.61     | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 5.5% 12/01/2046                                                                                                     | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       98000 | PA      | $96830.61      | 0.00%             | 2046-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2016-UBS12                                                                          | MORGAN STANLEY TR 2016-UBS12 A3 3.337% 12/15/2049                                                                                | CUSIP: 61691EAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1812074 | PA      | $1799196.88    | 0.00%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMM 2016-COR1 MTG TR                                                                                       | COMM 2016-COR1 MTG TR 2.826% 10/10/2049                                                                                          | CUSIP: 12594MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6782723 | PA      | $6748223.58    | 0.02%             | 2049-10-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4% 12/01/2046                                                                                        | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $806153.37     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K58 MORTGAGE TRUST                                                                               | FREMF 2016-K58 MORTGAGE TRUST 3.7387% 9/25/49 144A                                                                               | CUSIP: 35690AAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3090000 | PA      | $3066206.69    | 0.01%             | 2049-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                                    | CONSTELLATION BRANDS INC 3.7% 12/06/2026                                                                                         | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1197750.10    | 0.00%             | 2026-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                                                    | ARCH CAP FIN LLC 4.011% 12/15/2026                                                                                               | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     8495000 | PA      | $8494152.88    | 0.02%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 05/46#G08707                                                                                                        | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      135527 | PA      | $134117.01     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2046#G08742                                                                                                 | CUSIP: 3128MJZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       89581 | PA      | $85719.02      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045                                | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3015000 | PA      | $2862827.16    | 0.01%             | 2045-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/41#G06620                                                                                                      | CUSIP: 3128M8VM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       66468 | PA      | $67684.67      | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/44#G08596                                                                                                      | CUSIP: 3128MJUW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21255 | PA      | $21621.73      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/44#G07828                                                                                                      | CUSIP: 3128MAA58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      121751 | PA      | $123867.32     | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C6 MTG TR                                                                                        | CFCRE 2016-C6 MTG TR 2.95% 11/10/2049                                                                                            | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      527091 | PA      | $524679.44     | 0.00%             | 2049-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6                                                                 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 XA CSTR 12/10/2049                                                                   | CUSIP: 17291EBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11820969 | PA      | $24069.86      | 0.00%             | 2049-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32                                                            | MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32 A3 3.459% 12/15/2049                                                            | CUSIP: 61691GAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8677804 | PA      | $8624683.84    | 0.02%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/46#AS7248                                                                                                        | CUSIP: 3138WHBS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      186212 | PA      | $184064.02     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2046#G08738                                                                                                 | CUSIP: 3128MJZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      744670 | PA      | $712799.10     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2046#AS8461                                                                                                 | CUSIP: 3138WJMK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      388351 | PA      | $369112.82     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/44#G60201                                                                                                      | CUSIP: 31335AGJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57306 | PA      | $58293.04      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 12/01/2046#G08741                                                                                                   | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3967096 | PA      | $3677083.54    | 0.01%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2046#MA2833                                                                                                   | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100556 | PA      | $93096.85      | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 09/01/2046#MA2737                                                                                                   | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      151310 | PA      | $140133.25     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/2046#AS7155                                                                                                   | CUSIP: 3138WG5R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      459986 | PA      | $426007.82     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 08/01/2046#Q42260                                                                                                   | CUSIP: 3132WFQN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34802 | PA      | $32377.71      | 0.00%             | 2046-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2047#MA2863                                                                                                   | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1905233 | PA      | $1763904.33    | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSMC 2016-NXSR COML MTG TR                                                                                  | CSMC 2016-NXSR COML MTG TR 3.7948% 12/15/2049                                                                                    | CUSIP: 12594PAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1803239 | PA      | $1794607.55    | 0.00%             | 2049-12-15      | Fixed         | 0.04%                 | 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        |     1442654 | PA      | $1339274.49    | 0.00%             | 2046-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 12/01/2031#AS8511                                                                                                 | CUSIP: 3138WJN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      868337 | PA      | $844039.84     | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 10/01/2031#AS8226                                                                                                 | CUSIP: 3138WJD88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      474998 | PA      | $462027.68     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                                          | ANHEUSER BUSCH INBEV WORLD INC 4.95% 01/15/2042                                                                                  | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      417000 | PA      | $404772.86     | 0.00%             | 2042-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 11/20/2046#MA4069                                                                                                   | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       89099 | PA      | $85620.38      | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                                               | HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2045                                                                                     | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       38000 | PA      | $39032.18      | 0.00%             | 2045-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/46#G08735                                                                                                      | CUSIP: 3128MJY95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      221657 | PA      | $223524.01     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K59 MTG TR                                                                                       | FREMF 2016-K59 B CSTR 11/49 144A                                                                                                 | CUSIP: 30295RAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137909 | PA      | $136935.32     | 0.00%             | 2049-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                                               | HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2035                                                                                     | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108400.61     | 0.00%             | 2035-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.282% 01/09/2028 144A                                                                                              | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      430000 | PA      | $431090.73     | 0.00%             | 2028-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.887%/VAR 01/10/2028                                                                                              | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2746183.41    | 0.01%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061                                                                | CUSIP: 38375BWC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |         215 | PA      | $215.73        | 0.00%             | 2061-05-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 01/47#MA4197                                                                                                          | CUSIP: 36179SUW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      125722 | PA      | $123685.29     | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 4.663% 06/15/2051                                                                                                      | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      475000 | PA      | $414694.74     | 0.00%             | 2051-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2044#AS3638                                                                                                   | CUSIP: 3138WDBG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52459 | PA      | $51999.60      | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.3% 04/15/2047                                                                                               | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      225000 | PA      | $205617.98     | 0.00%             | 2047-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2044#AW5713                                                                                                 | CUSIP: 3138XVK33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1882 | PA      | $1911.85       | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2045#BA4471                                                                                                 | CUSIP: 3140E86H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7167 | PA      | $7239.39       | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2044#AS2319                                                                                                 | CUSIP: 3138WBSH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1735 | PA      | $1762.95       | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2044#AS1626                                                                                                 | CUSIP: 3138WAYY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      590726 | PA      | $600306.42     | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2044#AX2179                                                                                                 | CUSIP: 3138Y3M57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4195 | PA      | $4244.17       | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2044#AV4104                                                                                                 | CUSIP: 3138XFR23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      210371 | PA      | $213692.58     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2044#AV2400                                                                                                 | CUSIP: 3138XDU24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5582 | PA      | $5673.09       | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2044#AS3179                                                                                                 | CUSIP: 3138WCQ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7216 | PA      | $7330.20       | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2044#AW6505                                                                                                 | CUSIP: 3138XWGP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      242047 | PA      | $245916.69     | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2044#AW4740                                                                                                 | CUSIP: 3138XUHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22459 | PA      | $22811.31      | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2044#AW5423                                                                                                 | CUSIP: 3138XVAZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19971 | PA      | $20283.71      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2046#BD2680                                                                                                 | CUSIP: 3140F96S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      376774 | PA      | $380095.10     | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2044#AS1792                                                                                                 | CUSIP: 3138WA7E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7661 | PA      | $7781.44       | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | 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        |       62000 | PA      | $61986.13      | 0.00%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 12/20/2046#MA4127                                                                                                   | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      823739 | PA      | $791579.22     | 0.00%             | 2046-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.824%/VAR 01/20/2028                                                                                | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      525000 | PA      | $524336.64     | 0.00%             | 2028-01-20      | Variable      | 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        |     1100000 | PA      | $1111303.38    | 0.00%             | 2027-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNA 2017-M1 A2 VAR 10/26                                                                                                         | CUSIP: 3136AUG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      193272 | PA      | $191347.43     | 0.00%             | 2026-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2043#AS0214                                                                                                 | CUSIP: 3138W9GY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      118371 | PA      | $114798.08     | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 8.5% 01/31/2047 REGS                                                                                    | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      300000 | PA      | $286500.00     | 0.00%             | 2047-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.75% 09/21/2047                                                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    11150000 | PA      | $9271225.00    | 0.02%             | 2047-09-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHILDRENS HOSP CORP                                                                                         | CHILDRENS HOSP CORP 4.115% 01/01/2047                                                                                            | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |      265000 | PA      | $227690.97     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DBWF 2016-85T MORTGAGE TRUST                                                                                | DBWF 2016-85T MORTGAGE TRUST 3.791% 12/10/2036 144A                                                                              | CUSIP: 23307CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1390000 | PA      | $1374298.00    | 0.00%             | 2036-12-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                                                    | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     4915000 | PA      | $4909433.47    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2996 ZD 5.5% 06/35                                                                                                           | CUSIP: 31395UZR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      131974 | PA      | $134099.64     | 0.00%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                                                    | UTAH ACQUISITION SUB INC 5.25% 06/15/2046                                                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      695000 | PA      | $585514.31     | 0.00%             | 2046-06-15      | Fixed         | 0.05%                 | 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        |     9789000 | PA      | $7641920.48    | 0.02%             | 2047-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 01/47#MA4263                                                                                                          | CUSIP: 36179SWY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      209673 | PA      | $206079.58     | 0.00%             | 2047-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/42#AP8469                                                                                                        | CUSIP: 3138MCMT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      428934 | PA      | $403617.87     | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 04/43#MA0935                                                                                                          | CUSIP: 36179NBC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       95292 | PA      | $93915.57      | 0.00%             | 2043-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 02/43#MA0784                                                                                                          | CUSIP: 36179M2R0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       95216 | PA      | $93818.50      | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 3/41#AH8925                                                                                                       | CUSIP: 3138AA4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      768629 | PA      | $781779.87     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2933 ZM 5.75% 02/15/2035                                                                                                     | CUSIP: 31395MT74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      226971 | PA      | $231806.53     | 0.00%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2043#C04446                                                                                                   | CUSIP: 31292L5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      117596 | PA      | $110606.83     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                                                | AMERIGAS PARTN LP/AMERIGAS FIN 5.75% 05/20/2027                                                                                  | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      414000 | PA      | $417412.19     | 0.00%             | 2027-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.125% 03/01/2027                                                                                                        | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2471000 | PA      | $2472472.67    | 0.01%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 5.2% 03/01/2047                                                                                                          | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1467385.28    | 0.00%             | 2047-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 2.875% 02/01/2027                                                                                     | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     1060000 | PA      | $1053320.00    | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2010-150 ZC 4.75% 01/41                                                                                                      | CUSIP: 31397QAV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      471451 | PA      | $468147.48     | 0.00%             | 2041-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 2010-95 ZC 5% 09/25/2040                                                                                              | CUSIP: 31398NFC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      971306 | PA      | $960356.75     | 0.00%             | 2040-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 01/01/2032#AS8602                                                                                                 | CUSIP: 3138WJRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      489951 | PA      | $476404.85     | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | 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        |      417049 | PA      | $387163.44     | 0.00%             | 2047-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 12/20/2046#MA4125                                                                                                   | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      347571 | PA      | $310878.21     | 0.00%             | 2046-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 06/25/2045                                                                                     | CUSIP: 3136ANY68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      284583 | PA      | $39381.73      | 0.00%             | 2045-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 11/46#MA4071                                                                                                        | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      295522 | PA      | $298927.58     | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE II BV                                                                             | LYB INTERNATIONAL FINANCE II BV 3.5% 03/02/2027                                                                                  | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |      105000 | PA      | $104598.23     | 0.00%             | 2027-03-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 6.25%/VAR 02/28/2057                                                                                            | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $77530.00      | 0.00%             | 2057-02-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2047#BE1526                                                                                                 | CUSIP: 3140FLVU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155084 | PA      | $148419.00     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2047#BE5530                                                                                                 | CUSIP: 3140FREC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82525 | PA      | $78978.08      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2046#BC6149                                                                                                 | CUSIP: 3140F1ZP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      136481 | PA      | $130743.23     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/01/2047#BE5696                                                                                                 | CUSIP: 3140FRKJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65487 | PA      | $62672.50      | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GNMA 2017-H06 FA T1Y+35 08/66                                                                                                    | CUSIP: 38376RV60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      116452 | PA      | $116323.46     | 0.00%             | 2066-08-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                                                         | JOHNSON and JOHNSON 3.625% 03/03/2037                                                                                            | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92156.76      | 0.00%             | 2037-03-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2047#AL9776                                                                                                 | CUSIP: 3138ER2J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1462569 | PA      | $1400627.47    | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2047#BE7087                                                                                                 | CUSIP: 3140FS2V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31853 | PA      | $32054.08      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2047#BE8498                                                                                                 | CUSIP: 3140FUNQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54496 | PA      | $54873.97      | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2047#BE6506                                                                                                 | CUSIP: 3140FSGQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48386 | PA      | $48721.37      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2046#BE4488                                                                                                 | CUSIP: 3140FP7A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114795 | PA      | $115627.57     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2046#BE2386                                                                                                 | CUSIP: 3140FMUL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86417 | PA      | $87043.76      | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2046#BE1671                                                                                                 | CUSIP: 3140FL2D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68967 | PA      | $69467.56      | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2046#BD1238                                                                                                 | CUSIP: 3140F8LU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26975 | PA      | $27212.89      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2011-4 PZ 5% 2/41                                                                                                            | CUSIP: 31397QKY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      206623 | PA      | $206429.90     | 0.00%             | 2041-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2046#AL9515                                                                                                 | CUSIP: 3138ERSD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      401303 | PA      | $384432.69     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/46#BC9077                                                                                                      | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2180630 | PA      | $2088278.18    | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3% 08/45#AL8626                                                                                                        | CUSIP: 36184FSP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      297584 | PA      | $275510.42     | 0.00%             | 2045-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 4.45% 03/01/2047                                                                                                  | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      129000 | PA      | $112879.94     | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                                                  | TOLL BROS FIN CORP 4.875% 03/15/2027                                                                                             | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6386400.68    | 0.01%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.25% 04/15/2047                                                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      770000 | PA      | $640432.73     | 0.00%             | 2047-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2046#AS8453                                                                                                   | CUSIP: 3138WJMB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      133598 | PA      | $123687.71     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2046#BC9096                                                                                                 | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      372387 | PA      | $356034.05     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 4.125% 03/16/2027                                                                                     | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      117000 | PA      | $117417.24     | 0.00%             | 2027-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNA 2017-M3 A2 CSTR 12/26                                                                                                        | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      282820 | PA      | $279827.68     | 0.00%             | 2026-12-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2046#BC7248                                                                                                 | CUSIP: 3140F3BS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      400835 | PA      | $383859.26     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 3.85% 04/01/2027                                                                                     | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      500000 | PA      | $499050.75     | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2042#Q13237                                                                                                 | CUSIP: 3132HPS21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      409300 | PA      | $396637.40     | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K63 MORTGAGE TRUST                                                                               | FREMF 2017-K63 MORTGAGE TRUST VAR 02/25/2050 144A                                                                                | CUSIP: 30300HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      347991 | PA      | $345507.32     | 0.00%             | 2050-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                                              | OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028                                                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     7569000 | PA      | $7641934.20    | 0.02%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1MKT                                                                            | ONE MARKET PLAZA TRUST 2017-1MKT 3.6139% 02/10/2032 144A                                                                         | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3652239 | PA      | $3548965.53    | 0.01%             | 2032-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1MKT                                                                            | ONE MARKET PLAZA TRUST 2017-1MKT 4.1455% 02/10/2032 144A                                                                         | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $93204.56      | 0.00%             | 2032-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 03/20/2047#MA4322                                                                                                     | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      393830 | PA      | $387081.29     | 0.00%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                                          | ESSEX PORTFOLIO LP 3.625% 05/01/2027                                                                                             | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99705.85      | 0.00%             | 2027-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 05/01/2033#K90513                                                                                                 | CUSIP: 3132J2SA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      282825 | PA      | $280830.06     | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 4.25% 04/11/2027                                                                                              | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $401048.25     | 0.00%             | 2027-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FED HOME LOAN MTG CORP - GOLD 3.5% 07/15/2042                                                                                    | CUSIP: 3128HXKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       39024 | PA      | $37687.49      | 0.00%             | 2042-07-15      | Fixed         | 0.04%                 | 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        |      962553 | PA      | $924666.12     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2017-C5                                                                              | JPMDB COML MTG SECS TR 2017-C5 3.414% 03/15/2050                                                                                 | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2966193 | PA      | $2932560.21    | 0.01%             | 2050-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2047#BE9261                                                                                                 | CUSIP: 3140FVJF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13642 | PA      | $13719.86      | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY SOUTHN CALIF                                                                                     | UNIVERSITY SOUTHN CALIF 3.841% 10/01/2047                                                                                        | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |      815000 | PA      | $676548.13     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 03/01/2032#G18636                                                                                                   | CUSIP: 3128MMV67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      219108 | PA      | $215409.85     | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.898% 06/25/2027                                                                                 | CUSIP: 3136AV6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2877832 | PA      | $2839592.10    | 0.01%             | 2027-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                               | LOWES COS INC 3.1% 05/03/2027                                                                                                    | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198160.24     | 0.00%             | 2027-05-03      | Fixed         | 0.03%                 | 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        |     2268732 | PA      | $2292483.39    | 0.01%             | 2037-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                                                         | NUSTAR LOGISTICS LP 5.625% 04/28/2027                                                                                            | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       68000 | PA      | $68651.03      | 0.00%             | 2027-04-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2017-30 AI 5.5% 05/47                                                                                                        | CUSIP: 3136AWQD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      178818 | PA      | $23300.88      | 0.00%             | 2047-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 3.125% 05/04/2027                                                                                                       | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      351000 | PA      | $348245.93     | 0.00%             | 2027-05-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                                                         | SHERWIN WILLIAMS CO 3.45% 06/01/2027                                                                                             | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      102000 | PA      | $101494.18     | 0.00%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 4.05% 05/04/2047                                                                                                        | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      110000 | PA      | $90864.70      | 0.00%             | 2047-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 05/15/2047                                                                                        | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4722000 | PA      | $3675044.06    | 0.01%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS and ANNUITY ASSN AMER                                                                          | TEACHERS INS and ANNUITY ASSN AMER 4.27% 05/15/2047 144A                                                                         | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |       43000 | PA      | $36036.77      | 0.00%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2010-160 DY 4% 12/20/2040                                                                                                    | CUSIP: 38377RLW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      712071 | PA      | $708818.33     | 0.00%             | 2040-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2010-170 B 4% 12/40                                                                                                          | CUSIP: 38377NRP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      157718 | PA      | $156995.07     | 0.00%             | 2040-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 5.45% 06/01/2047                                                                                                       | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      168000 | PA      | $158642.86     | 0.00%             | 2047-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 3.15% 05/11/2027                                                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      228000 | PA      | $225786.30     | 0.00%             | 2027-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 4.1% 05/11/2047                                                                                                       | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      400000 | PA      | $308952.19     | 0.00%             | 2047-05-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2045#AZ4750                                                                                                 | CUSIP: 3138YWH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161751 | PA      | $155365.33     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/44#AW7446                                                                                                        | CUSIP: 3138XXHY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      156048 | PA      | $154655.09     | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                                                | SABINE PASS LIQUEFACTION LLC 5% 03/15/2027                                                                                       | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     2788000 | PA      | $2801092.22    | 0.01%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 04/20/2047#784303                                                                                                     | CUSIP: 3622A2X80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1275868 | PA      | $1247624.66    | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 04/47#784304                                                                                                          | CUSIP: 3622A2X98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1429598 | PA      | $1397951.53    | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 3.584%/VAR 05/22/2028                                                                                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      905000 | PA      | $900215.49     | 0.00%             | 2028-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 1.65% 02/20/2063                                                                                    | CUSIP: 38375BK84<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |         164 | PA      | $157.98        | 0.00%             | 2063-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 06/47#MA4511                                                                                                          | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      408100 | PA      | $401106.74     | 0.00%             | 2047-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                                                | QUALCOMM INC 4.3% 05/20/2047                                                                                                     | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      292000 | PA      | $247942.17     | 0.00%             | 2047-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                                                     | BECTON DICKINSON and CO 3.7% 06/06/2027                                                                                          | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      231000 | PA      | $230173.31     | 0.00%             | 2027-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2036#889583                                                                                                   | CUSIP: 31410KJ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44966 | PA      | $46171.09      | 0.00%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2039#AL6611                                                                                                   | CUSIP: 3138EPKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      191018 | PA      | $196291.77     | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                                                       | NYU LANGONE HOSPITALS 4.368% 07/01/2047                                                                                          | CUSIP: 62952EAE7<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |      810000 | PA      | $715642.53     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 05/01/2033#710653                                                                                                   | CUSIP: 31401KQE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2741 | PA      | $2811.77       | 0.00%             | 2033-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2033#730817                                                                                                   | CUSIP: 31402J4A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7966 | PA      | $8167.93       | 0.00%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2036#310015                                                                                                   | CUSIP: 31374CK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4996 | PA      | $5127.52       | 0.00%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/33#731291                                                                                                        | CUSIP: 31402KNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71498 | PA      | $73229.75      | 0.00%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                                                 | SCOTTS MIRACLE GRO CO (THE) 5.25% 12/15/2026                                                                                     | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       59000 | PA      | $58943.32      | 0.00%             | 2026-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                                              | CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027                                                                                     | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     3200000 | PA      | $3199579.71    | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                                             | TYSON FOODS INC 3.55% 06/02/2027                                                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      744000 | PA      | $740536.90     | 0.00%             | 2027-06-02      | 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        |      129000 | PA      | $129686.41     | 0.00%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2005-79 ZC 5.9% 09/25/2035                                                                        | CUSIP: 31394FGT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      111669 | PA      | $113478.37     | 0.00%             | 2035-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6                                                         | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6 A5 3.4898% 07/15/2050                                                        | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4915205.00    | 0.01%             | 2050-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR                                                                      | COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR A4 3.514% 05/10/2050                                                                      | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3963649.20    | 0.01%             | 2050-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 3.75% 06/15/2027                                                                                                | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     2835000 | PA      | $2828761.19    | 0.01%             | 2027-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 01/20/2047#MA4198                                                                                                   | CUSIP: 36179SUX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      111337 | PA      | $112686.34     | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2046#MA2781                                                                                                 | CUSIP: 31418CCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      217606 | PA      | $193538.06     | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.691%/VAR 06/05/2028                                                                              | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      667000 | PA      | $663869.53     | 0.00%             | 2028-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNMA 13-149 MA 2.5% 5/20/40                                                                                                      | CUSIP: 38378UQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      174109 | PA      | $172589.64     | 0.00%             | 2040-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                                                         | CARDINAL HEALTH INC 3.41% 06/15/2027                                                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99405.28      | 0.00%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2047#AS8699                                                                                                   | CUSIP: 3138WJUZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      280732 | PA      | $276879.49     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 3.75% 06/01/2047                                                                                   | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $942406.25     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 3.875% 06/15/2047                                                                                   | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       37000 | PA      | $29231.86      | 0.00%             | 2047-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 04/15/2046#784232                                                                                                   | CUSIP: 3622A2VZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1862745 | PA      | $1821533.39    | 0.00%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 6.125% 06/15/2033 REGS                                                                               | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      950000 | PA      | $940975.00     | 0.00%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.5% 06/15/2047                                                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       90000 | PA      | $85803.10      | 0.00%             | 2047-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/47#Q48877                                                                                                        | CUSIP: 3132WN2K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2149555 | PA      | $2124497.89    | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2045#AS5263                                                                                                 | CUSIP: 3138WEZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      569194 | PA      | $546253.14     | 0.00%             | 2045-06-01      | 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        |      129175 | PA      | $130182.47     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2017-GS6                                                                                     | GS MTG SECS TR 2017-GS6 3.164% 05/10/2050                                                                                        | CUSIP: 36253PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      461935 | PA      | $456679.70     | 0.00%             | 2050-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 08/01/2034#C91778                                                                                                 | CUSIP: 3128P76P3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      138366 | PA      | $137216.94     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 4683 LM 3% 05/15/2047                                                                                                        | CUSIP: 3137BYKR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      349450 | PA      | $341266.98     | 0.00%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS METRO                                                                                         | EVERGY KANSAS METRO 4.2% 06/15/2047                                                                                              | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |       21000 | PA      | $17357.35      | 0.00%             | 2047-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 07/01/2032#MA3060                                                                                                   | CUSIP: 31418CMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      449590 | PA      | $441213.70     | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 10YR 3% 05/01/2027#MA3010                                                                                                   | CUSIP: 31418CKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         934 | PA      | $927.98        | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.72% 07/25/2026                                                                                  | CUSIP: 3137BS5N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      242567 | PA      | $241602.05     | 0.00%             | 2026-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                            | FIRSTENERGY CORP STEP 07/15/2047                                                                                                 | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1097000 | PA      | $977826.09     | 0.00%             | 2047-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                            | FIRSTENERGY CORP STEP 07/15/2027                                                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     6855000 | PA      | $6883300.52    | 0.02%             | 2027-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 03/20/2047#MA4323                                                                                                   | CUSIP: 36179SYU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       97974 | PA      | $99161.60      | 0.00%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS SA                                                                                   | INTELSAT JACKSON HLDGS SA 9.75% 12/31/2049 144A                                                                                  | CUSIP: 45824TAY1<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     5500000 | PA      | $0.55          | 0.00%             | 2049-12-31      | Fixed         | 0.10%                 | No            |                  3 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.303% 04/25/2029                                                                                 | CUSIP: 3136AWWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      391311 | PA      | $384831.01     | 0.00%             | 2029-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 3.375% 02/15/2028                                                                                               | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      190000 | PA      | $183618.18     | 0.00%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                                         | SIRIUS XM RADIO INC 5% 08/01/2027 144A                                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      450000 | PA      | $449734.68     | 0.00%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 3.7% 07/15/2027                                                                                                     | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      161000 | PA      | $160652.93     | 0.00%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 4.812% 03/15/2039                                                                                     | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1385506.76    | 0.00%             | 2039-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2046#Q45458                                                                                                   | CUSIP: 3132WKB49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      334057 | PA      | $330887.78     | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 10/20/2042#MA0463                                                                                                     | CUSIP: 36179MQQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      217820 | PA      | $214603.58     | 0.00%             | 2042-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4% 07/13/2027                                                                                                          | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200156.91     | 0.00%             | 2027-07-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6                                                         | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6 3.2829% 07/15/2050                                                           | CUSIP: 48128KBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       39180 | PA      | $38973.00      | 0.00%             | 2050-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                                                                  | FORTIS INC 3.055% 10/04/2026                                                                                                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      301000 | PA      | $299117.65     | 0.00%             | 2026-10-04      | Fixed         | 0.03%                 | 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        |     1003488 | PA      | $984723.49     | 0.00%             | 2047-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                                                | KREDITANSTALT FUR WIEDER(UNGTD 1.125% 09/15/2032 REGS                                                                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      900000 | PA      | $972911.48     | 0.00%             | 2032-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                                              | BANK 2017-BNK6 ASB 3.289% 07/60                                                                                                  | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       56182 | PA      | $55988.43      | 0.00%             | 2060-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 3.882%/VAR 07/24/2038                                                                                      | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $3894862.30    | 0.01%             | 2038-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.668%/VAR 07/24/2028                                                                                              | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      163000 | PA      | $162227.87     | 0.00%             | 2028-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.593%/VAR 07/21/2028                                                                                | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      720000 | PA      | $715787.88     | 0.00%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                                                | SABINE PASS LIQUEFACTION LLC 4.2% 03/15/2028                                                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      300000 | PA      | $301215.99     | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                                                   | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.65% 07/21/2027                                                       | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4098000 | PA      | $4083098.57    | 0.01%             | 2027-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/41#AH7932                                                                                                      | CUSIP: 3138A9Y65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76085 | PA      | $77381.11      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                                                        | COLGATE-PALMOLIVE CO 3.7% 08/01/2047                                                                                             | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      203000 | PA      | $164920.16     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017-C38                                                                            | WELLS FARGO COML MTG TR 2017-C38 3.665% 07/15/2050                                                                               | CUSIP: 95001MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1110000 | PA      | $1087823.53    | 0.00%             | 2050-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                            | CROWN CASTLE INC 3.65% 09/01/2027                                                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      473000 | PA      | $470657.38     | 0.00%             | 2027-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC 2010-116 QB 4% 09/16/2040                                                                            | CUSIP: 38377LAL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     1176293 | PA      | $1171236.41    | 0.00%             | 2040-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 4.875% 01/15/2028                                                                                  | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1798953.30    | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 4.5% 08/10/2033                                                                                       | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      241000 | PA      | $240389.94     | 0.00%             | 2033-08-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2047#AX5831                                                                                                   | CUSIP: 36196HPQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19366 | PA      | $18900.82      | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2047#AX5857                                                                                                   | CUSIP: 36196HQJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18673 | PA      | $18225.22      | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 07/15/2046#AT7623                                                                                                   | CUSIP: 36194GPG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10441 | PA      | $10213.17      | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 07/15/2046#AT7536                                                                                                   | CUSIP: 36194GLR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12999 | PA      | $12715.76      | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 12/15/2046#AX5803                                                                                                   | CUSIP: 36196HNU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3704 | PA      | $3620.83       | 0.00%             | 2046-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2047#AX5855                                                                                                   | CUSIP: 36196HQG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6841 | PA      | $6677.09       | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2047#AX5815                                                                                                   | CUSIP: 36196HN89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14362 | PA      | $14017.38      | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.15% 02/15/2028                                                                                                    | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197695.13     | 0.00%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.25% 08/15/2027                                                                                                       | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10019000 | PA      | $9849538.03    | 0.02%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.75% 08/15/2047                                                                                     | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8730000 | PA      | $6473499.63    | 0.01%             | 2047-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 5.4% 04/01/2048                                                                                                | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      144000 | PA      | $132572.15     | 0.00%             | 2048-04-01      | Fixed         | 0.05%                 | 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        |      260000 | PA      | $259439.41     | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST                                                        | AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST 3.35% 04/15/2031                                                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      297042 | PA      | $290248.28     | 0.00%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CFCRE COML MTG TR 2011-C2                                                                                   | CFCRE COML MTG TR 2011-C2 VAR 12/15/2047 144A                                                                                    | CUSIP: 12527DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       27089 | PA      | $26752.43      | 0.00%             | 2047-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3% 01/01/2037#C91908                                                                                                   | CUSIP: 3128P8DM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      923822 | PA      | $899257.73     | 0.00%             | 2037-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2013-134 SA SOFR30A+593.552 01/25/2044                                                            | CUSIP: 3136AHTW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       60610 | PA      | $7034.87       | 0.00%             | 2044-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 3.3% 08/23/2029                                                                                        | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97725.63      | 0.00%             | 2029-08-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 07/20/2047#MA4586                                                                                                   | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2325142 | PA      | $2231460.01    | 0.00%             | 2047-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/47#MA3088                                                                                                        | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      282874 | PA      | $278285.54     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 3.75% 08/15/2047                                                                                   | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |       96000 | PA      | $74712.87      | 0.00%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.061% 05/25/2027                                                                                 | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      189838 | PA      | $188233.56     | 0.00%             | 2027-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.243% 04/25/2027                                                                                 | CUSIP: 3137F1G44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      194050 | PA      | $192853.88     | 0.00%             | 2027-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                                            | WESTINGHOUSE AIR BRAKE TECH CORP 3.45% 11/15/2026                                                                                | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1484587.63    | 0.00%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 03/20/2043#AA6146                                                                                                     | CUSIP: 36178DZK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      238760 | PA      | $223462.10     | 0.00%             | 2043-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 03/20/2043#AD8812                                                                                                     | CUSIP: 36180MYH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       99304 | PA      | $93002.03      | 0.00%             | 2043-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 06/01/2047#G08768                                                                                                 | CUSIP: 3128MJ2A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      168945 | PA      | $169892.86     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MTG TR                                                                                          | CD 2017-CD5 MTG TR A4 3.431% 08/15/2050                                                                                          | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $987561.00     | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 03/20/2043#AA6141                                                                                                   | CUSIP: 36178DZE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      354001 | PA      | $338549.94     | 0.00%             | 2043-03-20      | Fixed         | 0.04%                 | 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        |      830584 | PA      | $794332.43     | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2041#Q04127                                                                                                   | CUSIP: 3132GKHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       63511 | PA      | $63315.31      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MTG TR                                                                                          | CD 2017-CD5 MTG TR 3.171% 08/15/2050                                                                                             | CUSIP: 12515HAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2662262 | PA      | $2624249.59    | 0.01%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                                  | ZOETIS INC 3% 09/12/2027                                                                                                         | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      112000 | PA      | $110673.13     | 0.00%             | 2027-09-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MOUNTAIN INC 4.875% 09/15/2027 144A                                                                                         | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      601000 | PA      | $600788.99     | 0.00%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                                                     | DEERE JOHN CAPITAL CORP 2.8% 09/08/2027                                                                                          | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98757.02      | 0.00%             | 2027-09-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LIMITED                                                                                      | SANTOS FINANCE LTD 4.125% 09/14/2027 REGS                                                                                        | CUSIP: N/A<br>LEI: 213800BKUBSWG53XNS94       | Long             | DBT              | CORP              | AU        |     6300000 | PA      | $6290326.35    | 0.01%             | 2027-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                                                      | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                                                       | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1347505.14    | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 07/01/2032#J37270                                                                                                   | CUSIP: 31307UCF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39439 | PA      | $38768.85      | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 04/01/2032#J36710                                                                                                   | CUSIP: 31307TN31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8425 | PA      | $8301.76       | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 04/01/2032#J36729                                                                                                   | CUSIP: 31307TPN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24326 | PA      | $23950.26      | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 08/01/2032#J37406                                                                                                   | CUSIP: 31307UGP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53732 | PA      | $52820.41      | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 08/01/2032#J37452                                                                                                   | CUSIP: 31307UH50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35207 | PA      | $34602.35      | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 3.8% 09/15/2047                                                                                   | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      140000 | PA      | $108669.93     | 0.00%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2045#AS5133                                                                                                 | CUSIP: 3138WEV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      970797 | PA      | $932740.72     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2047#BD2440                                                                                                 | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      122094 | PA      | $116694.62     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                         | PECO ENERGY COMPANY 3.7% 09/15/2047                                                                                              | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       66000 | PA      | $51210.20      | 0.00%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A                                                | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $274731.99     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2047#MA3149                                                                                                   | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1308856 | PA      | $1287624.54    | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2047#G08784                                                                                                 | CUSIP: 3128MJ2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      580426 | PA      | $555041.05     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                                          | UNION PACIFIC CORP 3.6% 09/15/2037                                                                                               | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1148000 | PA      | $1036555.02    | 0.00%             | 2037-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                                                          | BROOKFIELD FIN INC 4.7% 09/20/2047                                                                                               | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       44000 | PA      | $37938.00      | 0.00%             | 2047-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CGMS COMMERCIAL MORTGAGE TRUST 2017-B1                                                                      | CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 3.197% 08/15/2050                                                                         | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      856433 | PA      | $847237.23     | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TR                                                                                         | MEXICO CITY ARPT TR 5.5% 07/31/2047 144A                                                                                         | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3767000 | PA      | $3295737.38    | 0.01%             | 2047-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                                         | PRUDENTIAL FINL INC 4.5%/VAR 09/15/2047                                                                                          | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98516.66      | 0.00%             | 2047-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                                                   | MILLICOM INTL CELLULAR SA 5.125% 01/15/2028 144A                                                                                 | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      247500 | PA      | $246188.25     | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | 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        |     6727040 | PA      | $6702300.64    | 0.01%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 09/47#MA4720                                                                                                          | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2223662 | PA      | $2182081.44    | 0.00%             | 2047-09-20      | Fixed         | 0.04%                 | 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        |       71422 | PA      | $70077.96      | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | 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        |     5190000 | PA      | $4789152.06    | 0.01%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 4% 10/01/2027                                                                                                 | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      835000 | PA      | $835938.11     | 0.00%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                                    | ALLISON TRANSMISSION INC 4.75% 10/01/2027 144A                                                                                   | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6991.88       | 0.00%             | 2027-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2                                                                                              | COMM 2017-COR2 A3 3.51% 09/01/2050                                                                                               | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11380000 | PA      | $11248614.49   | 0.03%             | 2050-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                                                | HUDSON PACIFIC PROPERTIES LP 3.95% 11/01/2027                                                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      815000 | PA      | $775035.09     | 0.00%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.2% 10/03/2047                                                                                                        | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      795000 | PA      | $624409.10     | 0.00%             | 2047-10-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSSG TRUST 2017-237P                                                                                        | MSSG TRUST 2017-237P 3.397% 09/13/2039 144A                                                                                      | CUSIP: 55375KAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1669592.05    | 0.00%             | 2039-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                                                     | SAUDI ARABIA KINGDOM OF 3.625% 03/04/2028 REGS                                                                                   | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     8800000 | PA      | $8726344.00    | 0.02%             | 2028-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 3.9% 10/01/2027                                                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     3174000 | PA      | $3168027.29    | 0.01%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                                           | JORDAN KINGDOM OF 7.375% 10/10/2047 REGS                                                                                         | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      400000 | PA      | $395200.00     | 0.00%             | 2047-10-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                                     | BANK OF NOVA SCOTIA FRN TSFR3M+290.961 PERP                                                                                      | CUSIP: 064159KJ4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EP               | CORP              | CA        |    12927000 | PA      | $12916112.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                                              | BRASKEM NETHERLANDS FIN BV 4.5% 01/10/2028 144A                                                                                  | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      245000 | PA      | $111475.00     | 0.00%             | 2028-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                                                                                | PLAINS ALL AMERN PIPELINE LP 6.125%/VAR PERP                                                                                     | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |      330000 | PA      | $329715.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                                       | NORTHROP GRUMMAN CORP 4.03% 10/15/2047                                                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       98000 | PA      | $80396.79      | 0.00%             | 2047-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2047#BM2002                                                                                                   | CUSIP: 3140J6GL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2736100 | PA      | $2698557.17    | 0.01%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 09/20/2046#MA3940                                                                                                     | CUSIP: 36179SLV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      155454 | PA      | $160033.39     | 0.00%             | 2046-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 12/01/2029#AL8077                                                                                                 | CUSIP: 3138EQ6P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55062 | PA      | $54818.59      | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                                                 | WALMART INC 3.625% 12/15/2047                                                                                                    | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      192000 | PA      | $153051.30     | 0.00%             | 2047-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2                                                                                              | COMM 2017-COR2 3.317% 09/10/2050                                                                                                 | CUSIP: 12595EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      327667 | PA      | $325990.63     | 0.00%             | 2050-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.244% 08/25/2027                                                                                 | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      300000 | PA      | $297751.65     | 0.00%             | 2027-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.75% 10/15/2047                                                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       32000 | PA      | $24589.68      | 0.00%             | 2047-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 10/20/2047#MA4779                                                                                                     | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       57567 | PA      | $56490.58      | 0.00%             | 2047-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 3.875% 10/27/2027 144A                                                                                          | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      137000 | PA      | $136707.61     | 0.00%             | 2027-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.52%/VAR 10/27/2028                                                                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3031000 | PA      | $3007901.39    | 0.01%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.017%/VAR 10/31/2038                                                                              | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3493000 | PA      | $3156044.96    | 0.01%             | 2038-10-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 01/01/2032#G16177                                                                                                   | CUSIP: 3128MFCN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      482084 | PA      | $464511.18     | 0.00%             | 2032-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C4                                                                       | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 3.836% 10/15/2050                                                                          | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1690000 | PA      | $1649403.67    | 0.00%             | 2050-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISHARES BROAD USD HIGH YIELD CORPORATE BOND ETF                                                             | iShares Broad USD High Yield Corp Bd ETF                                                                                         | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |       22267 | NS      | $832563.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                        | LOCKHEED MARTIN CORP 4.09% 09/15/2052                                                                                            | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      235000 | PA      | $190567.49     | 0.00%             | 2052-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                                            | MARKEL GROUP INC 4.3% 11/01/2047                                                                                                 | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      900000 | PA      | $737221.73     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                                            | MARKEL GROUP INC 3.5% 11/01/2027                                                                                                 | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      169000 | PA      | $167417.49     | 0.00%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.75% 11/15/2047                                                                                     | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6944000 | PA      | $5133948.77    | 0.01%             | 2047-11-15      | Fixed         | 0.03%                 | 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        |     6998920 | PA      | $6509140.05    | 0.01%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 3.2% 11/02/2027                                                                                                        | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $991088.82     | 0.00%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 3.5% 07/47#BM3041                                                                                                 | CUSIP: 3140J7LX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2662616 | PA      | $2550684.25    | 0.01%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2045#AZ1709                                                                                                 | CUSIP: 3138YS3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      350650 | PA      | $354507.66     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2045#AY9334                                                                                                 | CUSIP: 3138YPLQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       81132 | PA      | $82024.11      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2045#AY5719                                                                                                 | CUSIP: 3138YKK93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      366342 | PA      | $370601.34     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2044#AV6341                                                                                                 | CUSIP: 3138XJBK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37079 | PA      | $37693.15      | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2044#AX6510                                                                                                 | CUSIP: 3138Y8GU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      351726 | PA      | $355815.20     | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 04/01/2045#AY5316                                                                                                 | CUSIP: 3138YJ4A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131123 | PA      | $132647.30     | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2044#AX2369                                                                                                 | CUSIP: 3138Y3T35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21644 | PA      | $21991.32      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2044#AW5723                                                                                                 | CUSIP: 3138XVLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92047 | PA      | $93468.73      | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2045#AS5393                                                                                                 | CUSIP: 3138WE7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155532 | PA      | $157340.62     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2044#AX6493                                                                                                 | CUSIP: 3138Y8GB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59574 | PA      | $60266.31      | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 17-K68 MORTGAGE TRUST                                                                                 | FREMF 17-K68 MORTGAGE TRUST VAR 08/25/2027 144A                                                                                  | CUSIP: 30305EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275672 | PA      | $273060.42     | 0.00%             | 2049-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 3.75% 11/13/2047                                                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       29000 | PA      | $23303.39      | 0.00%             | 2047-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.8% 11/15/2037                                                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $921107.60     | 0.00%             | 2037-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                                          | AUTONATION INC DEL 3.8% 11/15/2027                                                                                               | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1071031.34    | 0.00%             | 2027-11-15      | Fixed         | 0.04%                 | 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        |      841015 | PA      | $809494.64     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2046#G60824                                                                                                   | CUSIP: 31335A4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      675756 | PA      | $670854.94     | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 11/20/2047#MA4838                                                                                                     | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       95666 | PA      | $93876.77      | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4% 11/15/2047                                                                                                        | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      214000 | PA      | $147559.82     | 0.00%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                                                         | JOHNSON and JOHNSON 3.4% 01/15/2038                                                                                              | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      181000 | PA      | $161404.78     | 0.00%             | 2038-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                                              | BRANDYWINE OPER PARTNERSHIP LP 3.95% 11/15/2027                                                                                  | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     5608000 | PA      | $5497026.65    | 0.01%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 04/01/2046#BC5795                                                                                                 | CUSIP: 3140F1NM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114262 | PA      | $115269.29     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2045#MA2490                                                                                                 | CUSIP: 31418BXU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79857 | PA      | $80660.68      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2047#MA3182                                                                                                 | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      664824 | PA      | $635006.09     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                                                   | UNITED PARCEL SERVICE INC 3.75% 11/15/2047                                                                                       | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      244000 | PA      | $192141.91     | 0.00%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS MLP                                                                                        | BUCKEYE PARTNERS MLP 4.125% 12/01/2027                                                                                           | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      379000 | PA      | $376697.69     | 0.00%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2047#MA3073                                                                                                 | CUSIP: 31418CMX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221066 | PA      | $222047.37     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2047#BH0967                                                                                                 | CUSIP: 3140GPCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      118248 | PA      | $118772.75     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 04/01/2047#BH1623                                                                                                 | CUSIP: 3140GPYV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20389 | PA      | $20505.44      | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2047#BH4576                                                                                                 | CUSIP: 3140GTCN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58279 | PA      | $58537.51      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 3.7% 12/01/2047                                                                                        | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $805922.96     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 3.7% 12/01/2047                                                                                            | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      284000 | PA      | $220920.70     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 4.375% 12/01/2047                                                                                            | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83663.29      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 3.65% 12/01/2027                                                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1255074.85    | 0.00%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2032#MA3187                                                                                                 | CUSIP: 31418CRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30569 | PA      | $29622.23      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                                               | AMEREN ILL CO 3.7% 12/01/2047                                                                                                    | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      130000 | PA      | $100831.40     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2017-ASHF                                                                           | MORGAN STANLEY CAPITAL I INC TSFR1M+125 11/15/2034 144A                                                                          | CUSIP: 61691KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      890000 | PA      | $883829.81     | 0.00%             | 2034-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 3.7% 03/15/2028                                                                                      | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      189000 | PA      | $187895.06     | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                                                         | NIGERIA REPUBLIC 6.5% 11/28/2027 REGS                                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      300000 | PA      | $304593.00     | 0.00%             | 2027-11-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.187% 09/25/2027                                                                                 | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1161345 | PA      | $1152443.82    | 0.00%             | 2027-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CCUBS COML MTG TR 2017-C1                                                                                   | CCUBS COML MTG TR 2017-C1 A3 3.283% 11/15/2050                                                                                   | CUSIP: 12508GAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3909496 | PA      | $3849478.88    | 0.01%             | 2050-11-15      | Fixed         | 0.03%                 | 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        |      130000 | PA      | $130165.23     | 0.00%             | 2028-01-31      | Fixed         | 0.05%                 | 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        |    26133000 | PA      | $21781591.82   | 0.05%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2017-B                                                                                 | SMB PRIVATE ED LN TR 2017-B 3.5% 12/16/2041 144A                                                                                 | CUSIP: 83189DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $494778.95     | 0.00%             | 2041-12-16      | Fixed         | 0.04%                 | 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        |     4842916 | PA      | $4644763.01    | 0.01%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 3.95% 12/01/2027                                                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19908.32      | 0.00%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 3.65% 01/15/2028                                                                                              | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      153000 | PA      | $152496.74     | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                                                          | PUBLIC SERVICE ELECTRIC AND GAS CO 3.6% 12/01/2047                                                                               | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      410000 | PA      | $311866.12     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                       | REPUBLIC OF INDONESIA 3.5% 01/11/2028                                                                                            | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     6300000 | PA      | $6253159.50    | 0.01%             | 2028-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE                                                                                           | JM SMUCKER CO/THE 3.375% 12/15/2027                                                                                              | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |      293000 | PA      | $290510.69     | 0.00%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                                                | JELD-WEN INC 4.875% 12/15/2027 144A                                                                                              | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     1077000 | PA      | $881461.39     | 0.00%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR CDA PASS THRU TR 2017-1                                                                                 | AIR CDA PASS THRU TR 2017-1 3.3% 07/15/2031 144A                                                                                 | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      360360 | PA      | $348974.17     | 0.00%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN and PET CO                                                                                   | CENTRAL GARDEN and PET CO 5.125% 02/01/2028                                                                                      | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14985.69      | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2047#G08792                                                                                                 | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      751386 | PA      | $718289.12     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHLMC MULTIFAM STRUCTURED PASS THROUGH K071 A2 3.286% 11/25/2027                                                                 | CUSIP: 3137FCLD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2100000 | PA      | $2083805.43    | 0.00%             | 2027-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 12/01/2045#G60397                                                                                                   | CUSIP: 31335ANN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14195 | PA      | $14067.49      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                                                  | STANDARD INDUSTRIES INC/NJ 4.75% 01/15/2028 144A                                                                                 | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3618000 | PA      | $3606698.82    | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                                         | CHURCHILL DOWNS INC 4.75% 01/15/2028 144A                                                                                        | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      170000 | PA      | $169448.32     | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                                          | CENOVUS ENERGY INC 5.25% 06/15/2037                                                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     1199000 | PA      | $1195060.00    | 0.00%             | 2037-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017                                                                                | WELLS FARGO COML MTG TR 2017 C42 XA CSTR 12/15/2050                                                                              | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28587120 | PA      | $356272.71     | 0.00%             | 2050-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MOUNTAIN INC 5.25% 03/15/2028 144A                                                                                          | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      248000 | PA      | $247735.71     | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.999% 11/01/2049                                                                                                   | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2268.05       | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.969% 11/01/2047                                                                                                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      296000 | PA      | $228050.78     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2017-C7                                                                                     | UBSCM 2017-C7 XA CSTR 12/50                                                                                                      | CUSIP: 90276WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12878094 | PA      | $183578.52     | 0.00%             | 2050-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.303% 11/25/2027                                                                                 | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5976848 | PA      | $5936711.07    | 0.01%             | 2027-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 11/20/2046#MA4070                                                                                                     | CUSIP: 36179SQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      300879 | PA      | $296192.86     | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA 4%/VAR 01/10/2033 144A                                                                                        | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      261000 | PA      | $259169.97     | 0.00%             | 2033-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR12M+91.513 11/20/2067                                                                           | CUSIP: 38375U3B4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      403588 | PA      | $406723.90     | 0.00%             | 2067-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                                                    | NEW YORK LIFE GLOBAL FDG 3% 01/10/2028 144A                                                                                      | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      107000 | PA      | $105612.69     | 0.00%             | 2028-01-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4% 01/01/2036#G30933                                                                                                   | CUSIP: 3132J4HK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      851862 | PA      | $864240.79     | 0.00%             | 2036-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 12/20/2047#MA4900                                                                                                   | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      849822 | PA      | $814519.76     | 0.00%             | 2047-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2012-149 DA 1.75% 01/25/2043                                                                      | CUSIP: 3136AA4A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      265790 | PA      | $250150.85     | 0.00%             | 2043-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 3.869%/VAR 01/12/2029 144A                                                                                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6800000 | PA      | $6778236.19    | 0.02%             | 2029-01-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2012-149 GA 1.75% 06/25/2042                                                                      | CUSIP: 3136AA2T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      367456 | PA      | $348939.43     | 0.00%             | 2042-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4135 AB 1.75% 06/15/2042                                                                          | CUSIP: 3137AWAE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      288798 | PA      | $275009.67     | 0.00%             | 2042-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 3.544% 01/17/2028                                                                                   | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      177000 | PA      | $176142.59     | 0.00%             | 2028-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2015-1                                                                           | NAVIENT STUDENT LOAN TRUST 2015-1 A2 SOFR30A+71.448 04/25/2040                                                                   | CUSIP: 63939FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1506282 | PA      | $1468995.86    | 0.00%             | 2040-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                      | SEMPRA 4% 02/01/2048                                                                                                             | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      965000 | PA      | $749024.25     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                      | SEMPRA 3.4% 02/01/2028                                                                                                           | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      437000 | PA      | $432226.50     | 0.00%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/01/2046#G08729                                                                                                 | CUSIP: 3128MJY38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      149872 | PA      | $151135.08     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | 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        |     1490000 | PA      | $1490400.81    | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 04/01/2027#AB4924                                                                                                   | CUSIP: 31417BPJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101695 | PA      | $101033.74     | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                            | CSC HOLDINGS LLC 5.375% 02/01/2028 144A                                                                                          | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      399000 | PA      | $286997.86     | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 05/01/2030#AS4956                                                                                                   | CUSIP: 3138WEQJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      154865 | PA      | $152782.81     | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 01/01/2032#AS8610                                                                                                   | CUSIP: 3138WJR83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31078 | PA      | $30535.04      | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                                                 | HOLOGIC INC 4.625% 02/01/2028 144A                                                                                               | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32969.21      | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 3.509%/VAR 01/23/2029                                                                                      | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9550000 | PA      | $9468593.51    | 0.02%             | 2029-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 3.897%/VAR 01/23/2049                                                                                      | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      182000 | PA      | $146434.56     | 0.00%             | 2049-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                                                     | PHILIPPINES REPUBLIC OF 3% 02/01/2028                                                                                            | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1130000 | PA      | $1112665.80    | 0.00%             | 2028-02-01      | 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        |     7810000 | PA      | $7764808.06    | 0.02%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 08/47#MA4654                                                                                                        | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      179519 | PA      | $181526.45     | 0.00%             | 2047-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHLMC MULTIFAM STRUCTURED PASS THROUGH 2018-K072 A2 3.444% 12/25/2027                                                            | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3300000 | PA      | $3283874.55    | 0.01%             | 2027-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FIN CORP 3.8% 01/31/2028                                                                                             | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      267000 | PA      | $266241.42     | 0.00%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                                                              | VOC ESCROW LTD 5% 02/15/2028 144A                                                                                                | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1400000 | PA      | $1398807.76    | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                                       | MIDAMERICAN ENERGY CO 3.65% 08/01/2048                                                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       58000 | PA      | $44481.49      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                                                      | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047                                                                       | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $45508.03      | 0.00%             | 2047-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 02/15/2048                                                                                        | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33151500 | PA      | $25595288.88   | 0.06%             | 2048-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                                    | SERVICE PROPERTIES TRUST 4.375% 02/15/2030                                                                                       | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88570.48      | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST                                                          | UNITED AIRLS INC 2018-1 PASS THRU TRS 3.5% 09/01/2031                                                                            | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      709691 | PA      | $699604.84     | 0.00%             | 2031-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.55% 05/01/2028                                                                                                    | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      268000 | PA      | $266712.00     | 0.00%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.9% 03/01/2038                                                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      621000 | PA      | $552257.38     | 0.00%             | 2038-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 4% 03/01/2048                                                                                                       | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      150000 | PA      | $115621.15     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                                            | ERP OPERATING LP 3.5% 03/01/2028                                                                                                 | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99335.95      | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.5% 04/15/2038                                                                                                          | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1043843.77    | 0.00%             | 2038-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.7% 04/15/2048                                                                                                          | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2335000 | PA      | $1969489.79    | 0.00%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 01/48#MA4962                                                                                                        | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      168169 | PA      | $161183.36     | 0.00%             | 2048-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 01/25/2028                                                                                    | CUSIP: 3136B0YM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      671678 | PA      | $661505.99     | 0.00%             | 2028-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TR                                                                                   | DIVERSIFIED HEALTHCARE TR 4.75% 02/15/2028                                                                                       | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2292000 | PA      | $2241245.26    | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/46#AS8572                                                                                                      | CUSIP: 3138WJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1247132 | PA      | $1192365.91    | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2047#BE3702                                                                                                   | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78402 | PA      | $77130.10      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 4% 03/01/2048                                                                                             | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |        8000 | PA      | $6504.95       | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2047#BM2005                                                                                                   | CUSIP: 3140J6GP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      133263 | PA      | $131101.15     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 11/01/2032#BJ1634                                                                                                   | CUSIP: 3140H2Y85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41436 | PA      | $40667.87      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                                                 | AMERICAN HONDA FINANCE CORP 3.5% 02/15/2028                                                                                      | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      307000 | PA      | $305031.66     | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 11/20/2047#MA4837                                                                                                   | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      239389 | PA      | $229444.61     | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.35% 01/25/2028                                                                                  | CUSIP: 3137FETN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3600000 | PA      | $3580498.44    | 0.01%             | 2028-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.55% 03/01/2038                                                                                                       | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1147477.25    | 0.00%             | 2038-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                                      | MOTOROLA SOLUTIONS INC 4.6% 02/23/2028                                                                                           | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1086629.35    | 0.00%             | 2028-02-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 3.95% 03/01/2048                                                                                           | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       19000 | PA      | $15378.78      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                                                    | TELEFONICA EMISIONES SAU 4.665% 03/06/2038                                                                                       | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      150000 | PA      | $139457.53     | 0.00%             | 2038-03-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE CORP                                                                                     | NORTHWEST PIPELINE CORP 4% 04/01/2027                                                                                            | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $3176182.62    | 0.01%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.97%/VAR 03/05/2029                                                                                 | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249820.28     | 0.00%             | 2029-03-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 4.101% 03/01/2028                                                                                            | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2001000 | PA      | $2006742.23    | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                                                      | CHUBB INA HOLDINGS INC 1.55% 03/15/2028                                                                                          | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $5342357.28    | 0.01%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 4.125% 03/01/2048                                                                                  | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1139000 | PA      | $891459.73     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 3.65% 03/01/2028                                                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3929000 | PA      | $3903080.19    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | 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        |      542000 | PA      | $545183.12     | 0.00%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 4.78% 03/25/2038                                                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1576566.50    | 0.00%             | 2038-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5.05% 03/25/2048                                                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1288509.77    | 0.00%             | 2048-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TR 2017-ATRM                                                                         | ATRIUM HOTEL PORTFOLIO TR 2017-ATRM TSFR1M+122.7 11/15/2019 144A                                                                 | CUSIP: 04965JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2312062 | PA      | $2286051.26    | 0.01%             | 2036-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                                                        | PARAGUAY REPUBLIC OF 5.6% 03/13/2048 REGS                                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      400000 | PA      | $388676.00     | 0.00%             | 2048-03-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 4.125% 03/15/2028                                                                                           | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4178699.07    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2047#MA3184                                                                                                 | CUSIP: 31418CRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      291318 | PA      | $292611.19     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2048#MA3332                                                                                                 | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      599374 | PA      | $571742.51     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2047#BD2436                                                                                                 | CUSIP: 3140F9V69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      293031 | PA      | $280071.72     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                                                       | BROOKLYN UNION GAS CO 4.273% 03/15/2048 144A                                                                                     | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |       29000 | PA      | $23706.87      | 0.00%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                                      | SPRINT SPECTRUM CO LLC 5.152% 09/20/2029 144A                                                                                    | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5694750 | PA      | $5734195.08    | 0.01%             | 2029-09-20      | Fixed         | 0.05%                 | 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        |      344115 | PA      | $328896.60     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 4.375% 03/22/2028                                                                                       | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $403232.29     | 0.00%             | 2028-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                                                                                | PERU LNG SRL 5.375% 03/22/2030 144A                                                                                              | CUSIP: 715604AA2<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |      150020 | PA      | $145780.69     | 0.00%             | 2030-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2046#Q40647                                                                                                 | CUSIP: 3132WDWH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      306593 | PA      | $294046.02     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 03/01/2033#G18681                                                                                                   | CUSIP: 3128MMXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      257639 | PA      | $252762.63     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 5.25% 03/22/2030 REGS                                                                                | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     2973000 | PA      | $3559003.57    | 0.01%             | 2030-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B2 MTG TR                                                                                    | BENCHMARK 2018-B2 MTG TR 3.6147% 02/15/2051                                                                                      | CUSIP: 08161CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3469585.35    | 0.01%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.6% 01/25/2028                                                                                   | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8262115 | PA      | $8242650.65    | 0.02%             | 2028-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                                                         | CONNECTICUT LT and PWR CO 4% 04/01/2048                                                                                          | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |       69000 | PA      | $56000.61      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL MTG TR                                                                                      | BBCMS 2018-TALL MORTGAGE TRUST TSFR1M+87.2 2 03/15/2037 144A                                                                     | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      525000 | PA      | $504335.53     | 0.00%             | 2037-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 3.8% 04/01/2028                                                                                   | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      229000 | PA      | $228903.02     | 0.00%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                                               | OHIO POWER CO 4.15% 04/01/2048                                                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      129000 | PA      | $104936.52     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 2.75% 03/29/2028 REGS                                                                                | CUSIP: N/A<br>LEI: GLS7OQD0WOEDI8YAP031       | Long             | DBT              | CORP              | CA        |     2100000 | PA      | $2479827.83    | 0.01%             | 2028-03-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                                               | SUTTER HEALTH 4.091% 08/15/2048                                                                                                  | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      780000 | PA      | $644262.84     | 0.00%             | 2048-08-15      | Fixed         | 0.04%                 | 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        |        4927 | PA      | $4851.80       | 0.00%             | 2048-02-01      | 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        |      102879 | PA      | $101274.31     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                           | UNION ELECTRIC CO 4% 04/01/2048                                                                                                  | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       59000 | PA      | $47547.67      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-K74 MORTGAGE TRUST                                                                               | FREMF 2018-K74 MORTGAGE TRUST VAR 02/25/2051 144A                                                                                | CUSIP: 30296LAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      292553 | PA      | $290089.65     | 0.00%             | 2051-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 4.5% 04/16/2050                                                                                               | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      400000 | PA      | $320475.00     | 0.00%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                 | NUTRIEN LTD 4.9% 06/01/2043                                                                                                      | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     1325000 | PA      | $1224188.02    | 0.00%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                 | NUTRIEN LTD 4.125% 03/15/2035                                                                                                    | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      105000 | PA      | $98822.56      | 0.00%             | 2035-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2032#U89009                                                                                                 | CUSIP: 3132H1AK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4984 | PA      | $4906.29       | 0.00%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 04/48#BD0512                                                                                                          | CUSIP: 3617BFR95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       37293 | PA      | $38077.26      | 0.00%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL WAYANG WINDU LTD                                                                     | STAR ENERGY GEOTHERMAL WAYANG 6.75% 04/24/2033 REGS                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |      573750 | PA      | $588810.94     | 0.00%             | 2033-04-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.075%/VAR 04/23/2029                                                                                              | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    30785000 | PA      | $30830658.16   | 0.07%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                                                  | KAZMUNAYGAS NATIONAL CO JSC 5.375% 04/24/2030 REGS                                                                               | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $205116.00     | 0.00%             | 2030-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE CO PTY LTD                                                                           | SYDNEY ARPT FIN CO PTY LTD 1.75% 04/26/2028 REGS                                                                                 | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |     1500000 | PA      | $1743752.87    | 0.00%             | 2028-04-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.223%/VAR 05/01/2029                                                                              | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1117000 | PA      | $1120303.43    | 0.00%             | 2029-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.411%/VAR 04/23/2039                                                                              | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1005625.64    | 0.00%             | 2039-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.457%/VAR 04/22/2039                                                                                             | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      158000 | PA      | $149502.24     | 0.00%             | 2039-04-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                                               | CA ST 4.6% 4/1/2038                                                                                                              | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     1180000 | PA      | $1205722.11    | 0.00%             | 2038-04-01      | 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        |       90841 | PA      | $89760.19      | 0.00%             | 2036-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 20YR 3.5% 05/01/2036#BM3697                                                                                            | CUSIP: 3140J8DB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69103 | PA      | $68430.95      | 0.00%             | 2036-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2010-135 ZA 4.5% 12/40                                                                                                       | CUSIP: 31398SE82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      389551 | PA      | $377698.41     | 0.00%             | 2040-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNA 2018-M4 A2 3.042% 03/25/28                                                                                                   | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      199948 | PA      | $197773.01     | 0.00%             | 2028-03-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 03/01/2031#BC4411                                                                                                 | CUSIP: 3140EY3V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      297934 | PA      | $296412.00     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 12/01/2047#G61305                                                                                                   | CUSIP: 31335BNW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1511141 | PA      | $1486914.76    | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.875% 05/15/2028                                                                                                      | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    93050000 | PA      | $92043170.15   | 0.20%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.125% 05/15/2048                                                                                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2553000 | PA      | $2011085.87    | 0.00%             | 2048-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/47#BE2975                                                                                                        | CUSIP: 3140FNJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      121953 | PA      | $120736.57     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2048#Q54192                                                                                                   | CUSIP: 3132XWUS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31812 | PA      | $31361.74      | 0.00%             | 2048-02-01      | 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        |      145407 | PA      | $143893.89     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | 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        |      254185 | PA      | $250379.49     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | 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        |      180534 | PA      | $177718.68     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2048#BK3836                                                                                                   | CUSIP: 3140HHHN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108758 | PA      | $107061.96     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2048#BM3700                                                                                                   | CUSIP: 3140J8DE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      451661 | PA      | $445181.09     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | 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        |       84859 | PA      | $83562.51      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | 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        |      464309 | PA      | $457648.03     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                                         | PRUDENTIAL FINL INC 3.905% 12/07/2047                                                                                            | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      231000 | PA      | $178026.19     | 0.00%             | 2047-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NATL MTG AS GTD RE PTT 3.1935% 02/25/2030                                                                                | CUSIP: 3136B1LF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      696993 | PA      | $682142.79     | 0.00%             | 2030-02-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                                                   | TRANSCANADA PIPELINES LTD 4.25% 05/15/2028                                                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      131000 | PA      | $131759.93     | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 4.5% 05/15/2058                                                                                     | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      123000 | PA      | $102295.21     | 0.00%             | 2058-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 5.75% 06/01/2028                                                                                    | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2869711.60    | 0.01%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA ENERGY TERM B-3 1LN 12/20/2030                                                                                            | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |      278551 | PA      | $279055.38     | 0.00%             | 2030-12-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 4.95% 05/15/2028                                                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      400000 | PA      | $407438.23     | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 05/48#BM3904                                                                                                        | CUSIP: 3140J8KS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      144782 | PA      | $148885.65     | 0.00%             | 2048-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/01/2047#Q49494                                                                                                 | CUSIP: 3132WPRQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      151033 | PA      | $151880.62     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2047#                                                                                                       | CUSIP: 3128MJ3C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       81239 | PA      | $81567.73      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2047#BH5155                                                                                                 | CUSIP: 3140GTWR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      429337 | PA      | $410080.99     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 07/01/2032#G31067                                                                                                 | CUSIP: 3132J4MR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      460611 | PA      | $457670.18     | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 3.95% 12/01/2047                                                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      216000 | PA      | $164450.09     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                                                    | ENEL SPA 3.375%/VAR PERP REGS                                                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      335000 | PA      | $396539.24     | 0.00%             | 2199-12-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2032#BH5773                                                                                                 | CUSIP: 3140GUMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      116987 | PA      | $113401.46     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2029#AS3743                                                                                                 | CUSIP: 3138WDER8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      245568 | PA      | $240859.34     | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | 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        |     7921000 | PA      | $7839080.23    | 0.02%             | 2028-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.9% 04/25/2028                                                                                   | CUSIP: 3137FEZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1600000 | PA      | $1606201.92    | 0.00%             | 2028-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                       | NORFOLK SOUTHERN CORP 4.05% 08/15/2052                                                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      167000 | PA      | $131524.56     | 0.00%             | 2052-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                       | NORFOLK SOUTHERN CORP 3.942% 11/01/2047                                                                                          | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      126000 | PA      | $100916.44     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 06/20/2048#MA5266                                                                                                     | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1838518 | PA      | $1884084.32    | 0.00%             | 2048-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 01/20/2048#MA4964                                                                                                   | CUSIP: 36179TQR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      183718 | PA      | $185714.91     | 0.00%             | 2048-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION                                                                          | CASTLELAKE AIRCRAFT SECURITIZATION 2018-1 A 4.125% 06/15/2043 144A                                                               | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      832330 | PA      | $828177.46     | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6% 06/15/2048                                                                                                 | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      670000 | PA      | $660823.15     | 0.00%             | 2048-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 4.95% 06/15/2028                                                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2294958.38    | 0.01%             | 2028-06-15      | Fixed         | 0.05%                 | 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        |     2762000 | PA      | $2869758.05    | 0.01%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                                          | UNION PACIFIC CORP 3.95% 09/10/2028                                                                                              | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      110000 | PA      | $110502.52     | 0.00%             | 2028-09-10      | 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        |     1292299 | PA      | $1253845.69    | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GNR 2017-134 BA 2.5% 11/46                                                                                                       | CUSIP: 38380GF25<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      468444 | PA      | $439016.34     | 0.00%             | 2046-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                                                | NAVIENT CORP 6.75% 06/15/2026                                                                                                    | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120243.60     | 0.00%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NATL MTG AS GTD RE PTT VAR 03/25/2028                                                                                    | CUSIP: 3136B1K86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      742581 | PA      | $734552.49     | 0.00%             | 2028-03-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2047#BJ2421                                                                                                 | CUSIP: 3140H3VP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13888 | PA      | $13368.81      | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 4.7% 07/01/2030                                                                                   | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1624503.71    | 0.00%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2044#G60271                                                                                                 | CUSIP: 31335AJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      650051 | PA      | $629543.69     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-B                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2018-B TSFR1M+83.448 01/15/2037 144A                                                            | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |      159565 | PA      | $159443.50     | 0.00%             | 2037-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP                                                              | BLUE RACER MS LLC / BR FIN CORP 6.625% 07/15/2026 144A                                                                           | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $215406.35     | 0.00%             | 2026-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.25% 06/15/2048                                                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      575000 | PA      | $474936.79     | 0.00%             | 2048-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.85% 05/25/2028                                                                                  | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5300000 | PA      | $5316767.61    | 0.01%             | 2028-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                     | BAYER US FIN II LLC 4.625% 06/25/2038 144A                                                                                       | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      570000 | PA      | $528979.13     | 0.00%             | 2038-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                     | BAYER US FIN II LLC 4.375% 12/15/2028 144A                                                                                       | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    19800000 | PA      | $19870975.08   | 0.04%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 4.2% 07/15/2048                                                                                          | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       91000 | PA      | $75182.85      | 0.00%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                     | BAYER US FIN II LLC 4.875% 06/25/2048 144A                                                                                       | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1201054.06    | 0.00%             | 2048-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                             | XCEL ENERGY INC 4% 06/15/2028                                                                                                    | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1703020.53    | 0.00%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 4.3% 07/15/2048                                                                                                 | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8390.33       | 0.00%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/39#G05624                                                                                                      | CUSIP: 3128M7SM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42997 | PA      | $43767.90      | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/46#BM3928                                                                                                      | CUSIP: 3140J8LJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      702911 | PA      | $714760.30     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 01/48#CA1576                                                                                                        | CUSIP: 3140Q8XE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138217 | PA      | $142134.86     | 0.00%             | 2048-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B4 MTG TR                                                                                    | BENCHMARK MTG TR 2018-B4 A5 4.121% 07/15/2051                                                                                    | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      949000 | PA      | $948596.86     | 0.00%             | 2051-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                  | PACIFICORP 4.125% 01/15/2049                                                                                                     | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      836000 | PA      | $637316.99     | 0.00%             | 2049-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 6% 07/19/2028 144A                                                                                            | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1429000 | PA      | $1469012.00    | 0.00%             | 2028-07-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                     | BAYER US FIN II LLC 4.4% 07/15/2044 144A                                                                                         | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     3031000 | PA      | $2488221.46    | 0.01%             | 2044-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B4 MTG TR                                                                                    | BENCHMARK 2018-B4 MTG TR 3.976% 07/15/2051                                                                                       | CUSIP: 08161HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1329750 | PA      | $1322268.19    | 0.00%             | 2051-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                                                  | JPMCC 2018-WPT XAFX CSTR 07/23 144A                                                                                              | CUSIP: 46645WAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $219511.00     | 0.00%             | 2033-07-05      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                                                  | J P MORGAN CHASE COML MTG SECS TR 2018-WPT DFX 5.3503% 07/05/2033 144A                                                           | CUSIP: 46645WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1414000 | PA      | $815434.29     | 0.00%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                                                  | J P MORGAN CHASE COML MTG SECS TR 2018-WPT CFX 4.95% 07/05/2023 144A                                                             | CUSIP: 46645WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      919000 | PA      | $625333.55     | 0.00%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                                                  | J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A                                                                | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2575125.00    | 0.01%             | 2033-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.5% 07/01/2032#G16459                                                                                                 | CUSIP: 3128MFMG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      141309 | PA      | $140857.29     | 0.00%             | 2032-07-01      | 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        |      832586 | PA      | $832993.55     | 0.00%             | 2038-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMM 2018-HOME MORTGAGE TRUST                                                                               | COMM 2018-HOME MORTGAGE TRUST 3.815% 04/10/2033 144A                                                                             | CUSIP: 20048JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      699201 | PA      | $690041.54     | 0.00%             | 2033-04-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-AON                                                                  | J P MORGAN CHASE COML MTG SECS TR 2018-AON 4.1283% 07/05/2031 144A                                                               | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1487500.00    | 0.00%             | 2031-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOODGREEN 2018-1                                                                                            | GOODGREEN 2018-1 VAR 10/15/2053 144A                                                                                             | CUSIP: 38218GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       92960 | PA      | $88536.51      | 0.00%             | 2053-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 08/15/2048                                                                                        | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7662500 | PA      | $5885757.81    | 0.01%             | 2048-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                                             | ESKOM HLDGS LTD 6.35% 08/10/2028 144A                                                                                            | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     1298000 | PA      | $1339380.24    | 0.00%             | 2028-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                                             | ESKOM HLDGS LTD 6.35% 08/10/2028 REGS                                                                                            | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |      213000 | PA      | $219790.44     | 0.00%             | 2028-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                                             | ESKOM HLDGS LTD 8.45% 08/10/2028 144A                                                                                            | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      671000 | PA      | $719439.49     | 0.00%             | 2028-08-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                                             | ESKOM HLDGS LTD 8.45% 08/10/2028 REGS                                                                                            | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |     3699000 | PA      | $3966030.81    | 0.01%             | 2028-08-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.65% 08/01/2028                                                                                     | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2319000 | PA      | $2346226.96    | 0.01%             | 2028-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+94.448 08/20/2066                                                                            | CUSIP: 38376RXT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       34846 | PA      | $34994.13      | 0.00%             | 2066-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                                | SM ENERGY CO 6.625% 01/15/2027                                                                                                   | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      107000 | PA      | $107077.68     | 0.00%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                                             | CAPITAL ONE NATL ASN MCLEAN VA 4.682%/VAR 08/09/2028                                                                             | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     3503000 | PA      | $3653514.73    | 0.01%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2043#G07425                                                                                                   | CUSIP: 3128M9SN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      192362 | PA      | $191243.46     | 0.00%             | 2043-06-01      | 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        |     1465000 | PA      | $1486506.10    | 0.00%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                                                 | BERKSHIRE HATHAWAY FIN CORP 4.2% 08/15/2048                                                                                      | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      195000 | PA      | $164352.44     | 0.00%             | 2048-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 3.7% 08/15/2028                                                                                           | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249716.10     | 0.00%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.625% 09/01/2028                                                                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     5149000 | PA      | $5313255.16    | 0.01%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2018-C46                                                                            | WELLS FARGO COML MTG TR 2018-C46 XA CSTR 08/15/2051                                                                              | CUSIP: 95001QAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10902744 | PA      | $160907.05     | 0.00%             | 2051-08-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                                             | ASTRAZENECA PLC 4% 01/17/2029                                                                                                    | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      187000 | PA      | $188282.81     | 0.00%             | 2029-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWALT ALTERNATVE LN TR 2006 OC10                                                                            | CWALT ALTERNATVE LN TR 06 OC10 TSFR1M+46 11/25/2036                                                                              | CUSIP: 23245FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2195602 | PA      | $1992832.79    | 0.00%             | 2036-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2018-BOP                                                                            | MORGAN STANLEY CAP I TR 2018-BOP A TSFR1M+89.7 06/15/2035 144A                                                                   | CUSIP: 61768FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4512912 | PA      | $3671073.52    | 0.01%             | 2033-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS THRU TR 2007-4                                                                                 | CHL MTG PASS THRU TR 2007-4 1A47 6% 05/25/2037                                                                                   | CUSIP: 12544RBY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      733955 | PA      | $301750.94     | 0.00%             | 2037-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2007-3                                                                                       | SEQUOIA MTG TR 2007-3 CSTR 07/20/2037                                                                                            | CUSIP: 81744MAM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      353925 | PA      | $278675.34     | 0.00%             | 2037-07-20      | Variable      | 0.04%                 | 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        |      883284 | PA      | $877036.82     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 08/20/2048#MA5398                                                                                                     | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3031379 | PA      | $2969958.75    | 0.01%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.08% 01/25/2031                                                                                  | CUSIP: 3137BPVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      258704 | PA      | $250728.70     | 0.00%             | 2031-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 02/20/2048#MA5021                                                                                                   | CUSIP: 36179TSJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      354208 | PA      | $358168.37     | 0.00%             | 2048-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 03/20/2048#MA5079                                                                                                   | CUSIP: 36179TUC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30090 | PA      | $30417.50      | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2018-GS10                                                                                    | GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051                                                                                    | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $700172.90     | 0.00%             | 2051-07-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2048#CA1710                                                                                                 | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63091 | PA      | $63213.61      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 4.05% 09/11/2028                                                                                      | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      235000 | PA      | $236302.82     | 0.00%             | 2028-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 4.2% 09/15/2048                                                                                                       | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      114000 | PA      | $95942.45      | 0.00%             | 2048-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 5.95% 04/01/2049                                                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9852.43       | 0.00%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                                                          | PUBLIC SERVICE ELECTRIC AND GAS CO 3.65% 09/01/2028                                                                              | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      960000 | PA      | $957570.74     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2046#Q44628                                                                                                 | CUSIP: 3132WJEA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      923040 | PA      | $883535.76     | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C12                                                                      | UBS COMMERCIAL MORTGAGE TRUST 2018-C12 4.1519% 08/15/2051                                                                        | CUSIP: 90353DAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75170 | PA      | $75039.40      | 0.00%             | 2051-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNA 2018-M10 A2 CSTR 07/28                                                                                                       | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      560865 | PA      | $557440.09     | 0.00%             | 2028-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 03/33#BJ0669                                                                                                      | CUSIP: 3140H1W71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      183720 | PA      | $182431.45     | 0.00%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                                             | CAPITAL ONE NATL ASN MCLEAN VA 4.65% 09/13/2028                                                                                  | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |      750000 | PA      | $761853.24     | 0.00%             | 2028-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2048#CA1567                                                                                                 | CUSIP: 3140Q8W50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      148384 | PA      | $149042.69     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2048#CA1218                                                                                                 | CUSIP: 3140Q8K87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      934052 | PA      | $936739.46     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                                            | WESTINGHOUSE AIR BRAKE TECH CORP STEP 09/15/2028                                                                                 | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    10335000 | PA      | $10496238.92   | 0.02%             | 2028-09-15      | Variable      | 0.05%                 | 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        |     1439958 | PA      | $1424699.37    | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | 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        |     1303898 | PA      | $1290896.27    | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | 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        |     1559774 | PA      | $1543245.60    | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 01/01/2048#Q53334                                                                                                   | CUSIP: 3132XVV42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      174639 | PA      | $171839.13     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2018-C                                                                                 | SMB PRIVATE ED LN TR 2018-C TSFR1M+86.448 11/15/2035 144A                                                                        | CUSIP: 78449QAC1<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-CBDO         | CORP              | US        |      263273 | PA      | $263105.74     | 0.00%             | 2035-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                                                                                 | Fidelity Sai Total Bond Fund                                                                                                     | CUSIP: 31635T849<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |   333664418 | NS      | $3093069154.42 | 6.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 4.875% 11/14/2048                                                                                                     | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      228000 | PA      | $210673.77     | 0.00%             | 2048-11-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 4.25% 11/14/2028                                                                                                      | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      118000 | PA      | $119453.76     | 0.00%             | 2028-11-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 5.3% 01/15/2029                                                                                     | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       83000 | PA      | $84725.90      | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 09/20/2048#MA5466                                                                                                     | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      355369 | PA      | $348168.32     | 0.00%             | 2048-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 4.25% 09/15/2048                                                                                   | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |       40000 | PA      | $33732.51      | 0.00%             | 2048-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                                                                                | DP WORLD PLC 2.375% 09/25/2026 144A                                                                                              | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |     1430000 | PA      | $1683879.70    | 0.00%             | 2026-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                  | FISERV INC 4.2% 10/01/2028                                                                                                       | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      700000 | PA      | $700174.46     | 0.00%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                                                       | TRANSCONTINENTAL GAS LINE LLC 4.6% 03/15/2048                                                                                    | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $306262.61     | 0.00%             | 2048-03-15      | Fixed         | 0.05%                 | 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        |      795213 | PA      | $808697.19     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2018-C13                                                                                    | UBS COML MTG TR 2018-C13 A3 4.0694% 10/15/2051                                                                                   | CUSIP: 90353KAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3925650 | PA      | $3912010.66    | 0.01%             | 2051-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 5.076%/VAR 01/27/2030                                                                                          | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $410470.33     | 0.00%             | 2030-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 4.15% 10/15/2028                                                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      343000 | PA      | $345454.03     | 0.00%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 4.25% 10/15/2030                                                                                                    | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      435000 | PA      | $438813.64     | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                                         | JAPAN GOVERNMENT OF 0.1% 09/20/2028                                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   114850000 | PA      | $713796.08     | 0.00%             | 2028-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 4.5% 03/15/2029                                                                                             | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1700000 | PA      | $1654950.00    | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.9% 08/25/2028                                                                                   | CUSIP: 3137FJEH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1200000 | PA      | $1206074.88    | 0.00%             | 2028-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                                                    | TOTALENERGIES CAPITAL SA 3.883% 10/11/2028                                                                                       | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $100543.50     | 0.00%             | 2028-10-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                                          | CONAGRA BRANDS INC 5.3% 11/01/2038                                                                                               | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96335.68      | 0.00%             | 2038-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                                                         | TOLEDO HOSPITAL/THE 5.325% 11/15/2028                                                                                            | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     2792000 | PA      | $2844594.58    | 0.01%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                                    | CONSTELLATION BRANDS INC 4.65% 11/15/2028                                                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      292000 | PA      | $296445.62     | 0.00%             | 2028-11-15      | 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        |      585000 | PA      | $584959.17     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | 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        |      596756 | PA      | $578917.05     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                         | CONSUMERS ENERGY CO 4.35% 04/15/2049                                                                                             | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       14000 | PA      | $11978.29      | 0.00%             | 2049-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.05% 09/25/2028                                                                                  | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1512988.05    | 0.00%             | 2028-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.375% 11/15/2048                                                                                    | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22847000 | PA      | $18732755.19   | 0.04%             | 2048-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/42#G07184                                                                                                        | CUSIP: 3128M9J52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      170849 | PA      | $170217.79     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                                                 | CORNING INC 5.35% 11/15/2048                                                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      146000 | PA      | $145080.26     | 0.00%             | 2048-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2048#MA3521                                                                                                   | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1720301 | PA      | $1689707.27    | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.8% 02/15/2029                                                                                                          | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1534109.17    | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 4.75% 11/13/2028 144A                                                                              | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     3941000 | PA      | $3991381.31    | 0.01%             | 2028-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 08/25/2028                                                                                    | CUSIP: 3136B27L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      962759 | PA      | $961113.75     | 0.00%             | 2028-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT                                       | INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT 6.53% 11/15/2028 144A                                      | CUSIP: 74445PAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     1750000 | PA      | $1849102.50    | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2047#Q51803                                                                                                 | CUSIP: 3132XUAD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      408885 | PA      | $388574.73     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2048#Q58491                                                                                                 | CUSIP: 3132Y2NH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      110834 | PA      | $105743.95     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                                                        | BOSTON PROPERTIES LP 4.5% 12/01/2028                                                                                             | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      101000 | PA      | $101849.52     | 0.00%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                                       | DUPONT DE NEMOURS INC 5.319% 11/15/2038                                                                                          | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      101000 | PA      | $102535.73     | 0.00%             | 2038-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 12/01/2030#BM4716                                                                                                 | CUSIP: 3140J9G21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      275605 | PA      | $274192.39     | 0.00%             | 2030-12-01      | 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        |     1616724 | PA      | $1600563.15    | 0.00%             | 2038-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2047#G61657                                                                                                   | CUSIP: 31335BZW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      104867 | PA      | $107963.25     | 0.00%             | 2047-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 3.557% 08/15/2027                                                                                               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2939000 | PA      | $2923950.38    | 0.01%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 4.39% 08/15/2037                                                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     9056000 | PA      | $8458305.36    | 0.02%             | 2037-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 4.3% 02/15/2030                                                                                                     | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3709000 | PA      | $3744198.78    | 0.01%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF CSTR 09/25/2030                                                                                       | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      553442 | PA      | $553743.50     | 0.00%             | 2030-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 4.65% 12/01/2048                                                                                    | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      139000 | PA      | $122159.41     | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | 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        |      230000 | PA      | $230087.17     | 0.00%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                                                      | POWER FINANCE CORP LTD 6.15% 12/06/2028 144A                                                                                     | CUSIP: 73928QAA6<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     3050000 | PA      | $3187463.50    | 0.01%             | 2028-12-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12                                                              | WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052                                                                                     | CUSIP: 95001RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3181000 | PA      | $3201154.50    | 0.01%             | 2052-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2048#BM4676                                                                                                   | CUSIP: 3140J9FS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      633049 | PA      | $624758.76     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2048#MA3496                                                                                                 | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40948 | PA      | $40975.98      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2048#BK1653                                                                                                 | CUSIP: 3140HEZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66511 | PA      | $66806.01      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-H4                                                                      | MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051                                                                          | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3837000 | PA      | $3862917.78    | 0.01%             | 2051-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.5% 01/23/2029                                                                                              | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      990000 | PA      | $1011780.00    | 0.00%             | 2029-01-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 3.588% 04/14/2027                                                                                     | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      145000 | PA      | $144799.51     | 0.00%             | 2027-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-K85 MORTGAGE TRUST                                                                               | FREMF 2018-K85 MORTGAGE TRUST VAR 11/25/2028 144A                                                                                | CUSIP: 30308KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $993188.00     | 0.00%             | 2050-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2047#Q48754                                                                                                   | CUSIP: 3132WNWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1969885 | PA      | $1942613.81    | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 01/20/2049#MA5711                                                                                                   | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      884547 | PA      | $891673.30     | 0.00%             | 2049-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/01/2044#G60319                                                                                                 | CUSIP: 31335AK80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      777353 | PA      | $791225.15     | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2045#BM4643                                                                                                 | CUSIP: 3140J9ER8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      123711 | PA      | $125581.70     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                                             | ENTERGY TEX INC 4.5% 03/30/2039                                                                                                  | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      201000 | PA      | $190026.49     | 0.00%             | 2039-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                                        | DUKE ENERGY OHIO INC 4.3% 02/01/2049                                                                                             | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       43000 | PA      | $35893.31      | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/01/2048#Q58998                                                                                                 | CUSIP: 3132Y27L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       81502 | PA      | $81653.66      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                                    | TOYOTA MOTOR CREDIT CORP 3.65% 01/08/2029                                                                                        | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99876.59      | 0.00%             | 2029-01-08      | Fixed         | 0.04%                 | 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        |      170000 | PA      | $175578.16     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                                                        | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 4.3% 01/15/2029 144A                                                                        | CUSIP: 591894CC2<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     2755000 | PA      | $2771340.13    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                                                   | MYLAN INC 5.2% 04/15/2048                                                                                                        | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |      910000 | PA      | $757778.86     | 0.00%             | 2048-04-15      | Fixed         | 0.05%                 | 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        |      244000 | PA      | $253246.92     | 0.00%             | 2059-01-23      | 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        |      100000 | PA      | $104945.09     | 0.00%             | 2039-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2048#Q54740                                                                                                 | CUSIP: 3132XXHS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       55597 | PA      | $53095.99      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2046#ZS9618                                                                                                 | CUSIP: 3132AAVK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      450866 | PA      | $433827.34     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.65% 01/17/2029                                                                                        | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      118000 | PA      | $122377.78     | 0.00%             | 2029-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                                           | BERKSHIRE HATHAWAY ENERGY COMPANY 4.45% 01/15/2049                                                                               | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      160000 | PA      | $134909.01     | 0.00%             | 2049-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.05% 03/30/2029                                 | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2360000 | PA      | $2396832.00    | 0.01%             | 2029-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 12/01/2032#BM5109                                                                                                   | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      324970 | PA      | $319542.54     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 4.15% 01/24/2029                                                                                          | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      317000 | PA      | $318938.23     | 0.00%             | 2029-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029                                                                                     | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2920000 | PA      | $2938907.00    | 0.01%             | 2029-04-22      | 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        |     4461000 | PA      | $4502691.52    | 0.01%             | 2030-01-23      | Variable      | 0.04%                 | 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        |     5864000 | PA      | $5861963.43    | 0.01%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/45#Q32820                                                                                                        | CUSIP: 3132QPD27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5356 | PA      | $4990.48       | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                            | CSC HOLDINGS LLC 6.5% 02/01/2029 144A                                                                                            | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     3048000 | PA      | $1924678.95    | 0.00%             | 2029-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 12/01/2032#BJ3746                                                                                                 | CUSIP: 3140H5EU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      214715 | PA      | $208061.65     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 4.85% 04/17/2028                                                                                     | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     1850000 | PA      | $1877416.13    | 0.00%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                                             | SANDS CHINA LTD STEP 08/08/2028                                                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1379000 | PA      | $1408287.62    | 0.00%             | 2028-08-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                                    | LIBERTY MUTUAL GROUP INC 4.569% 02/01/2029 144A                                                                                  | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     9380000 | PA      | $9440593.96    | 0.02%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2047#AS8821                                                                                                   | CUSIP: 3138WJYT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      752680 | PA      | $742352.49     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2043#BM1167                                                                                                   | CUSIP: 3140J5JM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88779 | PA      | $88395.04      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030                                                                                | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      145000 | PA      | $144871.07     | 0.00%             | 2030-02-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                                                        | PARAGUAY REPUBLIC OF 5.4% 03/30/2050 REGS                                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     1019000 | PA      | $961936.00     | 0.00%             | 2050-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 3.875% 02/08/2029                                                                                     | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100121.99     | 0.00%             | 2029-02-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 05/01/2045#G61807                                                                                                   | CUSIP: 31335CAG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      127981 | PA      | $127620.81     | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | 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        |      263926 | PA      | $257919.10     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | 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        |      299436 | PA      | $292619.90     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2045#G61796                                                                                                 | CUSIP: 31335B7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      148241 | PA      | $150896.98     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | 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        |     3791425 | PA      | $3809149.76    | 0.01%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                                          | UNION PACIFIC CORP 3.7% 03/01/2029                                                                                               | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      421000 | PA      | $420050.10     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 6.2% 02/14/2059                                                                                                 | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       86000 | PA      | $86636.86      | 0.00%             | 2059-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                                             | TYSON FOODS INC 4.35% 03/01/2029                                                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1302208.84    | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 4.35% 03/01/2029                                                                                                    | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151687.85     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | 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        |      989195 | PA      | $979210.22     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMCC COML MTG SECS TR 2019-COR4                                                                            | JPMCC COML MTG SECS TR 2019-COR4 A3 3.7629% 03/10/2052                                                                           | CUSIP: 48128YAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5400000 | PA      | $5340151.26    | 0.01%             | 2052-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 7.6003% 03/01/2029 REGS                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      300000 | PA      | $314532.00     | 0.00%             | 2029-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 8.7002% 03/01/2049 REGS                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      500000 | PA      | $485780.00     | 0.00%             | 2049-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 3.375% 03/15/2029                                                                                               | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      134000 | PA      | $132759.88     | 0.00%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                                                | HUDSON PACIFIC PROPERTIES LP 4.65% 04/01/2029                                                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    10503000 | PA      | $9347670.00    | 0.02%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 12/01/2032#BM5345                                                                                                   | CUSIP: 3140J95F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      270804 | PA      | $266294.06     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                                             | WEYERHAEUSER CO 4% 11/15/2029                                                                                                    | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1478111.25    | 0.00%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                                           | STORE CAPITAL LLC 4.625% 03/15/2029                                                                                              | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2486424.33    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                  | PACIFICORP 3.5% 06/15/2029                                                                                                       | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      182000 | PA      | $178355.01     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GC38                                                                                    | GS MTG SECS TR 2019-GC38 3.968% 02/10/2052                                                                                       | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      909839 | PA      | $904872.64     | 0.00%             | 2052-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 03/20/2049#MA5818                                                                                                   | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       65718 | PA      | $66247.43      | 0.00%             | 2049-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 4.25% 03/01/2049                                                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |       29000 | PA      | $23591.08      | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BM5261                                                                                                   | CUSIP: 3140J9Z38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      894925 | PA      | $880408.39     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+56.448 02/20/2049                                                                          | CUSIP: 38381RQS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      803905 | PA      | $800019.88     | 0.00%             | 2049-02-20      | Variable      | 0.04%                 | 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        |     1928729 | PA      | $1919825.26    | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                                                      | TEXAS INSTRUMENTS INC 3.875% 03/15/2039                                                                                          | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      165000 | PA      | $149096.99     | 0.00%             | 2039-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 3.9% 03/15/2039                                                                                                       | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       86000 | PA      | $77472.68      | 0.00%             | 2039-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 02/20/2049#MA5763                                                                                                     | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2658155 | PA      | $2600974.05    | 0.01%             | 2049-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                                            | MERCK and CO INC 4% 03/07/2049                                                                                                   | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      200000 | PA      | $162850.88     | 0.00%             | 2049-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF COLORADO                                                                               | PUBLIC SERVICE CO OF COLORADO 4.05% 09/15/2049                                                                                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       77000 | PA      | $61292.41      | 0.00%             | 2049-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                                            | MERCK and CO INC 3.4% 03/07/2029                                                                                                 | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      352000 | PA      | $348769.13     | 0.00%             | 2029-03-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LOUISIANA LLC 4.2% 04/01/2050                                                                                            | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       40000 | PA      | $32352.54      | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49                                                              | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 3% 03/15/2052 144A                                                                | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21000 | PA      | $17368.39      | 0.00%             | 2052-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.33%/VAR 03/15/2050                                                                                 | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      145000 | PA      | $123072.58     | 0.00%             | 2050-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.98%/VAR 03/20/2030                                                                                               | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    23285000 | PA      | $23205886.19   | 0.05%             | 2030-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 5.15% 03/19/2029                                                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      523000 | PA      | $531482.45     | 0.00%             | 2029-03-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 01/01/2033#J38387                                                                                                   | CUSIP: 31307VJ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      242517 | PA      | $237746.41     | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 12/01/2032#J38057                                                                                                   | CUSIP: 31307U5S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      158817 | PA      | $155956.64     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | 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        |      976000 | PA      | $974532.19     | 0.00%             | 2027-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS SA                                                                                 | ABERTIS INFRAESTRUCTURAS SA 3.375% 11/27/2026 REGS                                                                               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      500000 | PA      | $669927.15     | 0.00%             | 2026-11-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                                                  | VIASAT INC 5.625% 04/15/2027 144A                                                                                                | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99815.63      | 0.00%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                                         | CHURCHILL DOWNS INC 5.5% 04/01/2027 144A                                                                                         | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      340000 | PA      | $340167.28     | 0.00%             | 2027-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B10 MTG TR                                                                                   | BENCHMARK 2019-B10 MORTGAGE TRUST 3.717% 03/15/2062                                                                              | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2373000 | PA      | $2341566.29    | 0.01%             | 2062-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                                                | FIRSTENERGY TRANSMISSION LLC 4.55% 04/01/2049 144A                                                                               | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1099000 | PA      | $951493.43     | 0.00%             | 2049-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUXEMBOURG                                                                                 | SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A                                                                               | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $1212313.64    | 0.00%             | 2049-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                                    | ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A                                                                                  | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      361000 | PA      | $364755.12     | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ILPT TRUST 2019-SURF                                                                                        | ILPT TRUST 2019-SURF 4.145% 02/11/2041 144A                                                                                      | CUSIP: 44965LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2682120.60    | 0.01%             | 2041-02-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                                   | MGM RESORTS INTERNATIONAL 5.5% 04/15/2027                                                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2245142.93    | 0.00%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 05/20/2049#MA5931                                                                                                     | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1431991 | PA      | $1399843.84    | 0.00%             | 2049-05-20      | Fixed         | 0.04%                 | 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        |      282000 | PA      | $281919.55     | 0.00%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / RWLV CAPITAL INC)                                                             | RESORTS WORLD LAS VEGAS LLC / RWLV CAPITAL INC 4.625% 04/16/2029 REGS                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      400000 | PA      | $364590.05     | 0.00%             | 2029-04-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                                                           | SCHLUMBERGER HOLDINGS CORPORATION 3.9% 05/17/2028 144A                                                                           | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      172000 | PA      | $172098.23     | 0.00%             | 2028-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST II                                                                                        | PINE STR TR II 5.568% 02/15/2049 144A                                                                                            | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7432369.46    | 0.02%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                                | ROCKIES EXPRESS PIPELINE LLC 4.95% 07/15/2029 144A                                                                               | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      270000 | PA      | $270021.33     | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 5.375% 06/01/2029                                                                                                      | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4115000 | PA      | $4262498.64    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 03/20/2049#MA5817                                                                                                     | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5344260 | PA      | $5224287.13    | 0.01%             | 2049-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                                                | AUTOZONE INC 3.75% 04/18/2029                                                                                                    | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1388041.26    | 0.00%             | 2029-04-18      | Fixed         | 0.04%                 | 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        |      368458 | PA      | $364546.47     | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                                                 | YORKSHIRE WATER FINANCE PLC 2.75% 04/18/2041 REGS                                                                                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $447102.10     | 0.00%             | 2041-04-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A                                                                               | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     3477000 | PA      | $3477215.50    | 0.01%             | 2026-05-01      | 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        |     1173732 | PA      | $1162014.30    | 0.00%             | 2039-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1                                                                    | CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A B 5.095% 04/15/2039 144A                                                               | CUSIP: 14855MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2927377 | PA      | $2890802.83    | 0.01%             | 2039-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 04/01/2037#BM1257                                                                                                 | CUSIP: 3140J5MF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5144358 | PA      | $4859993.11    | 0.01%             | 2037-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.559%/VAR 04/23/2027                                                                                | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1736000 | PA      | $1734740.31    | 0.00%             | 2027-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.078%/VAR 04/23/2040                                                                                | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1149000 | PA      | $1032555.03    | 0.00%             | 2040-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                                                 | NETFLIX INC 5.375% 11/15/2029 144A                                                                                               | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      518000 | PA      | $540424.23     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | 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        |      418082 | PA      | $412239.20     | 0.00%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 10/01/2037#BM1951                                                                                                 | CUSIP: 3140J6EZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      312085 | PA      | $294664.42     | 0.00%             | 2037-10-01      | Fixed         | 0.03%                 | 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        |      124594 | PA      | $122425.12     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A                                                           | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2920073 | PA      | $2905472.19    | 0.01%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2019-IMC D TSFR1M+201.448 04/15/2034 144A                                                           | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3099000 | PA      | $3064136.25    | 0.01%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2019-IMC C TSFR1M+171.448 04/15/2034 144A                                                           | CUSIP: 05608BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2952000 | PA      | $2922480.00    | 0.01%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2019-IMC B TSFR1M+141.448 04/15/2034 144A                                                           | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4464000 | PA      | $4424940.00    | 0.01%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 5.113% 05/03/2029                                                                                       | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201943.25     | 0.00%             | 2029-05-03      | Fixed         | 0.05%                 | 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        |    10053000 | PA      | $7487521.55    | 0.02%             | 2049-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.9% 05/01/2049                                                                                                        | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1785000 | PA      | $1364570.77    | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.6% 05/01/2034                                                                                                        | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1139124.10    | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | 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        |       87721 | PA      | $86086.70      | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                                                          | CNA FINANCIAL CORP 3.9% 05/01/2029                                                                                               | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1390183.69    | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                                              | STARBUCKS CORP 4.45% 08/15/2049                                                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       37000 | PA      | $31581.63      | 0.00%             | 2049-08-15      | Fixed         | 0.04%                 | 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        |      477125 | PA      | $467447.21     | 0.00%             | 2034-04-01      | 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        |      497000 | PA      | $498734.03     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029                                                                               | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     6724000 | PA      | $6735500.06    | 0.01%             | 2029-05-15      | Fixed         | 0.04%                 | 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        |      600000 | PA      | $601816.20     | 0.00%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                                             | IBM CORPORATION 4.25% 05/15/2049                                                                                                 | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      225000 | PA      | $182459.35     | 0.00%             | 2049-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 4.125% 05/15/2049                                                                                   | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       20000 | PA      | $16157.96      | 0.00%             | 2049-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 7% 01/15/2028 144A                                                                                         | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      375000 | PA      | $338437.50     | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CTF LTD                                                                                | BIOCEANICO SOVEREIGN CTF LTD 0% 06/05/2034 144A                                                                                  | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      103364 | PA      | $85372.86      | 0.00%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2049#BN6593                                                                                                 | CUSIP: 3140JPKF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41203 | PA      | $39200.28      | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                 | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.9% 02/01/2046                                                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2939360.34    | 0.01%             | 2046-02-01      | Fixed         | 0.05%                 | 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        |      103703 | PA      | $104511.57     | 0.00%             | 2047-07-01      | 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        |      234943 | PA      | $237436.20     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                                               | NSTAR ELEC CO 3.25% 05/15/2029                                                                                                   | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      194000 | PA      | $190208.77     | 0.00%             | 2029-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 3.973%/VAR 05/22/2030                                                                                          | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2078000 | PA      | $2066767.20    | 0.00%             | 2030-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                 | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.7% 02/01/2036                                                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11575000 | PA      | $11604889.20   | 0.03%             | 2036-02-01      | Fixed         | 0.05%                 | 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        |     1794000 | PA      | $1794331.57    | 0.00%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                                                   | WRKCO INC 4.2% 06/01/2032                                                                                                        | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      144000 | PA      | $141486.33     | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 4.45% 06/15/2029 144A                                                                                             | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      263000 | PA      | $263209.82     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/01/2048#G67716                                                                                                 | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8804 | PA      | $8888.70       | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                                     | MARATHON PETROLEUM CORP 3.8% 04/01/2028                                                                                          | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     5590000 | PA      | $5574851.44    | 0.01%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 05/20/2049#BN2615                                                                                                     | CUSIP: 3617K53Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      610381 | PA      | $593244.91     | 0.00%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 11/32#BJ6650                                                                                                        | CUSIP: 3140H8L86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56629 | PA      | $55509.58      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2046#Q45023                                                                                                 | CUSIP: 3132WJSM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      191352 | PA      | $183461.90     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2046#AL9489                                                                                                 | CUSIP: 3138ERRK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      199868 | PA      | $191403.37     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                                              | MASTERCARD INC 2.95% 06/01/2029                                                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      148000 | PA      | $144260.12     | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 6.4% 06/05/2049 REGS                                                                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      450000 | PA      | $450900.00     | 0.00%             | 2049-06-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 4.1% 06/15/2049                                                                                    | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      925000 | PA      | $743357.20     | 0.00%             | 2049-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2048#BM3855                                                                                                   | CUSIP: 3140J8H97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      287532 | PA      | $283766.02     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                                                     | ENTERGY MISSISSIPPI LLC 3.85% 06/01/2049                                                                                         | CUSIP: 29366WAA4<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |       14000 | PA      | $10938.47      | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2032#BJ2973                                                                                                 | CUSIP: 3140H4JT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4749 | PA      | $4611.23       | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 4.3% 07/15/2029 144A                                                                                    | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2146000 | PA      | $2147067.31    | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 4.125% 06/15/2029                                                                                                        | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     8390000 | PA      | $8398230.51    | 0.02%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.25% 06/15/2049                                                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      700000 | PA      | $641744.12     | 0.00%             | 2049-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                                         | SIRIUS XM RADIO INC 5.5% 07/01/2029 144A                                                                                         | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      798000 | PA      | $798806.20     | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                                                     | BATH and BODY WORKS INC 7.5% 06/15/2029                                                                                          | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      617000 | PA      | $627983.83     | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | 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        |      398000 | PA      | $397426.08     | 0.00%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                                                       | CAMDEN PROPERTY TRUST 3.15% 07/01/2029                                                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |      146000 | PA      | $142130.66     | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                  | FISERV INC 3.5% 07/01/2029                                                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     7580000 | PA      | $7363125.89    | 0.02%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                                  | UNUM GROUP 4% 06/15/2029                                                                                                         | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $991969.83     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                       | REPUBLIC OF INDONESIA 3.4% 09/18/2029                                                                                            | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      420000 | PA      | $409710.00     | 0.00%             | 2029-09-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 1.5% 06/26/2029 REGS                                                                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     3203000 | PA      | $3549258.64    | 0.01%             | 2029-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SA                                                                                          | PENTAIR FINANCE SA 4.5% 07/01/2029                                                                                               | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     9495000 | PA      | $9586742.59    | 0.02%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 2.844% 06/20/2030                                                                                               | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      800000 | PA      | $758400.00     | 0.00%             | 2030-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.088%/VAR 06/20/2030                                                                                               | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    13438000 | PA      | $13705710.49   | 0.03%             | 2030-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 11/32#ZA3931                                                                                                      | CUSIP: 31329MLL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      835151 | PA      | $809271.41     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                                           | CLEAN HARBORS INC 5.125% 07/15/2029 144A                                                                                         | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       85000 | PA      | $84967.45      | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                                           | NEXSTAR MEDIA INC 5.625% 07/15/2027 144A                                                                                         | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      984000 | PA      | $984092.50     | 0.00%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 08/01/2031#AS7695                                                                                                 | CUSIP: 3138WHRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      392623 | PA      | $382618.56     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 07/01/2031#V61246                                                                                                 | CUSIP: 3132KFL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      218016 | PA      | $212746.12     | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | 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        |      368059 | PA      | $359037.61     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                                          | AVIS BUDG CAR RENT LLC/FIN INC 5.75% 07/15/2027 144A                                                                             | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      328000 | PA      | $327562.22     | 0.00%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 1.5% 06/26/2029 144A                                                                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     1790000 | PA      | $1983507.01    | 0.00%             | 2029-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 3.306% 06/27/2029                                                                                             | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $195384.36     | 0.00%             | 2029-06-27      | 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        |     2322107 | PA      | $2304643.03    | 0.01%             | 2039-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.125% 07/01/2049                                | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       53000 | PA      | $42064.66      | 0.00%             | 2049-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                                                | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A                                                   | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      465000 | PA      | $464832.23     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 04/48#MA5138                                                                                                        | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      574796 | PA      | $580684.26     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2044#AL5426                                                                                                   | CUSIP: 3138ENA41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      542993 | PA      | $509644.73     | 0.00%             | 2044-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 2016-69 WA 3% 02/20/2046                                                                          | CUSIP: 38379WN73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      205525 | PA      | $195831.90     | 0.00%             | 2046-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                                                    | ELANCO ANIMAL HEALTH INC VAR 08/28/2028                                                                                          | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     1693000 | PA      | $1760046.19    | 0.00%             | 2028-08-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2019                                                                                    | GS MTG SECS CORP TR 2019-GC40 A3 2.904% 07/10/2052                                                                               | CUSIP: 36257HBN5<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     1619230 | PA      | $1569439.72    | 0.00%             | 2052-07-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2045#BM5975                                                                                                   | CUSIP: 3140JAT99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      587964 | PA      | $551415.83     | 0.00%             | 2045-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2046#Q44963                                                                                                 | CUSIP: 3132WJQR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1958402 | PA      | $1877645.86    | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | 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        |      286000 | PA      | $110500.02     | 0.00%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 3.04% 07/16/2029                                                                                    | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $193809.94     | 0.00%             | 2029-07-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                                                       | TOTAL CAP INTL 3.461% 07/12/2049                                                                                                 | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $366952.05     | 0.00%             | 2049-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 3.375% 08/15/2031                                                                                 | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      190000 | PA      | $178919.49     | 0.00%             | 2031-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/48#FM1001                                                                                                      | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      241833 | PA      | $230986.33     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2049#MA3663                                                                                                 | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2183299 | PA      | $2077188.28    | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                                        | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                                                        | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     4937000 | PA      | $4894549.55    | 0.01%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 3.55% 02/15/2050                                                                                  | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $242746.30     | 0.00%             | 2050-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 11/20/2042#AB9917                                                                                                     | CUSIP: 36178XAS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32012 | PA      | $31358.69      | 0.00%             | 2042-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 12/20/2043#AG8740                                                                                                     | CUSIP: 36182DV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      246933 | PA      | $241640.85     | 0.00%             | 2043-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                                                 | SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027                                                                                        | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      464000 | PA      | $464208.34     | 0.00%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 3.16% 01/23/2030                                                                                              | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      650000 | PA      | $617500.00     | 0.00%             | 2030-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2047#ZM2868                                                                                                 | CUSIP: 3131XWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      262479 | PA      | $252347.18     | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2047#BH9317                                                                                                 | CUSIP: 3140GYK73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      657660 | PA      | $631657.28     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR/2.885 05/25/2029                                                                              | CUSIP: 3136B5NV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      777157 | PA      | $759117.16     | 0.00%             | 2029-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                                             | TAYLOR MORRISON COMMUNITIES INC 5.75% 01/15/2028 144A                                                                            | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      135000 | PA      | $137698.79     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.143% 04/25/2029                                                                                 | CUSIP: 3136B4QB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      454125 | PA      | $447066.76     | 0.00%             | 2029-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2049#MA3744                                                                                                   | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4558433 | PA      | $4177555.52    | 0.01%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM KF TSFR12M+96.513 11/20/2066                                                                        | CUSIP: 38376RG34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      186034 | PA      | $187580.24     | 0.00%             | 2066-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MTG TR                                                                                   | BENCHMARK 2019-B12 MTG TR VAR/1.207 08/15/2052 144A                                                                              | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    34477112 | PA      | $823630.62     | 0.00%             | 2052-08-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.875% 08/15/2059                                                                                         | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       23000 | PA      | $16696.74      | 0.00%             | 2059-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.5% 08/15/2039                                                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $860396.29     | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4.5% 01/31/2050                                                                                     | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2340000 | PA      | $1815606.00    | 0.00%             | 2050-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H6                                                                      | MORGAN STANLEY CAPITAL I TRUST 2019-H6 3% 06/15/2052 144A                                                                        | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17000 | PA      | $14212.75      | 0.00%             | 2052-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.75% 02/01/2050                                                                                                       | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      646000 | PA      | $479659.97     | 0.00%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.25% 02/01/2035                                                                                                       | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3280000 | PA      | $2924021.44    | 0.01%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 4.542% 08/01/2026                                                                                       | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199960.42     | 0.00%             | 2026-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                                                           | OWENS CORNING NEW 3.95% 08/15/2029                                                                                               | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1299621.87    | 0.00%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                                          | UNION PACIFIC CORP 3.95% 08/15/2059                                                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      110000 | PA      | $83330.92      | 0.00%             | 2059-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.25% 08/15/2049                                                                                     | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   124637000 | PA      | $81330510.82   | 0.18%             | 2049-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                        | FREEPORT-MCMORAN INC 5.25% 09/01/2029                                                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      305000 | PA      | $309676.85     | 0.00%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047                                                                                     | CUSIP: 38380HES7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     2148681 | PA      | $1997158.46    | 0.00%             | 2047-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY PA TRUSTEES                                                                                      | UNIVERSITY PA TRUSTEES 3.61% 02/15/2119                                                                                          | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      285000 | PA      | $188257.49     | 0.00%             | 2119-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 3.126%/VAR 08/13/2030 144A                                                                                          | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2640000 | PA      | $2551410.00    | 0.01%             | 2030-08-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029                                                                                        | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      195000 | PA      | $190412.98     | 0.00%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3 M55D 4% 10/25/2058                                                             | CUSIP: 35563PLQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      275913 | PA      | $266988.82     | 0.00%             | 2058-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 2.95% 09/01/2029                                                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    11346000 | PA      | $10956118.76   | 0.02%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PK TR 2019-OBP                                                                                   | ONE BRYANT PK TR 2019-OBP 2.51641% 09/15/2054 144A                                                                               | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4690000 | PA      | $4406187.93    | 0.01%             | 2054-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2047#ZM2486                                                                                                 | CUSIP: 3131XVXP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1929904 | PA      | $1837315.12    | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                                            | HARTFORD INSURANCE GROUP INC/THE 2.8% 08/19/2029                                                                                 | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      147000 | PA      | $141432.46     | 0.00%             | 2029-08-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                            | WELLTOWER OP LLC 3.1% 01/15/2030                                                                                                 | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      249000 | PA      | $240767.13     | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 3.95% 03/01/2050                                                                                                       | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      305000 | PA      | $224913.21     | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK19                                                                                             | BANK 2019-BN19 A3 3.183% 08/15/2061                                                                                              | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      292553 | PA      | $280876.51     | 0.00%             | 2061-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030                                                                                        | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      158000 | PA      | $151472.81     | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 3.4% 09/01/2029                                                                                                        | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2542368.74    | 0.01%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2019-C4                                                                                        | BBCMS MTG TR 2019-C4 2.661% 08/15/2052                                                                                           | CUSIP: 07335CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3471290 | PA      | $3341854.43    | 0.01%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 5.125% 11/01/2027                                                                                          | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2546481.78    | 0.01%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 3.2% 08/15/2049                                                                                        | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      351000 | PA      | $246570.36     | 0.00%             | 2049-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                                                   | LINCOLN NATIONAL CORP IND 3.05% 01/15/2030                                                                                       | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      313000 | PA      | $297576.80     | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 09/01/2049#RA1293                                                                                                   | CUSIP: 3133KGNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22087 | PA      | $20386.12      | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2046#BM4748                                                                                                 | CUSIP: 3140J9H20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      276189 | PA      | $267757.40     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 10/01/2031#G15963                                                                                                 | CUSIP: 3128MEZ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39038 | PA      | $38081.78      | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2042#Q06998                                                                                                 | CUSIP: 3132GSDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      306686 | PA      | $297435.63     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2047#CA0346                                                                                                 | CUSIP: 3140Q7L47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131061 | PA      | $130856.70     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 4.375% 10/15/2028                                                                                              | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3889936.63    | 0.01%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                                             | MV24 CAPITAL BV 6.748% 06/01/2034 144A                                                                                           | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      138806 | PA      | $141286.01     | 0.00%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NGG FINANCE PLC                                                                                             | NGG FINANCE PLC 2.125%/VAR 09/05/2082 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |      440000 | PA      | $512625.77     | 0.00%             | 2082-09-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                                               | NORTHERN STATES POWER CO (MN) 2.9% 03/01/2050                                                                                    | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      182000 | PA      | $121599.00     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 2.75% 12/15/2029                                                                                  | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1888292.47    | 0.00%             | 2029-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 4.758% 09/06/2049                                                                                               | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       71000 | PA      | $61190.64      | 0.00%             | 2049-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC 2019-2AA PASS THRU TRS                                                                     | UNITED AIRLS INC 2019-2AA PASS THRU TRS 2.7% 11/01/2033                                                                          | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      365681 | PA      | $342706.04     | 0.00%             | 2033-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                                     | SIMON PROPERTY GROUP LP 3.25% 09/13/2049                                                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      168000 | PA      | $118136.32     | 0.00%             | 2049-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                                                    | CSX CORP 3.35% 09/15/2049                                                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      113000 | PA      | $81325.04      | 0.00%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MOUNTAIN INC 4.875% 09/15/2029 144A                                                                                         | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      238000 | PA      | $235836.70     | 0.00%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                                     | SIMON PROPERTY GROUP LP 2.45% 09/13/2029                                                                                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1877636.75    | 0.00%             | 2029-09-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 4.15% 09/15/2029                                                                                              | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100280.64     | 0.00%             | 2029-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                                                    | AMPHENOL CORPORATION NEW 2.8% 02/15/2030                                                                                         | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1172322.35    | 0.00%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                                                 | COMMONWEALTH BANK AUSTRALIA 3.61%/VAR 09/12/2034 144A                                                                            | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     3419000 | PA      | $3332043.51    | 0.01%             | 2034-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                                               | HEALTHCARE REALTY HOLDINGS LP 3.1% 02/15/2030                                                                                    | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1715000 | PA      | $1642526.67    | 0.00%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 2.95% 09/11/2049                                                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $68298.09      | 0.00%             | 2049-09-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030                                                                                      | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8065000 | PA      | $7710904.32    | 0.02%             | 2030-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                                        | 1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A                                                                            | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      280000 | PA      | $278783.96     | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                                       | ENCOMPASS HEALTH CORP 4.75% 02/01/2030                                                                                           | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      406000 | PA      | $403865.82     | 0.00%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 3.2% 09/15/2049                                                                                    | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      183000 | PA      | $126718.00     | 0.00%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                                               | METHANEX CORP 5.25% 12/15/2029                                                                                                   | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $50422.85      | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                                              | PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029                                                                                  | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2689000 | PA      | $2637033.60    | 0.01%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 3.15% 10/01/2049                                                                                           | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       24000 | PA      | $16908.32      | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                                    | SENSATA TECHNOLOGIES INC 4.375% 02/15/2030 144A                                                                                  | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      225000 | PA      | $220706.48     | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                                                           | TRANSCANADA TRUST 5.5%/VAR 09/15/2079                                                                                            | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     1695000 | PA      | $1713407.70    | 0.00%             | 2079-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 10/01/2049#SD8016                                                                                                   | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1931551 | PA      | $1770161.37    | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                                            | VODAFONE GROUP PLC 4.25% 09/17/2050                                                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $80300.25      | 0.00%             | 2050-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                                                   | TEGNA INC 5% 09/15/2029                                                                                                          | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      605000 | PA      | $604427.25     | 0.00%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                     | AEP TRANSMISSION CO LLC 3.15% 09/15/2049                                                                                         | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      359000 | PA      | $246306.97     | 0.00%             | 2049-09-15      | 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        |      213800 | PA      | $210228.37     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                                                        | WYNN RESORTS FIN LLC / CAP CORP 5.125% 10/01/2029 144A                                                                           | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      920000 | PA      | $925249.52     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| B and G FOODS INC                                                                                           | B and G FOODS INC 5.25% 09/15/2027                                                                                               | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2133895.06    | 0.00%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2019                                                                                  | TRICON AMERICAN HOMES 2019 3.745% 03/17/2038 144A                                                                                | CUSIP: 89612LAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      204000 | PA      | $203483.88     | 0.00%             | 2038-03-17      | Fixed         | 0.04%                 | 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        |     9226000 | PA      | $10505184.90   | 0.02%             | 2031-05-01      | Fixed         | 0.07%                 | 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        |     4300000 | PA      | $4683792.20    | 0.01%             | 2036-09-15      | Fixed         | 0.06%                 | 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        |      161000 | PA      | $167805.79     | 0.00%             | 2040-03-15      | 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        |     6475000 | PA      | $6879091.80    | 0.02%             | 2046-03-15      | Fixed         | 0.07%                 | 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        |     2560000 | PA      | $2474913.79    | 0.01%             | 2030-03-01      | 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        |     7647000 | PA      | $7451608.29    | 0.02%             | 2029-10-01      | 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        |      448752 | PA      | $438361.08     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE PTY LTD                                                                            | PACIFIC NATIONAL FINANCE PTY LTD 3.7% 09/24/2029                                                                                 | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |      570000 | PA      | $376053.08     | 0.00%             | 2029-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                                             | ENTERGY TEX INC 3.55% 09/30/2049                                                                                                 | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       22000 | PA      | $15997.18      | 0.00%             | 2049-09-30      | Fixed         | 0.04%                 | 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        |     2226245 | PA      | $2295525.02    | 0.01%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 04/49#MA5876                                                                                                          | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1463780 | PA      | $1430919.42    | 0.00%             | 2049-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                                                    | SOTHEBYS 7.375% 10/15/2027 144A                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |      480000 | PA      | $477074.88     | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B13 MTG TR                                                                                   | BENCHMARK 2019-B13 A4 2.952% 08/15/2057                                                                                          | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7629000 | PA      | $7315094.88    | 0.02%             | 2057-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK                                                                | J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A                                                      | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2433272 | PA      | $2385316.57    | 0.01%             | 2029-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2041#AJ1616                                                                                                 | CUSIP: 3138ASYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      255295 | PA      | $247820.34     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP                                                                 | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2.532% 10/01/2029                                                                    | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2405000 | PA      | $2276766.60    | 0.01%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/46#AS8573                                                                                                      | CUSIP: 3138WJQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209457 | PA      | $200259.17     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2045#G61242                                                                                                 | CUSIP: 31335BLX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      216079 | PA      | $220000.30     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                                                | HUDSON PACIFIC PROPERTIES LP 3.25% 01/15/2030                                                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      426000 | PA      | $354112.20     | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                                                         | DUKE ENERGY IND INC 3.25% 10/01/2049                                                                                             | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      125000 | PA      | $87856.82      | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K736 MTG TR                                                                                      | FREMF 2019-K736 MTG TR CSTR 07/25/2026 144A                                                                                      | CUSIP: 30298MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      905000 | PA      | $900812.66     | 0.00%             | 2026-07-25      | Variable      | 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        |      838000 | PA      | $802675.70     | 0.00%             | 2052-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 09/20/2049#MA6153                                                                                                     | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      509258 | PA      | $469582.35     | 0.00%             | 2049-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                                             | BANK 2019-BNK20 2.6% 10/17/2052                                                                                                  | CUSIP: 06540BBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3698123 | PA      | $3539417.24    | 0.01%             | 2052-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2049#                                                                                                         | CUSIP: 31418DHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      531519 | PA      | $487108.52     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 2.75% 11/01/2029                                                                                    | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1592244.24    | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                                               | LIVE NATION ENTERTAINMENT INC 4.75% 10/15/2027 144A                                                                              | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      562000 | PA      | $561640.15     | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 09/01/2049#CA4142                                                                                                   | CUSIP: 3140QBS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4034777 | PA      | $3719088.11    | 0.01%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 10/01/2049#CA4406                                                                                                   | CUSIP: 3140QB3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4918449 | PA      | $4533619.80    | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                                            | VIRGIN MEDIA SECD FIN PLC 4.25% 01/15/2030 REGS                                                                                  | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |     2800000 | PA      | $3484011.08    | 0.01%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2049#                                                                                                         | CUSIP: 3132DV4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      698318 | PA      | $639970.03     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/49#MA3833                                                                                                      | CUSIP: 31418DHK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      491775 | PA      | $432466.35     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 5.875% 10/17/2031 REGS                                                                               | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     4472000 | PA      | $5389797.49    | 0.01%             | 2031-10-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSINCOME TAX REV                                                                 | NEW YORK ST D 5.628% 3/15/2039                                                                                                   | CUSIP: 64990FMT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      990000 | PA      | $1028779.29    | 0.00%             | 2039-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.8% 03/01/2050                                  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      141000 | PA      | $107422.39     | 0.00%             | 2050-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2049#MA3835                                                                                                 | CUSIP: 31418DHM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      822351 | PA      | $780842.44     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                                            | ASCENSION HEALTH 3.106% 11/15/2039                                                                                               | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | PA      | $498006.14     | 0.00%             | 2039-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                                            | ASCENSION HEALTH 2.532% 11/15/2029                                                                                               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $281271.41     | 0.00%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2019-F                                                                        | NAVIENT PRIVATE ED REFI LN TR 2019-F 2.6% 08/15/2068 144A                                                                        | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1297723 | PA      | $1261462.46    | 0.00%             | 2068-08-15      | Fixed         | 0.03%                 | 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        |      175000 | PA      | $172672.13     | 0.00%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K98 MTG TR                                                                                       | FREMF 2019-K98 MTG TR CSTR 10/25/2052 144A                                                                                       | CUSIP: 30312DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      321808 | PA      | $315908.74     | 0.00%             | 2052-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC                                                                | AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC 4% 01/15/2028 144A                                                                  | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      282000 | PA      | $277892.28     | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 07/01/2034#BO1835                                                                                                 | CUSIP: 3140JWBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140779 | PA      | $139395.56     | 0.00%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 08/01/2034#CA4087                                                                                                 | CUSIP: 3140QBRH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      530700 | PA      | $525486.68     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 07/01/2034#CA3925                                                                                                 | CUSIP: 3140QBLF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      415362 | PA      | $411281.09     | 0.00%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 2.879%/VAR 10/30/2030                                                                                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4015000 | PA      | $3842781.47    | 0.01%             | 2030-10-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF2                                                                                                 | CF 2019-CF2 2.6236% 11/15/2052                                                                                                   | CUSIP: 12528YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      705725 | PA      | $675305.50     | 0.00%             | 2052-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.976%/VAR 11/05/2030                                                                                              | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1461433.43    | 0.00%             | 2030-11-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                                                   | DH EUROPE FINANCE II SARL 3.25% 11/15/2039                                                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $82842.37      | 0.00%             | 2039-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.45% 02/01/2050                                                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      370000 | PA      | $254557.47     | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                                              | BRASKEM NETHERLANDS FIN BV 4.5% 01/31/2030 144A                                                                                  | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     1080000 | PA      | $454896.00     | 0.00%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                                           | STATE STREET CORP 3.031%/VAR 11/01/2034                                                                                          | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      148000 | PA      | $141434.59     | 0.00%             | 2034-11-01      | Variable      | 0.03%                 | 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        |      999668 | PA      | $1004418.17    | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                                                        | JETBLUE AIRWAYS CORP 2.75% 11/15/2033                                                                                            | CUSIP: 477143AH4<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     1295216 | PA      | $1174703.00    | 0.00%             | 2033-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.25% 11/01/2039                                                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      174000 | PA      | $138904.37     | 0.00%             | 2039-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GSA1                                                                                    | GS MTG SECS TR 2019-GSA1 A4 3.0479% 11/10/2052                                                                                   | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1252654.13    | 0.00%             | 2052-11-10      | Fixed         | 0.03%                 | 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        |     3468059 | PA      | $3442600.29    | 0.01%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2019 C-17                                                                     | UBS COMMERCIAL MORTGAGE TRUST 2019 C-17 2.6686% 10/15/2052                                                                       | CUSIP: 90278MAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1064954 | PA      | $1025058.69    | 0.00%             | 2052-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2019-A                                                                                   | AQUA FINANCE TRUST 2019-A 3.47% 07/16/2040 144A                                                                                  | CUSIP: 038370AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      213838 | PA      | $210239.20     | 0.00%             | 2040-07-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA MED TERM NTS BOOK ENTRY REG S                                                     | PERUSAHAAN LISTRIK NEGARA PNBE 1.875% 11/05/2031 144A                                                                            | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | CORP              | ID        |     1500000 | PA      | $1595160.00    | 0.00%             | 2031-11-05      | 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        |      200000 | PA      | $196125.47     | 0.00%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                                               | NORDSTROM INC 4.375% 04/01/2030                                                                                                  | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      453000 | PA      | $436166.02     | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | 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        |      738414 | PA      | $726435.63     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 4.875% 01/15/2030                                                                               | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       73000 | PA      | $73056.43      | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 5.375% 11/15/2029                                                                                           | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      104000 | PA      | $102820.58     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 3.7% 11/15/2059                                                                                     | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70886.29      | 0.00%             | 2059-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 12/01/2049#MA3870                                                                                                 | CUSIP: 31418DJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      762531 | PA      | $670568.07     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MTG TR                                                                                   | BENCHMARK 2019-B14 MTG TR CSTR 12/15/2062                                                                                        | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19577334 | PA      | $372137.72     | 0.00%             | 2062-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 3.7% 01/30/2027 144A                                                                                    | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2886602.00    | 0.01%             | 2027-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC                          | DOMINOS PIZZA MASTER ISR LLC 3.668% 10/25/2049 144A                                                                              | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1196160 | PA      | $1170140.17    | 0.00%             | 2049-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                                           | HEALTHPEAK OP LLC 3% 01/15/2030                                                                                                  | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1554710.06    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH and HOSPITALS CORP                                                                          | ADVOCATE HEALTH and HOSPITALS CORP 3.387% 10/15/2049                                                                             | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |      510000 | PA      | $378459.12     | 0.00%             | 2049-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/20/2049#MA6219                                                                                                   | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1104368 | PA      | $1054695.34    | 0.00%             | 2049-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C54                                                                            | WELLS FARGO COML MTG TR 2019-C54 ASB 3.063% 12/15/2052                                                                           | CUSIP: 95001YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1970794 | PA      | $1942721.42    | 0.00%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                                                    | ASGN INC 4.625% 05/15/2028 144A                                                                                                  | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |       70000 | PA      | $67878.62      | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                                             | SEALED AIR CORP 4% 12/01/2027 144A                                                                                               | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      244000 | PA      | $243317.97     | 0.00%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 3.125% 11/15/2029                                                                                                   | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      194000 | PA      | $187598.60     | 0.00%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 3.1% 09/15/2049                                                                                       | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       54000 | PA      | $36411.41      | 0.00%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 3.25% 11/15/2049                                                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $887110.82     | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                                               | AMEREN ILL CO 3.25% 03/15/2050                                                                                                   | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      115000 | PA      | $80176.19      | 0.00%             | 2050-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 11/20/2049#MA6282                                                                                                   | CUSIP: 36179U6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      236920 | PA      | $210170.00     | 0.00%             | 2049-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                                             | DOW CHEMICAL CO 5.55% 11/30/2048                                                                                                 | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      110000 | PA      | $96921.22      | 0.00%             | 2048-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 3.5% 12/01/2049                                                                                        | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $792492.11     | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                                                     | ATI INC 5.875% 12/01/2027                                                                                                        | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      348000 | PA      | $348133.41     | 0.00%             | 2027-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                                                        | LAUDER ESTEE COS INC 2.375% 12/01/2029                                                                                           | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      130000 | PA      | $122864.13     | 0.00%             | 2029-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                                                          | S and P GLOBAL INC 3.25% 12/01/2049                                                                                              | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      315000 | PA      | $223812.47     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | 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        |     5842100 | PA      | $5659337.50    | 0.01%             | 2049-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 3.5% 12/01/2029                                                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     4296000 | PA      | $4205348.77    | 0.01%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2049#BO4757                                                                                                   | CUSIP: 3140K0JB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1954767 | PA      | $1799989.93    | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF TECHNOLOGY                                                                          | CALIFORNIA INST TECHNOLOGY 3.65% 09/01/2119                                                                                      | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |      535000 | PA      | $354036.34     | 0.00%             | 2119-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2049#MA3871                                                                                                   | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      652177 | PA      | $596053.97     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 3.25% 12/01/2026                                                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     4003000 | PA      | $3985164.71    | 0.01%             | 2026-12-01      | Fixed         | 0.03%                 | 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        |      290000 | PA      | $290233.74     | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                                                          | WALT DISNEY CO/THE 7.75% 12/01/2045                                                                                              | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      274000 | PA      | $352740.50     | 0.00%             | 2045-12-01      | Fixed         | 0.08%                 | 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        |     3623131 | PA      | $3505477.75    | 0.01%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                                                 | BAMLL COML MTG SECS TR 2019 3.465% 11/05/2032 144A                                                                               | CUSIP: 05492PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      752000 | PA      | $717661.57     | 0.00%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 2% 12/09/2049 REGS                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1166074.94    | 0.00%             | 2049-12-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                                           | LITHIA MOTORS INC 4.625% 12/15/2027 144A                                                                                         | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10974.40      | 0.00%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                                                      | FAIR ISAAC CORPORATION 4% 06/15/2028 144A                                                                                        | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      500000 | PA      | $489502.75     | 0.00%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                                               | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                                                   | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59804.12      | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4% 05/01/2038#C91994                                                                                                   | CUSIP: 3128P8GB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1289392 | PA      | $1300875.41    | 0.00%             | 2038-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICHIGAN FIN AUTH RE                                                                                        | MICHIGAN FIN AU 3.384% 12/1/2040                                                                                                 | CUSIP: 59447TXX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      545000 | PA      | $474469.21     | 0.00%             | 2040-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                                                    | MOOG INC 4.25% 12/15/2027 144A                                                                                                   | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |      360000 | PA      | $359000.39     | 0.00%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TR 2019-OC11                                                                                             | BX TR 2019-OC11 4.075457% 12/09/2041 144A                                                                                        | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4140000 | PA      | $3876188.02    | 0.01%             | 2041-12-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                                             | CAMERON LNG LLC 3.302% 01/15/2035 144A                                                                                           | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      458000 | PA      | $408640.26     | 0.00%             | 2035-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                                             | CAMERON LNG LLC 3.402% 01/15/2038 144A                                                                                           | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      697000 | PA      | $620829.79     | 0.00%             | 2038-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 12/20/2049#MA6338                                                                                                     | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      838381 | PA      | $771491.02     | 0.00%             | 2049-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                            | WELLTOWER OP LLC 2.7% 02/15/2027                                                                                                 | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2561314.90    | 0.01%             | 2027-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                                                     | ENERSYS 4.375% 12/15/2027 144A                                                                                                   | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30871.37      | 0.00%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                                                          | STEEL DYNAMICS INC 3.45% 04/15/2030                                                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8171578.04    | 0.02%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEXAS PRIVATE ACTIVITY BD SURFACE TRANSN CORP REV                                                           | TX PABSTC 3.922% 12/31/2049                                                                                                      | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      390000 | PA      | $324888.37     | 0.00%             | 2049-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2050#MA3905                                                                                                   | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      564483 | PA      | $515906.95     | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2019-NUGS                                                                           | MORGAN STANLEY CAP I TR 2019-NUGS A TSFR1M+106.448 4 12/15/2021 144A                                                             | CUSIP: 61692AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5200000 | PA      | $3986268.00    | 0.01%             | 2036-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                                          | ARCHROCK PARTNERS LP / FIN CORP 6.25% 04/01/2028 144A                                                                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $265206.70     | 0.00%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 5.25% 01/30/2030 144A                                                                                      | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      825000 | PA      | $577500.00     | 0.00%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 5% 01/30/2028 144A                                                                                         | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $21750.00      | 0.00%             | 2028-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                                                       | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 2.989% 07/01/2050                                                                          | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      865000 | PA      | $601440.21     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2019                                                                                                   | BANK 2019 2.846% 12/15/2052                                                                                                      | CUSIP: 06541RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      306196 | PA      | $299998.97     | 0.00%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                                         | CALPINE CORPORATION 5.125% 03/15/2028 144A                                                                                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     4340000 | PA      | $4338392.03    | 0.01%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2045#Q33869                                                                                                   | CUSIP: 3132QQJP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48138 | PA      | $47755.39      | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GINNIE MAE II POOL II 3.5% 12/20/2049#BR8984                                                                                     | CUSIP: 3617M76V5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30008 | PA      | $28676.86      | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 12/49#BR8986                                                                                                        | CUSIP: 3617M76X1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7044 | PA      | $6739.58       | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 12/20/2049#BR8987                                                                                                   | CUSIP: 3617M76Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23408 | PA      | $22442.67      | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 12/20/2049#BR8985                                                                                                   | CUSIP: 3617M76W3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       65394 | PA      | $62616.54      | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 3.052%/VAR 01/13/2031 144A                                                                                           | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     6950000 | PA      | $6636622.55    | 0.01%             | 2031-01-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 4.271% 01/09/2027                                                                                       | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       85000 | PA      | $84983.52      | 0.00%             | 2027-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                       | REPUBLIC OF INDONESIA 2.85% 02/14/2030                                                                                           | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1430000 | PA      | $1357427.50    | 0.00%             | 2030-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                           | ENTERPRISE PRODS OPER LLC 2.8% 01/31/2030                                                                                        | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      258000 | PA      | $247236.53     | 0.00%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                                                   | TEGNA INC 4.625% 03/15/2028                                                                                                      | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      266000 | PA      | $265246.64     | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5% 05/15/2050                                                                                                 | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1498000 | PA      | $1280364.39    | 0.00%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 7.125%/VAR PERP                                                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     2890000 | PA      | $2997929.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 2.9% 01/15/2030                                                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1199202.62    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2020-1                                                                            | NEW RESIDENTIAL MTG LN TR 2020-1 3.5% 10/25/2059 144A                                                                            | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1240789 | PA      | $1186449.91    | 0.00%             | 2059-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                                            | GEORGIA POWER CO 3.7% 01/30/2050                                                                                                 | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      356000 | PA      | $271341.53     | 0.00%             | 2050-01-30      | Fixed         | 0.04%                 | 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        |      162000 | PA      | $160030.35     | 0.00%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                                                 | GENESIS ENERGY LP/ FIN CORP 7.75% 02/01/2028                                                                                     | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      293000 | PA      | $293460.89     | 0.00%             | 2028-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 02/01/2050#SD8043                                                                                                 | CUSIP: 3132DV5C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      344195 | PA      | $302684.12     | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                                | NOVELIS CORP 4.75% 01/30/2030 144A                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      375000 | PA      | $363414.26     | 0.00%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/49#FM2050                                                                                                        | CUSIP: 3140X5H48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      398465 | PA      | $364175.07     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP STEP 02/01/2030                                                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2388000 | PA      | $2614741.01    | 0.01%             | 2030-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 2.55% 01/22/2030                                                                                  | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      427000 | PA      | $404987.07     | 0.00%             | 2030-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.699%/VAR 01/22/2031                                                                                             | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    30572000 | PA      | $28927786.48   | 0.06%             | 2031-01-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                                | ROCKIES EXPRESS PIPELINE LLC 4.8% 05/15/2030 144A                                                                                | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      115000 | PA      | $113187.01     | 0.00%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RENEW POWER LTD                                                                                             | RENEW POWER LTD 5.875% 03/05/2027 REGS                                                                                           | CUSIP: N/A<br>LEI: 335800GORQFN2NQGG764       | Long             | DBT              | CORP              | IN        |      900000 | PA      | $898173.00     | 0.00%             | 2027-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                                                       | VICI PROPERTIES LP / VICI NOTE CO INC 4.125% 08/15/2030 144A                                                                     | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $297902.87     | 0.00%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2047#BM4754                                                                                                 | CUSIP: 3140J9H87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2208263 | PA      | $2111981.07    | 0.00%             | 2047-05-01      | 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        |      579000 | PA      | $574221.92     | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.666%/VAR 01/29/2031                                                                                              | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    13513000 | PA      | $12749395.91   | 0.03%             | 2031-01-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 12/34#FM0045                                                                                                        | CUSIP: 3140X3BP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      186660 | PA      | $182398.85     | 0.00%             | 2034-12-01      | 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        |      625000 | PA      | $556643.11     | 0.00%             |  |  |  | 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        |      442000 | PA      | $440213.66     | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                                          | UNION PACIFIC CORP 2.4% 02/05/2030                                                                                               | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      244000 | PA      | $230716.51     | 0.00%             | 2030-02-05      | Fixed         | 0.02%                 | 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        |     1089000 | PA      | $1038718.04    | 0.00%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                                                      | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                                                    | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $90121.46      | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                                                       | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                                                     | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |      490000 | PA      | $467088.83     | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | 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        |      528241 | PA      | $524653.13     | 0.00%             | 2040-01-16      | Fixed         | 0.03%                 | 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        |      112274 | PA      | $111721.49     | 0.00%             | 2040-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                                 | PROLOGIS LP 3% 04/15/2050                                                                                                        | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      150000 | PA      | $101018.99     | 0.00%             | 2050-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 2.572%/VAR 02/11/2031                                                                                     | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    20169000 | PA      | $18982983.54   | 0.04%             | 2031-02-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.5% 02/15/2030                                                                                                        | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4824000 | PA      | $4479159.35    | 0.01%             | 2030-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2% 02/15/2050                                                                                        | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    66885000 | PA      | $40904357.81   | 0.09%             | 2050-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 3% 02/10/2027 144A                                                                                              | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      252000 | PA      | $249787.72     | 0.00%             | 2027-02-10      | Fixed         | 0.03%                 | 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        |      110000 | PA      | $104535.24     | 0.00%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 1.85% 05/25/2033                                                                                  | CUSIP: 3136ADB57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3282888 | PA      | $3125405.95    | 0.01%             | 2033-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                                    | BUILDERS FIRSTSOURCE INC 5% 03/01/2030 144A                                                                                      | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      210000 | PA      | $208445.66     | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 02/20/2050#BQ4127                                                                                                     | CUSIP: 3617LNSQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1144516 | PA      | $1051055.37    | 0.00%             | 2050-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACCENTRO REAL ESTATE AG                                                                                     | ACCENTRO REAL ESTATE AG PIK VAR 12/30/2034 REGS                                                                                  | CUSIP: N/A<br>LEI: 391200VKLY50XNAFCM46       | Long             | DBT              | CORP              | DE        |      805793 | PA      | $257073.79     | 0.00%             | 2034-12-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ZIGGO FINANCING PARTNERSHIP                                                                                 | LIBERTY GLOBAL/VODAFONE ZIGGO TERM I 1LN 4/30/2028                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        5583 | PA      | $5499.02       | 0.00%             | 2028-04-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                                                      | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                                                        | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |      126953 | PA      | $122002.30     | 0.00%             | 2026-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS MLP                                                                                        | BUCKEYE PARTNERS MLP 4.5% 03/01/2028 144A                                                                                        | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149672.75     | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 4% 07/15/2030                                                                                      | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      195000 | PA      | $189730.32     | 0.00%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.496%/VAR 02/13/2031                                                                                | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    16862000 | PA      | $15837306.88   | 0.04%             | 2031-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 3.5% 09/01/2030                                                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2744000 | PA      | $2658290.58    | 0.01%             | 2030-09-01      | Fixed         | 0.04%                 | 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        |      456000 | PA      | $446355.14     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP                                           | BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A                                                                | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      500000 | PA      | $469955.85     | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                                                 | SCOTTS MIRACLE GRO CO (THE) 4.5% 10/15/2029                                                                                      | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      585000 | PA      | $578627.48     | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                                                                             | HECLA MINING CO 7.25% 02/15/2028                                                                                                 | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |      429000 | PA      | $429422.57     | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 12/01/2030#ZS8591                                                                                                   | CUSIP: 3132A9RL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62366 | PA      | $61447.95      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 07/20/2049#MA6038                                                                                                     | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      548461 | PA      | $506587.51     | 0.00%             | 2049-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GC45                                                                                    | GS MTG SECS TR 2020-GC45 2.8428% 02/13/2053                                                                                      | CUSIP: 36258YBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      697649 | PA      | $682758.73     | 0.00%             | 2053-02-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2050#MA3964                                                                                                 | CUSIP: 31418DMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2861203 | PA      | $2510771.61    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 3.15% 02/21/2040                                                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      155000 | PA      | $124721.47     | 0.00%             | 2040-02-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                            | FIRSTENERGY CORP 3.4% 03/01/2050                                                                                                 | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     2169000 | PA      | $1519502.23    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                        | FREEPORT-MCMORAN INC 4.125% 03/01/2028                                                                                           | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      960000 | PA      | $960048.32     | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 2.45% 02/21/2030                                                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1886748.40    | 0.00%             | 2030-02-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 3% 02/24/2050                                                                                         | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      278000 | PA      | $185926.19     | 0.00%             | 2050-02-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B16 MORTGAGE TRUST                                                                           | BENCHMARK 2020-B16 MORTGAGE TRUST 2.483% 02/15/2053                                                                              | CUSIP: 08161NAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $3022501.12    | 0.01%             | 2053-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                                                    | KLA CORP 3.3% 03/01/2050                                                                                                         | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      252000 | PA      | $178944.15     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                                          | MATTAMY GROUP CORP 4.625% 03/01/2030 144A                                                                                        | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     1500000 | PA      | $1464408.60    | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | 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        |      172695 | PA      | $165667.33     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 03/20/2050#MA6541                                                                                                     | CUSIP: 36179VHS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1391491 | PA      | $1280037.32    | 0.00%             | 2050-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LOUISIANA LLC 2.9% 03/15/2051                                                                                            | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      118000 | PA      | $75489.42      | 0.00%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                                               | NEW SOUTH WALES TREASURY CORP 2% 03/08/2033                                                                                      | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     1200000 | PA      | $708811.94     | 0.00%             | 2033-03-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 2.4% 03/15/2030                                                                                                | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1693344.56    | 0.00%             | 2030-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 3.2% 03/15/2040                                                                                                | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2554000 | PA      | $2041200.93    | 0.00%             | 2040-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES PASS THROUGH TRUST                                                                          | DELTA AIR LINES PASS THROUGH TRUST 2% 12/10/2029                                                                                 | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      204696 | PA      | $196239.48     | 0.00%             | 2029-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 3.1% 03/15/2030                                                                                                        | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3705000 | PA      | $3550768.04    | 0.01%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                                                         | DUKE ENERGY IND INC 2.75% 04/01/2050                                                                                             | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      298000 | PA      | $188535.82     | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                                                       | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 5.25% 05/15/2027                                                           | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      278000 | PA      | $273821.47     | 0.00%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED LN TR 2020-C                                                                             | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C 2.15% 11/15/2068 144A                                                           | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      532677 | PA      | $515678.14     | 0.00%             | 2068-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                                                 | TEXTRON INC 3% 06/01/2030                                                                                                        | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      550000 | PA      | $526538.44     | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2018-1745                                                                           | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-1745 CSTR 06/15/2036 144A                                                             | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5400000 | PA      | $5114830.86    | 0.01%             | 2036-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 4% 03/22/2050                                                                                         | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      161000 | PA      | $126809.44     | 0.00%             | 2050-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                                            | EXXON MOBIL CORP 4.327% 03/19/2050                                                                                               | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      145000 | PA      | $124167.94     | 0.00%             | 2050-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                                            | EXXON MOBIL CORP 4.227% 03/19/2040                                                                                               | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      490000 | PA      | $457009.29     | 0.00%             | 2040-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                           | UNION ELECTRIC CO 2.95% 03/15/2030                                                                                               | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96140.41      | 0.00%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                                                   | UNITED PARCEL SERVICE INC 5.3% 04/01/2050                                                                                        | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      186000 | PA      | $180700.48     | 0.00%             | 2050-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 3.9% 03/25/2030                                                                                                       | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98848.61      | 0.00%             | 2030-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.316%/VAR 03/26/2041                                                                                              | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      244000 | PA      | $244859.46     | 0.00%             | 2041-03-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 01/01/2035#CA5039                                                                                                   | CUSIP: 3140QCS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      133864 | PA      | $131268.04     | 0.00%             | 2035-01-01      | Fixed         | 0.03%                 | 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        |      126000 | PA      | $128565.90     | 0.00%             | 2030-12-15      | 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        |      131000 | PA      | $119844.75     | 0.00%             | 2051-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031                                                                                     | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    15730000 | PA      | $15892449.69   | 0.04%             | 2031-04-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.75% 04/01/2040                                                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4161000 | PA      | $3510169.34    | 0.01%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                               | LOWES COS INC 5.125% 04/15/2050                                                                                                  | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      274000 | PA      | $251326.57     | 0.00%             | 2050-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                               | LOWES COS INC 5% 04/15/2040                                                                                                      | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      124000 | PA      | $122301.79     | 0.00%             | 2040-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.412%/VAR 03/31/2031                                                                                              | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15729000 | PA      | $15810986.78   | 0.04%             | 2031-03-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 04/25/2028                                                                                    | CUSIP: 3137FG6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      289920 | PA      | $287236.67     | 0.00%             | 2028-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 2.625% 04/01/2030                                                                                                     | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       53000 | PA      | $50434.99      | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                                                       | 3M CO 3.05% 04/15/2030                                                                                                           | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96354.29      | 0.00%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                                                | AUTOZONE INC 4% 04/15/2030                                                                                                       | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     6924000 | PA      | $6894055.29    | 0.02%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.622%/VAR 04/01/2031                                                                                             | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    13084000 | PA      | $12793446.36   | 0.03%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.194%/VAR 04/01/2031 144A                                                                                          | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    21240000 | PA      | $21179378.92   | 0.05%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.6% 04/01/2050                                                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      540000 | PA      | $337784.69     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 2.95% 04/01/2030                                                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2214884.57    | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                                                  | SYSCO CORP 5.95% 04/01/2030                                                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      239000 | PA      | $254408.52     | 0.00%             | 2030-04-01      | 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        |       90000 | PA      | $68012.59      | 0.00%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 4.7% 04/02/2027                                                                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      425000 | PA      | $427881.56     | 0.00%             | 2027-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                     | AEP TRANSMISSION CO LLC 3.65% 04/01/2050                                                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       58000 | PA      | $43645.91      | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030                                                                                     | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13282473.49   | 0.03%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                                                    | VISA INC 2.7% 04/15/2040                                                                                                         | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      178000 | PA      | $139192.25     | 0.00%             | 2040-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                            | CROWN CASTLE INC 3.3% 07/01/2030                                                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95779.04      | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 3.32% 04/15/2050                                                                                   | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      139000 | PA      | $97287.83      | 0.00%             | 2050-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                                                 | AMEREN CORP 3.5% 01/15/2031                                                                                                      | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      119000 | PA      | $115460.03     | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                                 | EQUINOR ASA 3.7% 04/06/2050                                                                                                      | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      920000 | PA      | $712895.05     | 0.00%             | 2050-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2050#SD7512                                                                                                   | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11236101 | PA      | $10346432.97   | 0.02%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                        | KEURIG DR PEPPER INC 3.2% 05/01/2030                                                                                             | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      125000 | PA      | $119754.18     | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                                             | BAE SYSTEMS PLC 3.4% 04/15/2030 144A                                                                                             | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     2985000 | PA      | $2915776.27    | 0.01%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2050#MA4019                                                                                                 | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2359618 | PA      | $2066932.38    | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM INC                                                                                   | BAYCARE HEALTH SYSTEM INC 3.831% 11/15/2050                                                                                      | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $1841702.07    | 0.00%             | 2050-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 05/01/2040#MA4016                                                                                                 | CUSIP: 31418DPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71955 | PA      | $66717.14      | 0.00%             | 2040-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.8% 04/01/2031                                  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1640000 | PA      | $1490790.32    | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                                                                     | DPL INC 4.35% 04/15/2029                                                                                                         | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1960031.40    | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.522%/VAR 04/22/2031                                                                                      | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3080000 | PA      | $2890079.99    | 0.01%             | 2031-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 2.783% 01/23/2031                                                                                               | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      772000 | PA      | $716416.00     | 0.00%             | 2031-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                                               | FORD MOTOR CO 9.625% 04/22/2030                                                                                                  | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      481000 | PA      | $561947.56     | 0.00%             | 2030-04-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                                                          | SONOCO PRODUCTS CO 3.125% 05/01/2030                                                                                             | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      802000 | PA      | $766551.07     | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                                           | HYATT HOTELS CORP 5.75% 04/23/2030                                                                                               | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3467382.63    | 0.01%             | 2030-04-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORP                                                                                                | GRIFFON CORP 5.75% 03/01/2028                                                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      431000 | PA      | $430775.45     | 0.00%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 3.068%/VAR 04/30/2041                                                                                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      410000 | PA      | $320080.83     | 0.00%             | 2041-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                                                | ENTEGRIS INC 4.375% 04/15/2028 144A                                                                                              | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      245000 | PA      | $242905.40     | 0.00%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                                | ECOPETROL SA 6.875% 04/29/2030                                                                                                   | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1534000 | PA      | $1541670.00    | 0.00%             | 2030-04-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                                                  | BIOGEN INC 3.15% 05/01/2050                                                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      147000 | PA      | $96730.07      | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                                                  | BIOGEN INC 2.25% 05/01/2030                                                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      790000 | PA      | $732793.58     | 0.00%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 2.1% 05/01/2030                                                                                           | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2406822.42    | 0.01%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 5.93% 05/01/2060                                                                                                       | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5583000 | PA      | $5599297.61    | 0.01%             | 2060-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 5.15% 05/01/2030                                                                                                       | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    10838000 | PA      | $11225346.11   | 0.02%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 5.04% 05/01/2027                                                                                                       | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4244161.95    | 0.01%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 5.705% 05/01/2040                                                                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3235000 | PA      | $3365807.68    | 0.01%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 5.805% 05/01/2050                                                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1400635.93    | 0.00%             | 2050-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST                                                                    | SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST 2.825% 02/13/2053                                                                       | CUSIP: 78397EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      938844 | PA      | $816894.51     | 0.00%             | 2053-02-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 4.25% 12/15/2027                                                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     5569000 | PA      | $5535276.92    | 0.01%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS and ANNUITY ASSN AMER                                                                          | TEACHERS INS and ANNUITY ASSN AMER 3.3% 05/15/2050 144A                                                                          | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $848221.38     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 2.3% 02/25/2031                                                                                                        | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91917.31      | 0.00%             | 2031-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 6.35% 01/15/2031                                                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108337.58     | 0.00%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 2.25% 06/01/2030                                                                                    | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      970000 | PA      | $900087.62     | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 3.375% 02/15/2030                                                                                                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     6720000 | PA      | $6231415.41    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.25% 05/15/2050                                                                                     | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5230000 | PA      | $2620516.03    | 0.01%             | 2050-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                                                                      | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5386000 | PA      | $5125150.85    | 0.01%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                                                          | OWENS-BROCKWAY GLASS CONTAINER INC 6.625% 05/13/2027 144A                                                                        | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      251000 | PA      | $251179.21     | 0.00%             | 2027-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 4.625% 12/15/2029                                                                                                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    11062000 | PA      | $10793926.70   | 0.02%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                                    | LAMB WESTON HOLDINGS INC 4.875% 05/15/2028 144A                                                                                  | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      125000 | PA      | $125019.75     | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                                  | ZOETIS INC 2% 05/15/2030                                                                                                         | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      173000 | PA      | $159809.47     | 0.00%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                         | GLOBAL PAYMENTS INC 2.9% 05/15/2030                                                                                              | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      466000 | PA      | $433767.07     | 0.00%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF COLORADO                                                                               | PUBLIC SERVICE CO OF COLORADO 2.7% 01/15/2051                                                                                    | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      198000 | PA      | $121323.84     | 0.00%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                                                   | LINCOLN NATIONAL CORP IND 3.4% 01/15/2031                                                                                        | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2399203.43    | 0.01%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 6.25% 02/15/2029 144A                                                                                      | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $79000.00      | 0.00%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                                                     | BECTON DICKINSON and CO 2.823% 05/20/2030                                                                                        | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      187000 | PA      | $177861.34     | 0.00%             | 2030-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                                             | REGENCY CTRS LP 3.7% 06/15/2030                                                                                                  | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      177000 | PA      | $174654.16     | 0.00%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                              | ITC HLDGS CORP 2.95% 05/14/2030 144A                                                                                             | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      262000 | PA      | $249321.59     | 0.00%             | 2030-05-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                  | FISERV INC 2.65% 06/01/2030                                                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      114000 | PA      | $105745.82     | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                 | NUTRIEN LTD 2.95% 05/13/2030                                                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      120000 | PA      | $114451.38     | 0.00%             | 2030-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                                                 | MATCH GROUP HLD II LLC 4.625% 06/01/2028 144A                                                                                    | CUSIP: 57665RAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98788.04      | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 3.5% 11/15/2030                                                                                                 | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    11542000 | PA      | $11183805.11   | 0.02%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                                               | LIVE NATION ENTERTAINMENT INC 6.5% 05/15/2027 144A                                                                               | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      433000 | PA      | $435052.42     | 0.00%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 2.75% 05/15/2040                                                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      955000 | PA      | $720656.75     | 0.00%             | 2040-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.125% 05/15/2040                                                                                    | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12872200 | PA      | $8449392.53    | 0.02%             | 2040-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP 3.95% 07/15/2030 144A                                                                                                   | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     9327000 | PA      | $9165548.32    | 0.02%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 3.125% 07/01/2050                                                                                                       | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      187000 | PA      | $128517.56     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                                          | AUTONATION INC DEL 4.75% 06/01/2030                                                                                              | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      953000 | PA      | $966721.27     | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 3.073%/VAR 05/22/2028                                                                                          | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     6312000 | PA      | $6247728.19    | 0.01%             | 2028-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                                                      | FIVE CORNERS FND TR II 2.85% 05/15/2030 144A                                                                                     | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12846000 | PA      | $12184072.85   | 0.03%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                                           | UNITED KINGDOM G.B. and N.IRELAND 0.5% 10/22/2061 REGS                                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1900000 | PA      | $681870.47     | 0.00%             | 2061-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                     | PIEDMONT NATURAL GAS CO 3.35% 06/01/2050                                                                                         | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |       83000 | PA      | $57842.69      | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 3.49% 05/28/2030                                                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $971807.67     | 0.00%             | 2030-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 1.95% 01/15/2031                                                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      119000 | PA      | $107585.18     | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                                                                   | EDGEWELL PERSONAL CARE CO 5.5% 06/01/2028 144A                                                                                   | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      348000 | PA      | $347676.71     | 0.00%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 8.875% 05/29/2050 REGS                                                                                  | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      300000 | PA      | $293250.00     | 0.00%             | 2050-05-29      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.25% 12/01/2027                                                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $4268938.94    | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 5.2% 12/01/2047                                                                                                          | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1628008.22    | 0.00%             | 2047-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                                                  | NUCOR CORP 2.7% 06/01/2030                                                                                                       | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1034034.16    | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.65% 06/01/2051                                                                                                    | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35827.19      | 0.00%             | 2051-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                                                                | TELEFLEX INC 4.25% 06/01/2028 144A                                                                                               | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      260000 | PA      | $256058.40     | 0.00%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.5% 05/31/2027                                                                                                        | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15788000 | PA      | $15218768.55   | 0.03%             | 2027-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.5% 06/01/2041                                                                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5306000 | PA      | $4258198.07    | 0.01%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.85% 06/01/2060                                                                                                    | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      244000 | PA      | $170395.47     | 0.00%             | 2060-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.572%/VAR 06/03/2031                                                                                              | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5801000 | PA      | $5422309.85    | 0.01%             | 2031-06-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 2.393%/VAR 06/02/2028                                                                                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      169000 | PA      | $165672.83     | 0.00%             | 2028-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                                  | DAVITA INC 4.625% 06/01/2030 144A                                                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      887000 | PA      | $868307.81     | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                                                       | TOTAL CAP INTL 3.127% 05/29/2050                                                                                                 | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      347000 | PA      | $237669.81     | 0.00%             | 2050-05-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 7.625% 05/29/2032 REGS                                                                                  | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      350000 | PA      | $358837.50     | 0.00%             | 2032-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 2.848%/VAR 06/04/2031                                                                                          | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      486000 | PA      | $458933.87     | 0.00%             | 2031-06-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                                      | WESCO DISTRIBUTION INC 7.25% 06/15/2028 144A                                                                                     | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1032477.38    | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 07/01/2050#                                                                                                       | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      968398 | PA      | $848278.40     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                                              | MICROSOFT CORP 2.525% 06/01/2050                                                                                                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      266000 | PA      | $165620.05     | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                                              | MICROSOFT CORP 2.675% 06/01/2060                                                                                                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      465000 | PA      | $269215.60     | 0.00%             | 2060-06-01      | Fixed         | 0.03%                 | 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        |       30000 | PA      | $24957.03      | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                      | AXALTA COAT/DUTCH HLD BV 4.75% 06/15/2027 144A                                                                                   | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $239587.51     | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                         | PECO ENERGY COMPANY 2.8% 06/15/2050                                                                                              | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       21000 | PA      | $13378.81      | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                                                         | HUNGARY REPUBLIC OF 1.75% 06/05/2035 REGS                                                                                        | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |     1370000 | PA      | $1341573.87    | 0.00%             | 2035-06-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 4.625% 06/15/2028                                                                                          | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     3374000 | PA      | $3369378.97    | 0.01%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 2.9% 06/15/2050                                                                                    | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      214000 | PA      | $139500.44     | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 06/20/2050#MA6710                                                                                                     | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17949 | PA      | $16494.22      | 0.00%             | 2050-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                                                     | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 2.9% 07/01/2050                                                                          | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       58000 | PA      | $37995.63      | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                                             | YALE UNIVERSITY 2.402% 04/15/2050                                                                                                | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $1326171.91    | 0.00%             | 2050-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                                                                        | EAST OHIO GAS CO/THE 2% 06/15/2030 144A                                                                                          | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1790939.57    | 0.00%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                                                       | SOUTHWEST AIRLINES CO 5.125% 06/15/2027                                                                                          | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     5340000 | PA      | $5402622.93    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | 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        |      720000 | PA      | $678657.82     | 0.00%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030                                                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    12288000 | PA      | $12177925.69   | 0.03%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                                 | PHILLIPS 66 2.15% 12/15/2030                                                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      385000 | PA      | $351088.98     | 0.00%             | 2030-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 02/01/2042#BM1065                                                                                                 | CUSIP: 3140J5FF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82732 | PA      | $86648.09      | 0.00%             | 2042-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                                        | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                                                      | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      220000 | PA      | $217889.30     | 0.00%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                                         | AMERICAN AXLE and MFG INC 6.875% 07/01/2028                                                                                      | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      216000 | PA      | $216197.64     | 0.00%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MI UNIV REVS                                                                                     | UNIV MICH REVS 2.437% 4/1/2040                                                                                                   | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      570000 | PA      | $446713.62     | 0.00%             | 2040-04-01      | Fixed         | 0.02%                 | 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        |      400000 | PA      | $470115.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN KETTERING CANCER CTR                                                                         | MEMORIAL SLOAN KTTRNG CNCR CTR 2.955% 01/01/2050                                                                                 | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      290000 | PA      | $197218.64     | 0.00%             | 2050-01-01      | 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        |     2185527 | PA      | $2011795.26    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | 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        |     1186756 | PA      | $1092789.04    | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041                                                                                | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8213000 | PA      | $6104454.09    | 0.01%             | 2041-06-19      | Variable      | 0.03%                 | 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        |      542000 | PA      | $540567.28     | 0.00%             | 2028-07-01      | Fixed         | 0.05%                 | 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        |     1737000 | PA      | $1738438.24    | 0.00%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 3.5% 08/01/2050                                                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1029000 | PA      | $710564.61     | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 3.3% 08/01/2040                                                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1580103.14    | 0.00%             | 2040-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                                                | PERRIGO FINANCE UNLIMITED CO STEP 06/15/2030                                                                                     | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $193526.24     | 0.00%             | 2030-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                                                  | STANDARD INDUSTRIES INC/NJ 4.375% 07/15/2030 144A                                                                                | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      896000 | PA      | $864406.95     | 0.00%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                            | WELLTOWER OP LLC 2.75% 01/15/2031                                                                                                | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     8865000 | PA      | $8334051.66    | 0.02%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                                                                     | ENERGIZER HLDGS INC 4.75% 06/15/2028 144A                                                                                        | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      165000 | PA      | $163421.78     | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MOUNTAIN INC 5% 07/15/2028 144A                                                                                             | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      395000 | PA      | $394235.36     | 0.00%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MOUNTAIN INC 5.25% 07/15/2030 144A                                                                                          | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      185000 | PA      | $184073.93     | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 4% 01/15/2031                                                                                       | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1472000 | PA      | $1418624.99    | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                                                 | GARTNER INC 4.5% 07/01/2028 144A                                                                                                 | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     2754000 | PA      | $2715068.77    | 0.01%             | 2028-07-01      | Fixed         | 0.04%                 | 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        |     2727065 | PA      | $2508581.30    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 06/01/2050#MA4047                                                                                                   | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5040972 | PA      | $4226310.52    | 0.01%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2035#MA4013                                                                                                 | CUSIP: 31418DN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1150609 | PA      | $1102349.97    | 0.00%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 06/01/2040#MA4045                                                                                                   | CUSIP: 31418DP71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      831201 | PA      | $749319.26     | 0.00%             | 2040-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2047#BH7565                                                                                                   | CUSIP: 3140GWMP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      233087 | PA      | $229452.15     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | 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        |     3030452 | PA      | $2552071.13    | 0.01%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| 280 PK AVE 2017-280P MTG TR                                                                                 | 280 PK AVE 2017-280P MTG TR STEP 09/15/2034 144A                                                                                 | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      104000 | PA      | $103610.00     | 0.00%             | 2034-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 1.94% 02/25/2035                                                                                  | CUSIP: 3137FTZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1053190 | PA      | $881890.75     | 0.00%             | 2035-02-25      | Fixed         | 0.02%                 | 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        |     2729793 | PA      | $2410811.78    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | 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        |      293331 | PA      | $270104.91     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                         | WORLDLINE SA/FRANCE 0.875% 06/30/2027 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110449.55     | 0.00%             | 2027-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                                                       | TOTAL CAP INTL 3.386% 06/29/2060                                                                                                 | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $132763.50     | 0.00%             | 2060-06-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                                                  | INTUIT INC 1.35% 07/15/2027                                                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193464.01     | 0.00%             | 2027-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                                                  | INTUIT INC 1.65% 07/15/2030                                                                                                      | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      110000 | PA      | $99304.96      | 0.00%             | 2030-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 4.35% 11/15/2047                                                                                         | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       77000 | PA      | $65956.00      | 0.00%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                                                     | SSE PLC 3.74%/VAR PERP REGS                                                                                                      | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EP               | CORP              | GB        |      390000 | PA      | $524799.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                                | TAKEDA PHARMACEUTICAL CO LTD 3.175% 07/09/2050                                                                                   | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      308000 | PA      | $211276.81     | 0.00%             | 2050-07-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                                | TAKEDA PHARMACEUTICAL CO LTD 2.05% 03/31/2030                                                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     1600000 | PA      | $1477408.11    | 0.00%             | 2030-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                                 | CHENIERE ENERGY PARTNERS LP 4.5% 10/01/2029                                                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     8713000 | PA      | $8764791.81    | 0.02%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                               | AEP TEXAS INC 2.1% 07/01/2030                                                                                                    | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1303000 | PA      | $1200558.95    | 0.00%             | 2030-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                                | TAKEDA PHARMACEUTICAL CO LTD 3.025% 07/09/2040                                                                                   | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     2260000 | PA      | $1764866.77    | 0.00%             | 2040-07-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                                           | JORDAN KINGDOM OF 5.85% 07/07/2030 REGS                                                                                          | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $201100.00     | 0.00%             | 2030-07-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2020-A                                                                         | HILTON GRAND VACATIONS TRUST 2020-A 6.42% 02/25/2039 144A                                                                        | CUSIP: 43285HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       39951 | PA      | $40260.14      | 0.00%             | 2039-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2050#MA4096                                                                                                 | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5608753 | PA      | $4913046.38    | 0.01%             | 2050-08-01      | Fixed         | 0.03%                 | 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        |     6344000 | PA      | $5492334.62    | 0.01%             | 2050-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030                                                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4952000 | PA      | $4975405.68    | 0.01%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                                  | MIZUHO FINL GROUP INC 2.201%/VAR 07/10/2031                                                                                      | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $183960.80     | 0.00%             | 2031-07-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1519323.54    | 0.00%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                                                | SBA TOWER TR 2.328% 07/15/2052 144A                                                                                              | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2105000 | PA      | $2033976.67    | 0.00%             | 2052-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.5% 07/01/2040                                                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5420000 | PA      | $4811691.02    | 0.01%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                                         | AVANTOR FUNDING INC 4.625% 07/15/2028 144A                                                                                       | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      913000 | PA      | $904677.15     | 0.00%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                                     | CF HIPPOLYTA ISSUER LLC 1.99% 07/15/2060 144A                                                                                    | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6351247 | PA      | $5181378.16    | 0.01%             | 2060-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                                     | CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A                                                                                    | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16305412 | PA      | $13817879.50   | 0.03%             | 2060-07-15      | Fixed         | 0.02%                 | 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        |     1939876 | PA      | $1782640.46    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2050#CA6416                                                                                                   | CUSIP: 3140QEDW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1759662 | PA      | $1618683.79    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY PA TRUSTEES                                                                                      | UNIVERSITY PA TRUSTEES 2.396% 10/01/2050                                                                                         | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      495000 | PA      | $303876.39     | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                                             | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                                                           | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1260892.98    | 0.00%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 08/01/2050#MA4100                                                                                                   | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13268687 | PA      | $11116068.03   | 0.02%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2049#BN6567                                                                                                 | CUSIP: 3140JPJM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28460 | PA      | $27077.14      | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 05/01/2038#ZA2505                                                                                                 | CUSIP: 31329KYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31848 | PA      | $31454.53      | 0.00%             | 2038-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                                         | RHP HOTEL PPTYS LP and RHP FIN CORP 4.75% 10/15/2027                                                                             | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      223000 | PA      | $222949.23     | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                        | FREEPORT-MCMORAN INC 4.375% 08/01/2028                                                                                           | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     6105000 | PA      | $6111872.52    | 0.01%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                        | FREEPORT-MCMORAN INC 4.625% 08/01/2030                                                                                           | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      824000 | PA      | $833711.59     | 0.00%             | 2030-08-01      | 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        |     4448000 | PA      | $4235363.05    | 0.01%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                                                   | MELCO RESORTS FINANCE LTD 5.75% 07/21/2028 REGS                                                                                  | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |     1150000 | PA      | $1149370.86    | 0.00%             | 2028-07-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 4.8% 07/15/2046                                                                                                | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89733.02      | 0.00%             | 2046-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP                              | SIX FLAGS ENTERTAINMENT CORP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP 5.25% 07/15/2029                                  | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      281000 | PA      | $270273.30     | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 08/01/2050#RA3206                                                                                                   | CUSIP: 3133KJR38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15260 | PA      | $12851.41      | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 3.4% 07/26/2029                                                                                          | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      270000 | PA      | $266221.12     | 0.00%             | 2029-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039                                                                                        | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      300000 | PA      | $275759.69     | 0.00%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 08/01/2050#RA3205                                                                                                   | CUSIP: 3133KJR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      244008 | PA      | $205489.50     | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 1.898%/VAR 07/23/2031                                                                                | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      718000 | PA      | $651993.69     | 0.00%             | 2031-07-23      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 1.65% 02/01/2028                                                                                                    | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4120000 | PA      | $3950895.26    | 0.01%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 08/01/2040#MA4093                                                                                                   | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2056007 | PA      | $1852623.08    | 0.00%             | 2040-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                                       | KINDER MORGAN INC DEL 3.25% 08/01/2050                                                                                           | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      351000 | PA      | $236481.29     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                                                                                                | RELIANCE INC 2.15% 08/15/2030                                                                                                    | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $1967910.18    | 0.00%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HEALTH SYSTEM OF TEXAS                                                                           | CHILDREN'S HEALTH SYS OF TX 2.511% 08/15/2050                                                                                    | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |      360000 | PA      | $222424.16     | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 1.875% 02/01/2033                                                                                 | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $952809.95     | 0.00%             | 2033-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 3.875% 02/15/2031                                                                                  | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      300000 | PA      | $289033.11     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 1.125% 08/03/2027                                                                                          | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96374.07      | 0.00%             | 2027-08-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                                    | SENSATA TECHNOLOGIES INC 3.75% 02/15/2031 144A                                                                                   | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      156000 | PA      | $147069.98     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                                      | GROUP 1 AUTOMOTIVE INC 4% 08/15/2028 144A                                                                                        | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147221.43     | 0.00%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                                              | SERVICE CORP INTERNATIONAL INC 3.375% 08/15/2030                                                                                 | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93986.81      | 0.00%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 0.875% 08/05/2030                                                                                                     | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      125000 | PA      | $111898.26     | 0.00%             | 2030-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                                                 | TEXTRON INC 2.45% 03/15/2031                                                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     3245000 | PA      | $2977393.55    | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                                                | AUTOZONE INC 1.65% 01/15/2031                                                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      505000 | PA      | $447655.85     | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                                                       | ELEMENT SOLUTIONS INC 3.875% 09/01/2028 144A                                                                                     | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      186000 | PA      | $182836.81     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS A PASS THROUGH TRUST                                                                   | JETBLUE 2020-1 CLASS A PASS THROUGH TRUST 4% 05/15/2034                                                                          | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      134563 | PA      | $128735.09     | 0.00%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.375% 08/15/2050                                                                                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11453000 | PA      | $5895610.65    | 0.01%             | 2050-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 2.772% 11/10/2050                                                                                     | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      250000 | PA      | $158622.87     | 0.00%             | 2050-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC                                                                 | PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 3.375% 08/31/2027 144A                                                               | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $516670.77     | 0.00%             | 2027-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                                  | DAVITA INC 3.75% 02/15/2031 144A                                                                                                 | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1961000 | PA      | $1832540.40    | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                                              | SERVICENOW INC 1.4% 09/01/2030                                                                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $890267.51     | 0.00%             | 2030-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                                                | PIONEER NATURAL RESOURCES CO 1.9% 08/15/2030                                                                                     | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2265222.11    | 0.01%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                                 | PROLOGIS LP 2.125% 10/15/2050                                                                                                    | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       43000 | PA      | $23622.43      | 0.00%             | 2050-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                                                  | STANDARD INDUSTRIES INC/NJ 3.375% 01/15/2031 144A                                                                                | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      412000 | PA      | $380300.35     | 0.00%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC                                                                              | WYNDHAM HOTELS and RESORTS INC 4.375% 08/15/2028 144A                                                                            | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      255000 | PA      | $253197.99     | 0.00%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                                   | BALL CORP 2.875% 08/15/2030                                                                                                      | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       60000 | PA      | $55803.61      | 0.00%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MOUNTAIN INC 4.5% 02/15/2031 144A                                                                                           | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       44000 | PA      | $42438.66      | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                                                  | ECOLAB INC 1.3% 01/30/2031                                                                                                       | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      176000 | PA      | $155001.93     | 0.00%             | 2031-01-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                                                         | KIMCO REALTY OP LLC 1.9% 03/01/2028                                                                                              | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     3540000 | PA      | $3411898.23    | 0.01%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B18 MORTGAGE TRUST                                                                           | BENCHMARK 2020-B18 MORTGAGE TRUST 1.672% 07/15/2053                                                                              | CUSIP: 08163AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $9039020.00    | 0.02%             | 2053-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                                                   | TARGA RES P LP/TARGA RES P FIN 4.875% 02/01/2031                                                                                 | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1703000 | PA      | $1724787.26    | 0.00%             | 2031-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 1.5% 02/15/2031                                                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88302.13      | 0.00%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 2.65% 08/15/2030                                                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2314542.13    | 0.01%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS and RESORTS LP                                                                                  | HOST HOTELS and RESORTS LP 3.5% 09/15/2030                                                                                       | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1676358.99    | 0.00%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                                       | WILLIAMS SCOTSMAN INC 4.625% 08/15/2028 144A                                                                                     | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119322.52     | 0.00%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2050#MA4158                                                                                                   | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18794308 | PA      | $15733504.68   | 0.04%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A                                      | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      609000 | PA      | $587211.32     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030                                                                                      | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      420000 | PA      | $454534.92     | 0.00%             | 2030-09-01      | 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        |      466000 | PA      | $458870.24     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 4.125% 08/17/2027                                                                                       | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      185000 | PA      | $184302.80     | 0.00%             | 2027-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 1.3% 08/21/2027                                                                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      400000 | PA      | $385125.88     | 0.00%             | 2027-08-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 2.65% 08/15/2062                                                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $51900.52      | 0.00%             | 2062-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 1.75% 08/21/2030                                                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1146118.08    | 0.00%             | 2030-08-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 1.25% 08/20/2030                                                                                                       | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      673000 | PA      | $604127.90     | 0.00%             | 2030-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.125% 08/15/2040                                                                                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9163400 | PA      | $5955852.08    | 0.01%             | 2040-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                                                  | VICTORIA TREASURY CORP OF 2% 11/20/2037                                                                                          | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     5130000 | PA      | $2553892.31    | 0.01%             | 2037-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                                        | LXP INDUSTRIAL TRUST 2.7% 09/15/2030                                                                                             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      894000 | PA      | $829029.36     | 0.00%             | 2030-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                                                  | GRAPHIC PACKAGING INTL INC 3.5% 03/01/2029 144A                                                                                  | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      175000 | PA      | $167362.83     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                                            | BOYD GAMING CORP 4.75% 12/01/2027                                                                                                | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      165000 | PA      | $164779.41     | 0.00%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                                              | NCR VOYIX CORP 5% 10/01/2028 144A                                                                                                | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      422000 | PA      | $414659.18     | 0.00%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                               | INTERCONTINENTAL EXCHANGE INC 3% 09/15/2060                                                                                      | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      184000 | PA      | $110276.41     | 0.00%             | 2060-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                                       | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                                                     | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      321000 | PA      | $314229.66     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 3.7% 05/15/2050                                                                                       | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75740.76      | 0.00%             | 2050-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                                      | ROPER TECHNOLOGIES INC 1.75% 02/15/2031                                                                                          | CUSIP: 776743AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      200000 | PA      | $175691.20     | 0.00%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 2.5% 08/15/2050                                                                                         | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      543000 | PA      | $324700.97     | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                                                     | KITE RLTY GROUP TRUST 4.75% 09/15/2030                                                                                           | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10799000 | PA      | $11009836.44   | 0.02%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                                                 | NATIONAL AUSTRALIA BANK LTD 2.332% 08/21/2030 144A                                                                               | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $413572.41     | 0.00%             | 2030-08-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                                                          | WYNN MACAU LIMITED 5.625% 08/26/2028 REGS                                                                                        | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |      500000 | PA      | $499285.00     | 0.00%             | 2028-08-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                                                      | METHODIST HOSPITAL 2.705% 12/01/2050                                                                                             | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |      820000 | PA      | $523203.21     | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                                                         | JOHNSON and JOHNSON 2.1% 09/01/2040                                                                                              | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7215.78       | 0.00%             | 2040-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.5% 08/31/2027                                                                                                        | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21311000 | PA      | $20407779.94   | 0.05%             | 2027-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 2.5% 09/01/2030 144A                                                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       80000 | PA      | $74167.83      | 0.00%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 09/01/2050#MA4119                                                                                                   | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5732593 | PA      | $4802577.03    | 0.01%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                                                         | ECUADOR REPUBLIC OF STEP 07/31/2030 REGS                                                                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     1062900 | PA      | $1049538.50    | 0.00%             | 2030-07-31      | Variable      | 0.07%                 | 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        |     1249573 | PA      | $1133796.94    | 0.00%             | 2035-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                                                         | ECUADOR REPUBLIC OF STEP 07/31/2040 144A                                                                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      481734 | PA      | $393099.57     | 0.00%             | 2040-07-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINL ISSUANCE TR 2020-2                                                                             | ONEMAIN FINL ISSUANCE TR 2020-2 2.21% 09/14/2035 144A                                                                            | CUSIP: 682696AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1019420.54    | 0.00%             | 2035-09-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                                                       | ARGENTINA REPUBLIC OF STEP 07/09/2030                                                                                            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4292929 | PA      | $3634149.62    | 0.01%             | 2030-07-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                                                       | ARGENTINA REPUBLIC OF 1% 07/09/2029                                                                                              | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5777546 | PA      | $5096893.22    | 0.01%             | 2029-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                                                       | ARGENTINA REPUBLIC OF STEP 07/09/2041                                                                                            | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      700000 | PA      | $488974.50     | 0.00%             | 2041-07-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                                                       | ARGENTINA REPUBLIC OF STEP 07/09/2035                                                                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2310000 | PA      | $1737408.75    | 0.00%             | 2035-07-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                                                       | ARGENTINA REPUBLIC OF 0.125% 07/09/2030                                                                                          | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |     1560936 | PA      | $1549297.89    | 0.00%             | 2030-07-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2020-VIV3 B                                                                                        | BX TRUST 2020-VIV3 B 3.543% 03/09/2044 144A                                                                                      | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2635000 | PA      | $2535191.73    | 0.01%             | 2044-03-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                                                         | NUSTAR LOGISTICS LP 6.375% 10/01/2030                                                                                            | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      194000 | PA      | $204251.35     | 0.00%             | 2030-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BIG RIV STL LLC / BRS FIN CORP                                                                              | BIG RIV STL LLC / BRS FIN CORP 6.625% 01/31/2029 144A                                                                            | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      162000 | PA      | $162867.83     | 0.00%             | 2029-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                                                        | ENTERGY ARKANSAS LLC 2.65% 06/15/2051                                                                                            | CUSIP: 29366MAB4<br>LEI: KYX6QEFGFXUFFAWLGG05 | Long             | DBT              | CORP              | US        |      130000 | PA      | $78625.37      | 0.00%             | 2051-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                                  | ANGLO AMERICAN CAPITAL PLC 2.625% 09/10/2030 144A                                                                                | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     1035000 | PA      | $963585.00     | 0.00%             | 2030-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                                                      | OREILLY AUTOMOTIVE INC 1.75% 03/15/2031                                                                                          | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      770000 | PA      | $683914.43     | 0.00%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                                                    | INTERNATIONAL FLAVS and FRAG INC 2.3% 11/01/2030 144A                                                                            | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     3430000 | PA      | $3127895.31    | 0.01%             | 2030-11-01      | Fixed         | 0.02%                 | 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        |      490000 | PA      | $465148.28     | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                                                         | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC 3.625% 03/01/2029 144A                                                       | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $274589.21     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                                                         | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC 3.875% 03/01/2031 144A                                                       | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       81000 | PA      | $76125.11      | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                                                      | COX COMMUNICATIONS INC 1.8% 10/01/2030 144A                                                                                      | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1627470.41    | 0.00%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                                                  | COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026                                                                                      | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1773690.03    | 0.00%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                                                  | VMED O2 UK FINANCING I PLC 4.25% 01/31/2031 144A                                                                                 | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      215000 | PA      | $189555.89     | 0.00%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2050#SD8090                                                                                                   | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24724401 | PA      | $20713287.26   | 0.05%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 08/01/2049#QA1997                                                                                                   | CUSIP: 31334YGE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      400030 | PA      | $366606.02     | 0.00%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2049#FM3664                                                                                                   | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1535597 | PA      | $1508287.80    | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2050#MA4159                                                                                                 | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11847399 | PA      | $10366747.47   | 0.02%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 10/01/2050#SD8098                                                                                                   | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2533737 | PA      | $2121097.59    | 0.00%             | 2050-10-01      | 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        |      601000 | PA      | $597882.01     | 0.00%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                                                 | GARTNER INC 3.75% 10/01/2030 144A                                                                                                | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     5515000 | PA      | $5099753.26    | 0.01%             | 2030-10-01      | Fixed         | 0.04%                 | 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        |      175000 | PA      | $174870.69     | 0.00%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 2.013%/VAR 09/22/2028                                                                                          | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3185000 | PA      | $3089609.09    | 0.01%             | 2028-09-22      | Variable      | 0.02%                 | 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        |      195000 | PA      | $194846.17     | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                                           | NEXSTAR MEDIA INC 4.75% 11/01/2028 144A                                                                                          | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      221000 | PA      | $219917.30     | 0.00%             | 2028-11-01      | Fixed         | 0.05%                 | 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        |      330000 | PA      | $337996.56     | 0.00%             | 2030-10-01      | Fixed         | 0.07%                 | 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        |     5525000 | PA      | $5305695.07    | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                                                                     | ENERGIZER HLDGS INC 4.375% 03/31/2029 144A                                                                                       | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      233000 | PA      | $226334.90     | 0.00%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B19 MTG TR                                                                                   | BENCHMARK 2020-B19 A5 1.85% 09/15/2053                                                                                           | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1717383.02    | 0.00%             | 2053-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                                               | METHANEX CORP 5.125% 10/15/2027                                                                                                  | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $250979.12     | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                                                    | DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A                                                                                  | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |      470000 | PA      | $435053.02     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                                         | BROWN and BROWN INC 2.375% 03/15/2031                                                                                            | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      130000 | PA      | $116798.17     | 0.00%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.375% 09/30/2027                                                                                                      | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4571000 | PA      | $4358877.03    | 0.01%             | 2027-09-30      | Fixed         | 0.00%                 | 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        |     8666073 | PA      | $7793703.19    | 0.02%             | 2040-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                                                  | VMED O2 UK FINANCING I PLC 4% 01/31/2029 REGS                                                                                    | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |     1470000 | PA      | $1911539.49    | 0.00%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B19 MTG TR                                                                                   | BENCHMARK 2020-B19 A5 1.787% 09/15/2053                                                                                          | CUSIP: 08162WBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5800000 | PA      | $5675050.02    | 0.01%             | 2053-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 2.259% 03/25/2028                                                                                               | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1008000 | PA      | $975065.59     | 0.00%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 1.7% 10/01/2030                                                                                    | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     5475000 | PA      | $4930862.03    | 0.01%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 3% 10/15/2030                                                                                                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1673000 | PA      | $1506715.34    | 0.00%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 1.904%/VAR 09/30/2028 144A                                                                                           | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $386659.33     | 0.00%             | 2028-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                         | GILEAD SCIENCES INC 1.65% 10/01/2030                                                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      172000 | PA      | $155500.59     | 0.00%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                                                 | CENTERPOINT ENERGY RES CORP 1.75% 10/01/2030                                                                                     | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |       75000 | PA      | $67634.91      | 0.00%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                                             | ENTERGY TEX INC 1.75% 03/15/2031                                                                                                 | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     3109000 | PA      | $2778296.85    | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                                    | ACADIA HEALTHCARE CO INC 5% 04/15/2029 144A                                                                                      | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      215000 | PA      | $210582.27     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2050#BP4416                                                                                                 | CUSIP: 3140KB4A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4320592 | PA      | $3784668.39    | 0.01%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 09/01/2040#MA4128                                                                                                   | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      244024 | PA      | $219790.84     | 0.00%             | 2040-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                                           | LITHIA MOTORS INC 4.375% 01/15/2031 144A                                                                                         | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       53000 | PA      | $50977.67      | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                                       | ENCOMPASS HEALTH CORP 4.625% 04/01/2031                                                                                          | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       46000 | PA      | $45160.45      | 0.00%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                               | DISH DBS CORP 7.375% 07/01/2028                                                                                                  | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $217089.83     | 0.00%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                                               | JEFFERIES FINANCIAL GROUP INC 2.75% 10/15/2032                                                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1183333.23    | 0.00%             | 2032-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AQUA FIN TR 2020-A                                                                                          | AQUA FINANCE TRUST 2020-A 2.79% 07/17/2046 144A                                                                                  | CUSIP: 038413AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1105702 | PA      | $1067243.55    | 0.00%             | 2046-07-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AQUA FIN TR 2020-A                                                                                          | AQUA FIN TR 2020-A 3.97% 07/17/2046 144A                                                                                         | CUSIP: 038413AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       81128 | PA      | $79063.38      | 0.00%             | 2046-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN and PET CO                                                                                   | CENTRAL GARDEN and PET CO 4.125% 10/15/2030                                                                                      | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      231000 | PA      | $222916.64     | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2050#CA7229                                                                                                 | CUSIP: 3140QFA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10585936 | PA      | $9372106.07    | 0.02%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                                                      | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A                                                     | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $335770.54     | 0.00%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2.5% 03/01/2050#BP1381                                                                                            | CUSIP: 3140K8RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      171055 | PA      | $150906.49     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HOLDINGS INC                                                                            | EVEREST REINSURANCE HOLDINGS INC 3.5% 10/15/2050                                                                                 | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1468441.30    | 0.00%             | 2050-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                                        | WEC ENERGY GROUP INC 1.8% 10/15/2030                                                                                             | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      291000 | PA      | $261749.29     | 0.00%             | 2030-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                                                | WP CAREY INC 2.4% 02/01/2031                                                                                                     | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $1888872.99    | 0.00%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                                           | LYB INTERNATIONAL FINANCE III LLC 3.8% 10/01/2060                                                                                | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      100000 | PA      | $63180.80      | 0.00%             | 2060-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                                                  | KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A                                                                                 | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      870000 | PA      | $797407.20     | 0.00%             | 2033-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                                              | OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031                                                                                 | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     2682000 | PA      | $2531017.37    | 0.01%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BN28                                                                                              | BANK 2020-BN28 1.584% 03/15/2063                                                                                                 | CUSIP: 06540YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8715000 | PA      | $7878217.95    | 0.02%             | 2063-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                                         | GRAY TELEVISION INC 4.75% 10/15/2030 144A                                                                                        | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       61000 | PA      | $49514.38      | 0.00%             | 2030-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                                                                                        | WINGSTOP FUNDING LLC 20-1A A2 2.841% 12/05/2050 144A                                                                             | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3694735 | PA      | $3595373.23    | 0.01%             | 2050-12-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                                             | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                                                            | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $818242.34     | 0.00%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SAU                                                                                         | CELLNEX TELECOM SAU 1.75% 10/23/2030 REGS                                                                                        | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |     5500000 | PA      | $6138536.02    | 0.01%             | 2030-10-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST 2020-2                                                                            | RMF BUYOUT ISSUANCE TRUST 2020-2 1.7188% 10/25/2050 144A                                                                         | CUSIP: 76971EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      474972 | PA      | $450958.06     | 0.00%             | 2050-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 08/20/2046#MA3872                                                                                                   | CUSIP: 36179SJR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       99481 | PA      | $89167.34      | 0.00%             | 2046-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B19 MTG TR                                                                                   | BENCHMARK 2020-B19 A5 1.546% 09/15/2053                                                                                          | CUSIP: 08162WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12500000 | PA      | $11541530.00   | 0.03%             | 2053-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                                            | LAMAR MEDIA CORP 4.875% 01/15/2029                                                                                               | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $249801.78     | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                                            | LAMAR MEDIA CORP 4% 02/15/2030                                                                                                   | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      172000 | PA      | $166587.90     | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 1.922%/VAR 10/24/2031                                                                                | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      455000 | PA      | $410554.49     | 0.00%             | 2031-10-24      | Variable      | 0.02%                 | 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        |       95000 | PA      | $88401.72      | 0.00%             | 2031-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                                          | VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A                                                                         | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3760000 | PA      | $3266597.76    | 0.01%             | 2042-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                                          | VLS COMMERCIAL MORTGAGE TRUST 2020 2.453% 10/10/2042 144A                                                                        | CUSIP: 92858TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $249388.95     | 0.00%             | 2042-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                                          | VLS COMMERCIAL MORTGAGE TRUST 2020-LAB X CSTR 10/10/2042 144A                                                                    | CUSIP: 92858TAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8700000 | PA      | $147311.88     | 0.00%             | 2042-10-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 7.69% 01/23/2050                                                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    25840000 | PA      | $23467888.00   | 0.05%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.84% 01/23/2030                                                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1050000 | PA      | $1076250.00    | 0.00%             | 2030-01-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                                            | LAMAR MEDIA CORP 3.75% 02/15/2028                                                                                                | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $26549.55      | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 5.95% 01/28/2031                                                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5032000 | PA      | $4926328.00    | 0.01%             | 2031-01-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                                                       | PROCTER and GAMBLE CO 1.2% 10/29/2030                                                                                            | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      160000 | PA      | $142381.45     | 0.00%             | 2030-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 1.2% 10/25/2030                                                                                   | CUSIP: 3136BCGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138791 | PA      | $134328.38     | 0.00%             | 2030-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 10/25/2030                                                                                    | CUSIP: 3136BCGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2271705 | PA      | $73653.90      | 0.00%             | 2030-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.625% 02/01/2031                                                                                                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      500000 | PA      | $485670.98     | 0.00%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 1.75% 11/01/2030                                                                                          | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      164000 | PA      | $147833.53     | 0.00%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 5% 01/15/2029                                                                                                           | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1746000 | PA      | $1779519.90    | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                                               | SMYRNA READY MIX CONCRETE LLC 6% 11/01/2028 144A                                                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      565000 | PA      | $565762.09     | 0.00%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2050#MA4208                                                                                                   | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4494744 | PA      | $3762738.89    | 0.01%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                                       | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                                                     | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91092.75      | 0.00%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.625% 11/15/2050                                                                                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   141541700 | PA      | $77665479.26   | 0.17%             | 2050-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                                        | WESTPAC BANKING CORP 2.963% 11/16/2040                                                                                           | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      142000 | PA      | $110463.01     | 0.00%             | 2040-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                                                                  | AXALTA COATING SYSTEMS LLC 3.375% 02/15/2029 144A                                                                                | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      385000 | PA      | $371358.83     | 0.00%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 2.35% 11/13/2040                                                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      407000 | PA      | $294220.04     | 0.00%             | 2040-11-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 1.794%/VAR 02/13/2032                                                                                             | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7747000 | PA      | $6859094.48    | 0.02%             | 2032-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 4% 11/13/2030                                                                                           | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      765000 | PA      | $733142.07     | 0.00%             | 2030-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                                    | ALLISON TRANSMISSION INC 3.75% 01/30/2031 144A                                                                                   | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      366000 | PA      | $348159.96     | 0.00%             | 2031-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2050#                                                                                                         | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      745100 | PA      | $623754.11     | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 07/01/2036#MA2672                                                                                                   | CUSIP: 31418B6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52701 | PA      | $51008.32      | 0.00%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 2.65% 11/20/2040                                                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1266000 | PA      | $922502.65     | 0.00%             | 2040-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LOUISIANA LLC 1.6% 12/15/2030                                                                                            | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      218000 | PA      | $194359.22     | 0.00%             | 2030-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+61.448 10/20/2049                                                                          | CUSIP: 38382AFL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      181997 | PA      | $180776.48     | 0.00%             | 2049-10-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                                 | ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030                                                                                     | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       36000 | PA      | $35432.88      | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                                 | ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028                                                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      118000 | PA      | $117301.77     | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                                             | CHEMOURS CO/THE 5.75% 11/15/2028 144A                                                                                            | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      403000 | PA      | $405343.04     | 0.00%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.525%/VAR 11/19/2041                                                                                      | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10730000 | PA      | $7845996.61    | 0.02%             | 2041-11-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 1.764%/VAR 11/19/2031                                                                                      | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $994258.81     | 0.00%             | 2031-11-19      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.375% 11/15/2040                                                                                    | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10280200 | PA      | $6902592.08    | 0.02%             | 2040-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 12/01/2035#MA4206                                                                                                   | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3336357 | PA      | $3118925.48    | 0.01%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                                       | GFL ENVIRONMENTAL INC 4% 08/01/2028 144A                                                                                         | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |      345000 | PA      | $339660.86     | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                                           | STORE CAPITAL LLC 2.75% 11/18/2030                                                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     1957000 | PA      | $1800024.35    | 0.00%             | 2030-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      355000 | PA      | $345640.35     | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A                                                                              | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      911000 | PA      | $874743.29     | 0.00%             | 2031-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 2.659% 05/24/2031                                                                                   | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2470000 | PA      | $2225470.00    | 0.00%             | 2031-05-24      | Fixed         | 0.03%                 | 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        |      188000 | PA      | $181192.93     | 0.00%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                              | AIR LEASE CORP 3.125% 12/01/2030                                                                                                 | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      123000 | PA      | $115688.32     | 0.00%             | 2030-12-01      | 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        |      823000 | PA      | $776851.51     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 2.45% 12/02/2027 144A                                                                                             | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      106000 | PA      | $102696.71     | 0.00%             | 2027-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 11/20/2050#MA6994                                                                                                     | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7127283 | PA      | $6041841.61    | 0.01%             | 2050-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 10/20/2050#MA6930                                                                                                     | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    24231170 | PA      | $20536369.28   | 0.05%             | 2050-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                                                  | ALLIANT ENERGY FINANCE LLC 1.4% 03/15/2026 144A                                                                                  | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2295592.74    | 0.01%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 3.2% 11/21/2029                                                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2143000 | PA      | $2093239.24    | 0.00%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 4.05% 11/21/2039                                                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     8968000 | PA      | $8117696.48    | 0.02%             | 2039-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 4.25% 11/21/2049                                                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      515000 | PA      | $433307.73     | 0.00%             | 2049-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 5.25% 02/15/2031 144A                                                                                      | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     4796000 | PA      | $3157302.72    | 0.01%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 5% 02/15/2029 144A                                                                                         | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $302000.00     | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                                                            | MOBICO GROUP PLC 4.25%/VAR PERP REGS                                                                                             | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | EP               | CORP              | GB        |      215000 | PA      | $211150.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                                        | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                                                          | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4196000 | PA      | $4198416.90    | 0.01%             | 2028-05-01      | Fixed         | 0.05%                 | 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        |      100000 | PA      | $100381.00     | 0.00%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                                                      | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                                                     | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1075000 | PA      | $822417.79     | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.85% 04/01/2061                                 | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      515000 | PA      | $311428.35     | 0.00%             | 2061-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.3% 02/01/2032                                  | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      788000 | PA      | $687490.01     | 0.00%             | 2032-02-01      | Fixed         | 0.02%                 | 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        |     3611620 | PA      | $3246148.53    | 0.01%             | 2040-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                             | CMS ENERGY CORP T5Y+NA 12/01/2050                                                                                                | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      144000 | PA      | $134039.65     | 0.00%             | 2050-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B21 MTG TR                                                                                   | BENCHMARK 2020-B21 A5 MTG TR 1.9775% 12/17/2053                                                                                  | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69000 | PA      | $62301.59      | 0.00%             | 2053-12-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 1.862% 12/01/2032                                                                                               | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2350000 | PA      | $1978112.50    | 0.00%             | 2032-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 4.875% 01/30/2032 REGS                                                                               | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     1930000 | PA      | $2226440.43    | 0.00%             | 2032-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 1.47% 09/25/2027                                                                                  | CUSIP: 3137F72B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3100000 | PA      | $2998867.15    | 0.01%             | 2027-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2050#MA4182                                                                                                   | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5620005 | PA      | $4704742.36    | 0.01%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2050#SD8107                                                                                                 | CUSIP: 3132DWAG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      925331 | PA      | $809685.59     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 2.939% 06/04/2051                                                                                     | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      186000 | PA      | $121556.31     | 0.00%             | 2051-06-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 12/20/2050#MA7052                                                                                                   | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      747679 | PA      | $660573.05     | 0.00%             | 2050-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 2.45% 12/15/2050                                                                                  | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      135000 | PA      | $78189.22      | 0.00%             | 2050-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                                                                    | GRAND CITY PROPERTIES SA 1.5%/VAR PERP REGS                                                                                      | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | EP               | CORP              | LU        |      500000 | PA      | $587880.54     | 0.00%             |  |  |  | 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        |     3228377 | PA      | $2851134.98    | 0.01%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 12/20/2050#MA7051                                                                                                     | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    27080691 | PA      | $22950121.83   | 0.05%             | 2050-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                                            | PUGET ENERGY INC 4.1% 06/15/2030                                                                                                 | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     5379000 | PA      | $5309150.13    | 0.01%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2051#                                                                                                       | CUSIP: 31418DV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14586696 | PA      | $12740904.20   | 0.03%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 01/01/2051#MA4237                                                                                                   | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16698219 | PA      | $13983998.44   | 0.03%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 4% 09/15/2030                                                                                               | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      425000 | PA      | $392349.59     | 0.00%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                                         | SCHWAB CHARLES CORP 4%/VAR PERP                                                                                                  | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      220000 | PA      | $207843.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 1.875% 02/28/2031                                                                                                | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2692000 | PA      | $2399792.93    | 0.01%             | 2031-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                                         | SCHWAB CHARLES CORP 1.65% 03/11/2031                                                                                             | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      142000 | PA      | $125907.65     | 0.00%             | 2031-03-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                         | CARRIER GLOBAL CORP 2.7% 02/15/2031                                                                                              | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      167000 | PA      | $156470.55     | 0.00%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 4.8% 12/15/2043                                                                                                         | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93635.98      | 0.00%             | 2043-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                                                     | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                                                   | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |      290000 | PA      | $272600.00     | 0.00%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 08/01/2050#SD0499                                                                                                   | CUSIP: 3132DMRU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      742681 | PA      | $683412.21     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2051#SD8121                                                                                                   | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      408454 | PA      | $341806.63     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2049#SD7509                                                                                                   | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5145764 | PA      | $4743149.89    | 0.01%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2050#MA4077                                                                                                   | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10508489 | PA      | $8803665.32    | 0.02%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2051#SD8122                                                                                                 | CUSIP: 3132DWAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5897484 | PA      | $5151220.29    | 0.01%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2050#SD8106                                                                                                   | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    20686490 | PA      | $17317529.60   | 0.04%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                                                       | TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030                                                                                   | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3285000 | PA      | $3178589.26    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                                             | ADAPTHEALTH LLC 4.625% 08/01/2029 144A                                                                                           | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      143000 | PA      | $137206.38     | 0.00%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 11/01/2035#SB8073                                                                                                 | CUSIP: 3132D56J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1575583 | PA      | $1444703.35    | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 01/01/2036#SB8083                                                                                                 | CUSIP: 3132D56U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2003683 | PA      | $1832859.51    | 0.00%             | 2036-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 12/01/2035#FM4701                                                                                                 | CUSIP: 3140X8GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12283 | PA      | $11262.64      | 0.00%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 12/01/2035#MA4205                                                                                                 | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1793230 | PA      | $1644271.34    | 0.00%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 12/01/2035#SB8078                                                                                                 | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2676287 | PA      | $2453974.75    | 0.01%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                                                       | SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A                                                                                     | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      247000 | PA      | $232991.97     | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | 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        |     2667000 | PA      | $2702740.47    | 0.01%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GSA2                                                                                    | GS MTG SECS TR 2020-GSA2 1.721% 12/12/2053                                                                                       | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4940000 | PA      | $4482591.07    | 0.01%             | 2053-12-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                                          | ONE NEW YORK PLAZA TRUST 2020-1NYP TSFR1M+106.448 01/15/2026 144A                                                                | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      293556 | PA      | $286401.59     | 0.00%             | 2036-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                                                     | SBA COMMUNICATIONS CORP 3.875% 02/15/2027                                                                                        | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      230000 | PA      | $228591.04     | 0.00%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 01/01/2041#MA4232                                                                                                   | CUSIP: 31418DV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1253860 | PA      | $1126369.23    | 0.00%             | 2041-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LENDING FUNDING TRUST 2020-2                                                                                | LENDING FUNDING TRUST 2020-2 2.32% 04/21/2031 144A                                                                               | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2328198 | PA      | $2304476.39    | 0.01%             | 2031-04-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FIN LTD                                                                                         | STUDIO CITY FIN LTD 5% 01/15/2029 REGS                                                                                           | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |      900000 | PA      | $870750.00     | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                       | REPUBLIC OF INDONESIA 3.05% 03/12/2051                                                                                           | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1180000 | PA      | $780570.00     | 0.00%             | 2051-03-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 01/20/2051#MA7136                                                                                                   | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    13719882 | PA      | $12132208.75   | 0.03%             | 2051-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 2.95% 02/01/2051                                                                                   | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      257000 | PA      | $161169.46     | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | 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        |     6936404 | PA      | $6227297.23    | 0.01%             | 2041-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                                                 | BERKSHIRE HATHAWAY FIN CORP 2.5% 01/15/2051                                                                                      | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      355000 | PA      | $214202.50     | 0.00%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                                    | TOYOTA MOTOR CREDIT CORP 1.65% 01/10/2031                                                                                        | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      117000 | PA      | $104746.68     | 0.00%             | 2031-01-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SECURITIZATION TR 2007 HE1                                                                        | HSI ASSET SECURITIZ TR 07 HE1 TSFR1M+25.448 01/25/2037                                                                           | CUSIP: 40430FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2145196 | PA      | $1685017.49    | 0.00%             | 2037-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                                                  | HILCORP ENERGY I LP/FIN CO 5.75% 02/01/2029 144A                                                                                 | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      620000 | PA      | $621504.12     | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                                                  | HILCORP ENERGY I LP/FIN CO 6% 02/01/2031 144A                                                                                    | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $146110.13     | 0.00%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED LLC TR 2006 CB5                                                                    | SECURITIZED AB LLC TR 06 CB5 TSFR1M+39.448 06/25/2036                                                                            | CUSIP: 81376WAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1869399 | PA      | $1288026.72    | 0.00%             | 2036-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP                                                            | OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 4.25% 01/15/2029 144A                                                           | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $274733.20     | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2051#MA4256                                                                                                 | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5876746 | PA      | $5133105.82    | 0.01%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 02/01/2051#                                                                                                       | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5658055 | PA      | $4942088.04    | 0.01%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RALI SER 2007-QS3 TR                                                                                        | RALI SER 2007-QS3 TR 6.25% 02/25/2037                                                                                            | CUSIP: 75116BAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1799209 | PA      | $1477540.74    | 0.00%             | 2037-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RALI SER 2007-QS8 TR                                                                                        | RALI SERIES 2007-QS8 TRUST 6% 06/25/2037                                                                                         | CUSIP: 74922UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      673090 | PA      | $552800.20     | 0.00%             | 2037-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR                                                                                         | CITIGROUP MTG LN TR 6% 11/25/2035                                                                                                | CUSIP: 17307GL71<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      745048 | PA      | $723122.81     | 0.00%             | 2035-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RALI SER 2006 QS4 TR                                                                                        | RALI SER 2006 QS4 TR 6% 04/25/2036                                                                                               | CUSIP: 749228AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1112297 | PA      | $915487.51     | 0.00%             | 2036-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 07/01/2040#MA4071                                                                                                   | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      510477 | PA      | $460186.79     | 0.00%             | 2040-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                                                    | CROWDSTRIKE HOLDINGS INC 3% 02/15/2029                                                                                           | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189922.70     | 0.00%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2051#MA4255                                                                                                   | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2109771 | PA      | $1765518.64    | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECS TR                                                                                  | MASTR ASSET BACKED SECS TR TSFR1M+183.948 06/25/2035                                                                             | CUSIP: 57643LKC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1816559 | PA      | $1824019.78    | 0.00%             | 2035-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COML MTG SE 2021                                                                            | JP MORGAN CHASE COML MTG SE 2021 1.97387% 01/05/2040 144A                                                                        | CUSIP: 46592FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5725000 | PA      | $5313560.28    | 0.01%             | 2040-01-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/01/2051#SD8128                                                                                                   | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1311314 | PA      | $1097345.91    | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MTG LN TR                                                                                        | CARRINGTON MTG LN TR STEP 12/25/2035                                                                                             | CUSIP: 144531EG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6571110 | PA      | $6412764.32    | 0.01%             | 2035-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                                                      | LOGICOR FINANCING SARL 0.875% 01/14/2031 REGS                                                                                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $420785.41     | 0.00%             | 2031-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS 06 HE4                                                                                   | MORGAN STANLEY ABS 06 HE4 STEP 06/25/2036                                                                                        | CUSIP: 61748BAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3115675 | PA      | $1569694.71    | 0.00%             | 2036-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT and WHITE HLDGS                                                                                | BAYLOR SCOTT and WHITE HLDGS 2.839% 11/15/2050                                                                                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      120000 | PA      | $78888.49      | 0.00%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 07/01/2050#RA3078                                                                                                   | CUSIP: 3133KJM33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1610651 | PA      | $1481610.20    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERN FIN 2020-2 TR                                                                                | COREVEST AMERICAN FINANCE 2020-2 TRUST 4.244% 05/15/2052 144A                                                                    | CUSIP: 21872VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1467550 | PA      | $1460809.36    | 0.00%             | 2052-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT and WHITE HLDGS                                                                                | BAYLOR SCOTT and WHITE HLDGS 1.777% 11/15/2030                                                                                   | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      870000 | PA      | $788795.24     | 0.00%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                                                | PIONEER NATURAL RESOURCES CO 2.15% 01/15/2031                                                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      285000 | PA      | $262307.51     | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                                                    | AMERICAN ASSETS TRUST LP 3.375% 02/01/2031                                                                                       | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2062734.53    | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | 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        |      195000 | PA      | $211561.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                                       | CPI PROPERTY GROUP SA 1.5% 01/27/2031 REGS                                                                                       | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      175000 | PA      | $171420.62     | 0.00%             | 2031-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                                                          | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      462000 | PA      | $430462.51     | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                                                        | COMMERCIAL METALS CO 3.875% 02/15/2031                                                                                           | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      235000 | PA      | $223449.77     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                                                          | HOWARD HUGHES CORP 4.375% 02/01/2031 144A                                                                                        | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      455000 | PA      | $432756.10     | 0.00%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                                                          | HOWARD HUGHES CORP 4.125% 02/01/2029 144A                                                                                        | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      300000 | PA      | $290473.75     | 0.00%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU MTG PASS THROUGH CTFS STEP 01/25/2045                                                                                       | CUSIP: 92922FD39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      611568 | PA      | $608563.00     | 0.00%             | 2045-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LN TR 2007-OH3                                                                                  | ALTERNATIVE LN TR 2007-OH3 STEP 09/25/2047                                                                                       | CUSIP: 02151DAD6<br>LEI: 549300TXT201GGLA0F48 | Long             | ABS-CBDO         | CORP              | US        |     1445893 | PA      | $1313123.90    | 0.00%             | 2047-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                                           | AHS HOSPITAL CORP 2.78% 07/01/2051                                                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |      315000 | PA      | $201872.41     | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020 MORTGAGE TRUST                                                                               | BENCHMARK 2020 MORTGAGE TRUST 1.685% 01/15/2054                                                                                  | CUSIP: 08163BBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3175000 | PA      | $2893320.35    | 0.01%             | 2054-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 1.928%/VAR 04/28/2032                                                                                             | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5373000 | PA      | $4768383.56    | 0.01%             | 2032-04-28      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 1.992%/VAR 01/27/2032                                                                              | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8828000 | PA      | $7899046.51    | 0.02%             | 2032-01-27      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                                                          | MURPHY OIL USA INC 3.75% 02/15/2031 144A                                                                                         | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      340000 | PA      | $319896.45     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2043#BM5466                                                                                                 | CUSIP: 3140JACC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      481336 | PA      | $437508.27     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BCAP LLC 2010-RR4-II TR                                                                                     | BCAP LLC 2010-RR4-II TR CSTR 01/26/2037 144A                                                                                     | CUSIP: 05532XCY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2437924 | PA      | $1865305.21    | 0.00%             | 2037-01-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH                                             | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH TSFR1M+125.7 06/15/2035 144A                                     | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      484543 | PA      | $314952.85     | 0.00%             | 2035-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                                                | US FOODS INC 4.75% 02/15/2029 144A                                                                                               | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99579.30      | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 03/01/2036#                                                                                                       | CUSIP: 31418DXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      252320 | PA      | $230808.36     | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT CSTR 06/25/2029                                                                                   | CUSIP: 3137FNAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13280407 | PA      | $351807.27     | 0.00%             | 2029-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 1.953%/VAR 02/04/2032                                                                                      | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3520000 | PA      | $3159299.05    | 0.01%             | 2032-02-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2048#FM5661                                                                                                 | CUSIP: 3140X9JF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      901724 | PA      | $871985.62     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT ARPTS REV                                                                               | LA CA AIRPT 2.163% 5/15/2035                                                                                                     | CUSIP: 544445UE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      500000 | PA      | $419430.10     | 0.00%             | 2035-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT ARPTS REV                                                                               | LA CA AIRPT 2.063% 5/15/2034                                                                                                     | CUSIP: 544445UD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      500000 | PA      | $426718.60     | 0.00%             | 2034-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE MTG SECS TR 2007 1                                                                                | NEWCASTLE MTG SECS TR 2007 1 STEP 04/25/2037                                                                                     | CUSIP: 65106FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      473751 | PA      | $472137.32     | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                                             | BANK 2021-BNK31 02/2054                                                                                                          | CUSIP: 06541ABN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $238030.80     | 0.00%             | 2054-02-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                                         | ACRISURE LLC / ACRISURE FINANCE INC 4.25% 02/15/2029 144A                                                                        | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $95147.03      | 0.00%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B23 MTG TR                                                                                   | BENCHMARK 2021-B23 MTG TR 1.823% 02/15/2054                                                                                      | CUSIP: 08162RAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1783723.40    | 0.00%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HENLEY CLO IV DAC                                                                                           | HENLEY CLO IV DAC A 3MEUR+90 04/25/2034 144A                                                                                     | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |     1621879 | PA      | $1916411.95    | 0.00%             | 2034-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 2.45% 02/04/2032                                                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      157000 | PA      | $140901.82     | 0.00%             | 2032-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 3.4% 02/04/2041                                                                                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1524000 | PA      | $1195177.75    | 0.00%             | 2041-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 2.65% 02/08/2051                                                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      639000 | PA      | $403229.28     | 0.00%             | 2051-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 2.8% 02/08/2061                                                                                                        | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      312000 | PA      | $185692.50     | 0.00%             | 2061-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 1.2% 02/08/2028                                                                                                        | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       47000 | PA      | $44962.22      | 0.00%             | 2028-02-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS and CO                                                                                         | LEVI STRAUSS and CO 3.5% 03/01/2031 144A                                                                                         | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      170000 | PA      | $159517.17     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 5.875% 02/01/2029 144A                                                                                        | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1575776.82    | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 09/01/2049#CA4106                                                                                                   | CUSIP: 3140QBR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      386014 | PA      | $357620.80     | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                                                    | QUEENSLAND TREASURY CORP 1.5% 08/20/2032 144A REGS                                                                               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     9100000 | PA      | $5285529.17    | 0.01%             | 2032-08-20      | Fixed         | 0.01%                 | 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        |      195000 | PA      | $255950.05     | 0.00%             | 2027-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 06/01/2048#SD0354                                                                                                   | CUSIP: 3132DMMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7825834 | PA      | $7318685.13    | 0.02%             | 2048-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.875% 02/15/2051                                                                                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39961000 | PA      | $23320989.84   | 0.05%             | 2051-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 2% 05/18/2032                                                                                     | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      158000 | PA      | $135794.92     | 0.00%             | 2032-05-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TR                                                                                   | DIVERSIFIED HEALTHCARE TR 4.375% 03/01/2031                                                                                      | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $293970.58     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                                                           | UPBOUND GROUP INC 6.375% 02/15/2029 144A                                                                                         | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      300000 | PA      | $296981.16     | 0.00%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2049                                                                                   | CUSIP: 3137FRHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1585530 | PA      | $1345028.51    | 0.00%             | 2049-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTG SECS INC                                                                                     | AMERIQUEST MTG SECS INC TSFR1M+131.448 11/25/2034                                                                                | CUSIP: 03072SVT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3108480 | PA      | $2984360.77    | 0.01%             | 2034-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-A2                                                       | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-A2 STEP 02/25/2036                                                            | CUSIP: 590215AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5043070 | PA      | $2664714.09    | 0.01%             | 2036-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                                 | NYC TFA (PIT) 1.97% 2/1/2033                                                                                                     | CUSIP: 64971XXC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2015000 | PA      | $1757835.02    | 0.00%             | 2033-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COVISTA INC                                                                                                 | COVISTA INC 5.5% 03/01/2028 144A                                                                                                 | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |      445000 | PA      | $445000.00     | 0.00%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                                                                    | UNITED STATES STEEL CORP 6.875% 03/01/2029                                                                                       | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |      167000 | PA      | $166705.16     | 0.00%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                             | PENNYMAC FINANCIAL SERVICES INC 4.25% 02/15/2029 144A                                                                            | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2235163.81    | 0.00%             | 2029-02-15      | 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        |    30513694 | PA      | $25515688.09   | 0.06%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                                                | PERATON TERM B 1LN 02/01/2028                                                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      228749 | PA      | $195223.14     | 0.00%             | 2028-02-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                                            | GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 REGS                                                                           | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |      251708 | PA      | $229117.57     | 0.00%             | 2034-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A                                                                                      | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      194000 | PA      | $189866.69     | 0.00%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                                         | RHP HOTEL PPTYS LP and RHP FIN CORP 4.5% 02/15/2029 144A                                                                         | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98625.89      | 0.00%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                            | CROWN CASTLE INC 2.1% 04/01/2031                                                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $892108.84     | 0.00%             | 2031-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#SD8134                                                                                                   | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4076908 | PA      | $3409129.04    | 0.01%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 02/01/2041#MA4269                                                                                                 | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      320180 | PA      | $295546.64     | 0.00%             | 2041-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2051#MA4282                                                                                                 | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6739165 | PA      | $5886395.29    | 0.01%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2050#MA4183                                                                                                 | CUSIP: 31418DUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      919508 | PA      | $804590.73     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 2.5% 03/01/2031                                                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     4070000 | PA      | $3532282.55    | 0.01%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 2.9% 02/16/2028                                                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      275000 | PA      | $266742.64     | 0.00%             | 2028-02-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.875% 02/15/2041                                                                                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      638700 | PA      | $461086.51     | 0.00%             | 2041-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | USTN TII 0.125% 02/15/2051                                                                                                       | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39600000 | PA      | $27966631.97   | 0.06%             | 2051-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO I DAC                                                                                      | INVESCO EURO CLO I DAC A1R 3MEUR+65 07/15/2031 144A                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     4168772 | PA      | $4917993.40    | 0.01%             | 2031-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2051#FM5997                                                                                                   | CUSIP: 3140X9UX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32119 | PA      | $27049.17      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | 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        |    23408409 | PA      | $19843453.21   | 0.04%             | 2051-01-20      | Fixed         | 0.02%                 | 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        |     1262726 | PA      | $1070075.65    | 0.00%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                                                                        | CCRR PARENT TERM B 1LN 3/6/2028                                                                                                  | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      110795 | PA      | $30376.68      | 0.00%             | 2028-03-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                                                | WP CAREY INC 2.25% 04/01/2033                                                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     3969000 | PA      | $3387865.57    | 0.01%             | 2033-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                                                            | ANCESTRY.COM TERM B 1LN 12/6/2027                                                                                                | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |      107013 | PA      | $106500.72     | 0.00%             | 2027-12-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                                          | AVIS BUDG CAR RENT LLC/FIN INC 5.375% 03/01/2029 144A                                                                            | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       68000 | PA      | $65104.08      | 0.00%             | 2029-03-01      | Fixed         | 0.05%                 | 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        |      496000 | PA      | $494082.46     | 0.00%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 06/01/2041                                  | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8610000 | PA      | $6202592.17    | 0.01%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021-C9                                                                                        | BBCMS MTG TR 2021-C9 A4 2.021% 02/15/2054                                                                                        | CUSIP: 05493EAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9754302 | PA      | $8890685.50    | 0.02%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.9% 06/01/2052                                  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $381658.64     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                                         | SPECTRUM BRANDS INC 3.875% 03/15/2031 144A                                                                                       | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      254000 | PA      | $221946.39     | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/50#CA5539                                                                                                        | CUSIP: 3140QDEM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9668336 | PA      | $8899781.84    | 0.02%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2021                                                                                              | CIM TRUST 2021-R1 A2 2.4% 08/25/2056 144A                                                                                        | CUSIP: 12563RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3203055 | PA      | $3016648.78    | 0.01%             | 2056-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                                                         | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                                                         | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      190000 | PA      | $189876.60     | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                                               | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                                               | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      465000 | PA      | $435019.13     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 03/01/2036#RC1880                                                                                                 | CUSIP: 3133L8CR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      300940 | PA      | $275283.72     | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                                          | ESSEX PORTFOLIO LP 1.7% 03/01/2028                                                                                               | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      515000 | PA      | $493392.17     | 0.00%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF COLORADO                                                                               | PUBLIC SERVICE CO OF COLORADO 1.875% 06/15/2031                                                                                  | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      192000 | PA      | $170963.59     | 0.00%             | 2031-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                                                        | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                                                          | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |      265000 | PA      | $257169.94     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 09/01/2035#MA4124                                                                                                 | CUSIP: 31418DSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3021426 | PA      | $2888092.12    | 0.01%             | 2035-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 1.65% 03/03/2033 REGS                                                                                         | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      183000 | PA      | $186087.16     | 0.00%             | 2033-03-03      | Fixed         | 0.02%                 | 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        |    12026000 | PA      | $12160142.21   | 0.03%             | 2030-05-15      | Fixed         | 0.04%                 | 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        |     1838712 | PA      | $1649869.33    | 0.00%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES CSTR 12/25/2027                                                     | CUSIP: 3137FF3Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   130913318 | PA      | $1123105.36    | 0.00%             | 2027-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC                                   | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3.25% 09/01/2028 144A                                  | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $270664.52     | 0.00%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC                                   | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3% 09/01/2029 REGS                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      100000 | PA      | $114091.44     | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC                                   | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A                                     | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $200431.58     | 0.00%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 1.65% 03/03/2033 144A                                                                                         | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      671000 | PA      | $682319.57     | 0.00%             | 2033-03-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 2.6% 03/15/2031                                                                                                 | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      306000 | PA      | $283149.90     | 0.00%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC                                                                 | SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC 4.5% 03/15/2029 144A                                                                 | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      216000 | PA      | $209867.89     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 1.431%/VAR 03/09/2027                                                                              | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9480000 | PA      | $9474211.13    | 0.02%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                                                                            | ACCO BRANDS CORP 4.25% 03/15/2029 144A                                                                                           | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |      462000 | PA      | $425023.46     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 3.4% 03/15/2051                                                                                                | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      200000 | PA      | $140844.48     | 0.00%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 2.375% 03/15/2031                                                                                              | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1938000 | PA      | $1776276.23    | 0.00%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                                | NNN REIT INC 3.5% 04/15/2051                                                                                                     | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      310000 | PA      | $223493.70     | 0.00%             | 2051-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                                               | CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A                                                                                   | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      225000 | PA      | $213152.33     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028                                                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3571354.15    | 0.01%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                                                         | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                                                         | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      255000 | PA      | $161678.90     | 0.00%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                                                | COCA COLA CO 2% 03/05/2031                                                                                                       | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      320000 | PA      | $293528.22     | 0.00%             | 2031-03-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO                                                                                              | YUM BRANDS TERM B 1LN 03/15/2028                                                                                                 | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |      401228 | PA      | $401854.02     | 0.00%             | 2028-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                                                        | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                                           | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      152333 | PA      | $131483.02     | 0.00%             | 2028-02-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                         | PECO ENERGY COMPANY 3.05% 03/15/2051                                                                                             | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      117000 | PA      | $78028.79      | 0.00%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 03/20/2051#MA7254                                                                                                     | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3429719 | PA      | $2907394.21    | 0.01%             | 2051-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                                           | SUNCOR ENERGY INC 3.75% 03/04/2051                                                                                               | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      695000 | PA      | $507586.68     | 0.00%             | 2051-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 3.55% 03/10/2051                                                                                                | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1000000 | PA      | $721750.00     | 0.00%             | 2051-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                                              | OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033                                                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     5599000 | PA      | $5055768.73    | 0.01%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                                                  | COPT DEFENSE PROPERTIES LP 2.75% 04/15/2031                                                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     6209000 | PA      | $5734032.11    | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 3.125% 03/15/2051                                                                                         | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      100000 | PA      | $67372.16      | 0.00%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 2.667%/VAR 03/10/2032                                                                                               | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     8625000 | PA      | $7932947.25    | 0.02%             | 2032-03-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2051#                                                                                                       | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14636308 | PA      | $12770517.17   | 0.03%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2049#QA4692                                                                                                   | CUSIP: 31346YF99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6486786 | PA      | $5979247.87    | 0.01%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 03/01/2051#SD8135                                                                                                 | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13199661 | PA      | $11529383.77   | 0.03%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 03/20/2051#MA7255                                                                                                   | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11022249 | PA      | $9729525.86    | 0.02%             | 2051-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                                                    | AGILENT TECHNOLOGIES INC 2.3% 03/12/2031                                                                                         | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1136933.91    | 0.00%             | 2031-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC CO                                                                                   | ATLANTIC CITY ELECTRIC CO 2.3% 03/15/2031                                                                                        | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |      425000 | PA      | $390355.52     | 0.00%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                                           | BERKSHIRE HATHAWAY ENERGY COMPANY 2.85% 05/15/2051                                                                               | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       80000 | PA      | $50513.05      | 0.00%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027                                                                                   | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      520000 | PA      | $517517.61     | 0.00%             | 2027-05-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LOUISIANA LLC 3.1% 06/15/2041                                                                                            | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      127000 | PA      | $98118.77      | 0.00%             | 2041-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B24 MTG TR                                                                                   | BENCHMARK 2021-B24 MTG TR 2.2638% 03/15/2054                                                                                     | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5800000 | PA      | $5326838.90    | 0.01%             | 2054-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#BR5633                                                                                                   | CUSIP: 3140L4HK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      465788 | PA      | $392114.28     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 11/01/2050#MA4181                                                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4217347 | PA      | $3358178.37    | 0.01%             | 2050-11-01      | Fixed         | 0.01%                 | 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        |    23970280 | PA      | $20044056.23   | 0.04%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                                                  | ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A                                                                                | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      110000 | PA      | $108174.89     | 0.00%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                                                | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                                                | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      557000 | PA      | $536088.49     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032                                                                                | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    22866000 | PA      | $21200582.10   | 0.05%             | 2032-03-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.483%/VAR 03/13/2052                                                                                | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      117000 | PA      | $85545.51      | 0.00%             | 2052-03-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.2% 06/01/2041                                                                                      | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      263000 | PA      | $221838.98     | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 11/01/2050#SD8104                                                                                                 | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3013677 | PA      | $2399722.52    | 0.01%             | 2050-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027                                                                                | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2305000 | PA      | $2303702.68    | 0.01%             | 2027-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                                           | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A                                                           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45169 | PA      | $45230.12      | 0.00%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                                           | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.75% 04/20/2029 144A                                                          | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2515520 | PA      | $2543962.26    | 0.01%             | 2029-04-20      | 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        |     8295863 | PA      | $6784221.16    | 0.02%             | 2061-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 03/01/2036#CA9439                                                                                                 | CUSIP: 3140QHPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2642506 | PA      | $2532499.92    | 0.01%             | 2036-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 2.896%/VAR 03/15/2032                                                                            | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      204000 | PA      | $189379.99     | 0.00%             | 2032-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                     | PIEDMONT NATURAL GAS CO 2.5% 03/15/2031                                                                                          | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      147000 | PA      | $135495.17     | 0.00%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 3.6% 03/15/2051                                                                                              | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72005.70      | 0.00%             | 2051-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                                               | SYNAPTICS INC 4% 06/15/2029 144A                                                                                                 | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      290000 | PA      | $279776.14     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2049#FM6043                                                                                                 | CUSIP: 3140X9WD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      820007 | PA      | $783228.58     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 3.25% 06/01/2031                                                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      710000 | PA      | $669297.61     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 04/01/2051#SD8139                                                                                                 | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    38798514 | PA      | $30833757.23   | 0.07%             | 2051-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 6% 10/25/2034                                                                                                          | CUSIP: 12667FRY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        4639 | PA      | $4761.40       | 0.00%             | 2034-10-25      | Fixed         | 0.06%                 | 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        |     1785891 | PA      | $1546678.91    | 0.00%             | 2040-12-01      | Fixed         | 0.01%                 | 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        |      100000 | PA      | $92524.52      | 0.00%             | 2031-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 2.1% 03/22/2028                                                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3752000 | PA      | $3625547.62    | 0.01%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                                                | SOMNIGROUP INTERNATIONAL INC 4% 04/15/2029 144A                                                                                  | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     1006000 | PA      | $977664.10     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                                                          | SASOL FING USA LLC 4.375% 09/18/2026                                                                                             | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      810000 | PA      | $803228.40     | 0.00%             | 2026-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2051#SD8141                                                                                                 | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17502948 | PA      | $15271726.64   | 0.03%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                                                     | ENTERGY MISSISSIPPI LLC 3.5% 06/01/2051                                                                                          | CUSIP: 29366WAB2<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |       96000 | PA      | $68674.62      | 0.00%             | 2051-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 03/01/2040#FM6134                                                                                                   | CUSIP: 3140X9Y82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39830 | PA      | $38605.09      | 0.00%             | 2040-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO II LTD                                                                                         | GREYWOLF CLO II LTD A1SR TSFR3M+140 04/15/2034 144A                                                                              | CUSIP: 398079AW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    35000000 | PA      | $35034545.00   | 0.08%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                                              | MICROSOFT CORP 2.921% 03/17/2052                                                                                                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1533000 | PA      | $1021269.24    | 0.00%             | 2052-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                                                     | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                                                       | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      105000 | PA      | $102775.11     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS L P /FERRELLGAS FIN                                                                              | FERRELLGAS L P /FERRELLGAS FIN 5.875% 04/01/2029 144A                                                                            | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1124000 | PA      | $1086578.22    | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                                                                                 | TRIMAS CORP 4.125% 04/15/2029 144A                                                                                               | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |      266000 | PA      | $256758.87     | 0.00%             | 2029-04-15      | 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        |      520000 | PA      | $511242.16     | 0.00%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 3.375% 04/15/2029                                                                                               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2445000 | PA      | $2400668.24    | 0.01%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 2.625% 04/15/2026                                                                                               | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3793068.76    | 0.01%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                                                         | VM CONSOLIDATED INC 5.5% 04/15/2029 144A                                                                                         | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |      175000 | PA      | $171775.28     | 0.00%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2050#SD0265                                                                                                   | CUSIP: 3132DMJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3561594 | PA      | $3279588.72    | 0.01%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER (MAURITIUS) PTE LTD                                                                   | CLEAN RENEWABLE POWER (MAURITIUS) PTE LTD 4.25% 03/25/2027 REGS                                                                  | CUSIP: N/A<br>LEI: 2138003P9CSDW7P4MT75       | Long             | DBT              | CORP              | MU        |     1078000 | PA      | $1057787.50    | 0.00%             | 2027-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK32                                                                                             | BANK 2021-BNK32 2.349% 04/15/2054                                                                                                | CUSIP: 06542BBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20000000 | PA      | $18560288.00   | 0.04%             | 2054-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                                                        | LIFE 2021-BMR MTG TR TSFR1M+121.448 03/15/2036 144A                                                                              | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      112353 | PA      | $111510.79     | 0.00%             | 2038-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                                                | FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A                                                                               | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       76000 | PA      | $73633.05      | 0.00%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.25% 03/31/2028                                                                                                       | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2036400 | PA      | $1949773.46    | 0.00%             | 2028-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                                                  | TEREX CORP NEW 5% 05/15/2029 144A                                                                                                | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199669.28     | 0.00%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 3.125% 03/24/2031                                                                                         | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     4744000 | PA      | $4500572.74    | 0.01%             | 2031-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.65% 03/25/2041                                                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      255000 | PA      | $189390.97     | 0.00%             | 2041-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.1% 03/25/2061                                                                                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      429000 | PA      | $274608.81     | 0.00%             | 2061-03-25      | 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        |     1500000 | PA      | $1437770.27    | 0.00%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.95% 03/25/2051                                                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      252000 | PA      | $166812.67     | 0.00%             | 2051-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                                              | NCR VOYIX CORP 5.125% 04/15/2029 144A                                                                                            | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      245000 | PA      | $240384.94     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 2.958% 03/25/2031                                                                                             | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $187147.50     | 0.00%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20                                                                                              | CSAIL 2021-C20 2.4862% 03/15/2054                                                                                                | CUSIP: 22945EAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14714127 | PA      | $13823729.67   | 0.03%             | 2054-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                                | ING GROEP NV 1.726%/VAR 04/01/2027                                                                                               | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     5935000 | PA      | $5923755.85    | 0.01%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL / GENPACT USA INC                                                                   | GENPACT LUXEMBOURG SARL / GENPACT USA INC 1.75% 04/10/2026                                                                       | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      960000 | PA      | $956987.55     | 0.00%             | 2026-04-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2051#BR0462                                                                                                 | CUSIP: 3140KXQQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      570898 | PA      | $503830.49     | 0.00%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 5.5% 04/01/2028 144A                                                                                 | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     3845000 | PA      | $3929224.88    | 0.01%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                                                        | DYCOM INDUSTRIES INC 4.5% 04/15/2029 144A                                                                                        | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      492000 | PA      | $484449.13     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                                                           | IMOLA MERGER CORP 4.75% 05/15/2029 144A                                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      677000 | PA      | $665528.44     | 0.00%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 2.7% 04/15/2031                                                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2107829.88    | 0.00%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                                 | CENCORA INC 2.7% 03/15/2031                                                                                                      | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     5980000 | PA      | $5572631.82    | 0.01%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                                        | BWX TECHNOLOGIES INC 4.125% 04/15/2029 144A                                                                                      | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      442000 | PA      | $432691.08     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                               | LOWES COS INC 2.625% 04/01/2031                                                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      338000 | PA      | $313503.21     | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 3.45% 04/15/2051                                                                                       | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      410000 | PA      | $292277.40     | 0.00%             | 2051-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 6.75% 04/15/2029 144A                                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1694917.12    | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KOHLS CORP                                                                                                  | KOHLS CORP 5.125% 05/01/2031                                                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84630.94      | 0.00%             | 2031-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                                                               | UNITED WHOLESALE MORTGAGE LLC 5.5% 04/15/2029 144A                                                                               | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98073.29      | 0.00%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                                                 | GOODYEAR TIRE and RUBBER CO 5.25% 04/30/2031                                                                                     | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      517000 | PA      | $495897.35     | 0.00%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                                                 | GOODYEAR TIRE and RUBBER CO 5.625% 04/30/2033                                                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95216.18      | 0.00%             | 2033-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2050#BP6618                                                                                                 | CUSIP: 3140KEK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8073453 | PA      | $7072026.73    | 0.02%             | 2050-08-01      | Fixed         | 0.03%                 | 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        |      541916 | PA      | $459215.84     | 0.00%             | 2051-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2048#BM4426                                                                                                 | CUSIP: 3140J84L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1185628 | PA      | $1135044.69    | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 05/01/2051#MA4325                                                                                                   | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    24574962 | PA      | $20549693.76   | 0.05%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 04/51#MA7312                                                                                                        | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1144677 | PA      | $1010425.52    | 0.00%             | 2051-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                                                    | PAKISTAN ISLAMIC REP OF 7.375% 04/08/2031 144A                                                                                   | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      700000 | PA      | $691250.00     | 0.00%             | 2031-04-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                                                    | PAKISTAN ISLAMIC REP OF 8.875% 04/08/2051 144A                                                                                   | CUSIP: 695847AU7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      600000 | PA      | $592500.00     | 0.00%             | 2051-04-08      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                                            | MICHAELS TERM 1LN 04/15/2028                                                                                                     | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |      381954 | PA      | $381159.17     | 0.00%             | 2028-04-15      | Variable      | 0.08%                 | 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 4.75% 04/15/2028 144A                                                 | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99758.25      | 0.00%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4.28% 08/14/2041                                                                                    | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      400000 | PA      | $326800.00     | 0.00%             | 2041-08-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                                          | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                                                        | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      875000 | PA      | $777529.81     | 0.00%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                                                    | MHC COML MTG TR 2021-MHC E TSFR1M+221.544 1 04/15/2026 144A                                                                      | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74131 | PA      | $74130.67      | 0.00%             | 2038-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2051#BR8759                                                                                                 | CUSIP: 3140L7WV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2265943 | PA      | $1977088.03    | 0.00%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK PLC                                                                                  | DWR CYMRU FING UK PLC 2.375% 03/31/2034 REGS                                                                                     | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |     1145000 | PA      | $1206904.74    | 0.00%             | 2034-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 2.4% 04/10/2028                                                                                         | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1895000 | PA      | $1833499.33    | 0.00%             | 2028-04-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                                                          | BROOKFIELD FIN INC 2.724% 04/15/2031                                                                                             | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $92139.25      | 0.00%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2021-1 A                                                                       | FORD CREDIT AUTO OWNER TRUST 2021-1 A 1.91% 10/17/2033 144A                                                                      | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1190000 | PA      | $1185999.10    | 0.00%             | 2033-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                                            | MICHAELS COS INC 5.25% 05/01/2028 144A                                                                                           | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      643000 | PA      | $642712.90     | 0.00%             | 2028-05-01      | Fixed         | 0.05%                 | 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        |      465000 | PA      | $467092.97     | 0.00%             | 2029-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 12/01/2050#MA4209                                                                                                 | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10225607 | PA      | $8142419.63    | 0.02%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                                          | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                                                        | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      690000 | PA      | $677349.23     | 0.00%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/51#RA5117                                                                                                        | CUSIP: 3133KLVJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8787112 | PA      | $7394503.99    | 0.02%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 05/01/2036#MA4329                                                                                                   | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8204286 | PA      | $7661918.74    | 0.02%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                                                         | SCIH SALT HLDGS INC 6.625% 05/01/2029 144A                                                                                       | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $189525.00     | 0.00%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT CSTR 01/25/2030                                                                                   | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    56391851 | PA      | $2579041.83    | 0.01%             | 2030-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2050#CA5416                                                                                                 | CUSIP: 3140QDAS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      557603 | PA      | $491923.61     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 03/51#MA4280                                                                                                      | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1830431 | PA      | $1454671.17    | 0.00%             | 2051-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 04/01/2051#SD8140                                                                                                   | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5669108 | PA      | $4740533.33    | 0.01%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/01/2051#SD8146                                                                                                   | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    22775496 | PA      | $19044972.12   | 0.04%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QC0161                                                                                                   | CUSIP: 3133AJFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33757 | PA      | $28417.92      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 05/20/2051#MA7366                                                                                                     | CUSIP: 36179WFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1645042 | PA      | $1393998.15    | 0.00%             | 2051-05-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-DNA6                                                                     | FREDDIE MAC STACR REMIC TRUST 2020-DNA6 SOFR30A+300 12/25/2050 144A                                                              | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     3910000 | PA      | $4187367.97    | 0.01%             | 2050-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                                         | UNITED AIRLINES INC 4.625% 04/15/2029 144A                                                                                       | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      905000 | PA      | $904316.91     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 2.871%/VAR 04/19/2032 144A                                                                                           | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1388203.32    | 0.00%             | 2032-04-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DOLP TR 2021-NYC                                                                                            | DOLP TR 2021-NYC 2.956% 05/10/2041 144A                                                                                          | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8810000 | PA      | $8024942.66    | 0.02%             | 2041-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                                                       | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                                                      | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      350000 | PA      | $347032.44     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOGO INTERMEDIATE HOLDINGS LLC                                                                              | GOGO TERM B 1LN 04/30/2028                                                                                                       | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |      180676 | PA      | $148605.79     | 0.00%             | 2028-04-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                                                  | AUSTRALIA COMMONWEALTH OF 1.75% 11/21/2032 REGS                                                                                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      205000 | PA      | $123313.50     | 0.00%             | 2032-11-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                           | RAKUTEN GROUP INC EUSA5+NA PERP REGS                                                                                             | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      200000 | PA      | $233396.98     | 0.00%             | 2199-12-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032                                                                                       | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6675000 | PA      | $6160450.68    | 0.01%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                                               | BOYNE USA INC 4.75% 05/15/2029 144A                                                                                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $322684.25     | 0.00%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.21%/VAR 04/22/2042                                                                               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      141000 | PA      | $108837.35     | 0.00%             | 2042-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 2.615%/VAR 04/22/2032                                                                              | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1832000 | PA      | $1682490.46    | 0.00%             | 2032-04-22      | Variable      | 0.03%                 | 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        |    10226447 | PA      | $9165414.63    | 0.02%             | 2041-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#MA4326                                                                                                 | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4955501 | PA      | $4323789.38    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 05/01/2051#SD8147                                                                                                 | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7724272 | PA      | $6739605.33    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2051#MA4239                                                                                                   | CUSIP: 31418DV90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1317763 | PA      | $1201892.77    | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                                                | ENTEGRIS INC 3.625% 05/01/2029 144A                                                                                              | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      329000 | PA      | $315779.43     | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.687%/VAR 04/22/2032                                                                                | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5863000 | PA      | $5428678.16    | 0.01%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN and PET CO                                                                                   | CENTRAL GARDEN and PET CO 4.125% 04/30/2031 144A                                                                                 | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20045.65      | 0.00%             | 2031-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                                                                | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      155000 | PA      | $153608.57     | 0.00%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.217%/VAR 04/22/2042                                                                                             | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      594000 | PA      | $469840.18     | 0.00%             | 2042-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 4.7%/VAR PERP                                                                                                      | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |      695000 | PA      | $693119.26     | 0.00%             |  |  |  | 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        |      207624 | PA      | $184932.97     | 0.00%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/51#BR6470                                                                                                      | CUSIP: 3140L5FL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      583256 | PA      | $514737.03     | 0.00%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                                                         | JAZZ SECURITIES DAC 4.375% 01/15/2029 144A                                                                                       | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |       95000 | PA      | $93659.18      | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 2.85% 04/27/2031 144A                                                                                           | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      269000 | PA      | $251029.24     | 0.00%             | 2031-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VICTORIA, TREASURY CORP OF                                                                                  | VICTORIA TREASURY CORP OF 2.25% 09/15/2033 REGS                                                                                  | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     4300000 | PA      | $2532136.82    | 0.01%             | 2033-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTHCARE                                                                                         | STANFORD HEALTHCARE 3.027% 08/15/2051                                                                                            | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |      680000 | PA      | $464138.28     | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                                                                   | CIM TRUST 1.951% 06/25/2057 144A                                                                                                 | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      835730 | PA      | $783132.59     | 0.00%             | 2057-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2051#QC0204                                                                                                 | CUSIP: 3133AJGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3660696 | PA      | $3224928.53    | 0.01%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                       | WELLS FARGO COMMERCIAL MORTGAGE TRUST 21-C59 A4 2.343% 04/15/2054                                                                | CUSIP: 95003CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4627692.50    | 0.01%             | 2054-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LIMITED                                                                                      | SANTOS FINANCE LTD 3.649% 04/29/2031 144A                                                                                        | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     4800000 | PA      | $4573003.20    | 0.01%             | 2031-04-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                                                           | BLACKSTONE PROP PARTNERS EUR HOLD 1% 05/04/2028 REGS                                                                             | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      680000 | PA      | $773633.15     | 0.00%             | 2028-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2051#BR8460                                                                                                 | CUSIP: 3140L7MJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1775021 | PA      | $1538207.63    | 0.00%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.561%/VAR 05/01/2032                                                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2516000 | PA      | $2302990.68    | 0.01%             | 2032-05-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC                                                                | AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC 3.875% 11/15/2029 144A                                                              | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       80000 | PA      | $77225.39      | 0.00%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                                                         | NOVA CHEMICALS CORP 4.25% 05/15/2029 144A                                                                                        | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       27000 | PA      | $26493.55      | 0.00%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021                                                                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A                                                 | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4470000 | PA      | $4467937.99    | 0.01%             | 2031-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                                                    | WASTE MANAGEMENT INC DEL 2% 06/01/2029                                                                                           | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      276000 | PA      | $260618.96     | 0.00%             | 2029-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                                                 | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A                                                                 | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      775000 | PA      | $766807.71     | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                            | ATLAS LUX 4 SARL/ALD UNI HLDC LLC/ALD UNI FIN CRP 4.625% 06/01/2028 144A                                                         | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1022308.78    | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                            | ATLAS LUX 4 SARL/ALD UNI HLDC LLC/ALD UNI FIN CRP 4.625% 06/01/2028 144A                                                         | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      520000 | PA      | $515062.44     | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 06/01/2051#                                                                                                       | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17878133 | PA      | $15599083.78   | 0.03%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                                                 | EQUINIX INC 2.5% 05/15/2031                                                                                                      | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      714000 | PA      | $651645.91     | 0.00%             | 2031-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                                                  | CLUB CAR TERM 1LN 06/01/2028                                                                                                     | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |      217608 | PA      | $202077.38     | 0.00%             | 2028-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 09/20/2050#MA6864                                                                                                     | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5854975 | PA      | $4974277.10    | 0.01%             | 2050-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 07/20/2050#MA6767                                                                                                   | CUSIP: 36179VQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26329 | PA      | $25128.55      | 0.00%             | 2050-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 05/20/2051#MA7367                                                                                                   | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      867047 | PA      | $765356.91     | 0.00%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY 3.75%/VAR 09/15/2051                                                                                            | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2977118.70    | 0.01%             | 2051-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                                             | NGPL PIPECO LLC 3.25% 07/15/2031 144A                                                                                            | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1238029.48    | 0.00%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                               | AEP TEXAS INC 3.45% 05/15/2051                                                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      517000 | PA      | $356528.04     | 0.00%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | DEUTSCHE BANK AG 4.625%/VAR PERP REGS                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EP               | CORP              | DE        |      200000 | PA      | $235580.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.375% 05/15/2051                                                                                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   122368700 | PA      | $80333140.15   | 0.18%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A                                                                                  | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1101000 | PA      | $1088704.03    | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                                        | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 11/01/2029                                                                           | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3597720 | PA      | $3635693.93    | 0.01%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                                                 | EQUINIX INC 3.4% 02/15/2052                                                                                                      | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      245000 | PA      | $169243.34     | 0.00%             | 2052-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 10/01/2050#SD7525                                                                                                 | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4239616 | PA      | $3753482.57    | 0.01%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                                          | BUNGE LTD FIN CORP 2.75% 05/14/2031                                                                                              | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      310000 | PA      | $288427.96     | 0.00%             | 2031-05-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 07/01/2050#SD7521                                                                                                 | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4661659 | PA      | $4127132.44    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 06/01/2051#                                                                                                         | CUSIP: 3132DWBV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2770190 | PA      | $2524011.42    | 0.01%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 3.625% 05/15/2031 144A                                                                                                  | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2534000 | PA      | $2424305.40    | 0.01%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 3.125% 05/15/2026 144A                                                                                                  | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      444000 | PA      | $442680.01     | 0.00%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                              | AMAZON.COM INC 3.1% 05/12/2051                                                                                                   | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       76000 | PA      | $51610.96      | 0.00%             | 2051-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                                              | SERVICE CORP INTERNATIONAL INC 4% 05/15/2031                                                                                     | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      255000 | PA      | $243718.03     | 0.00%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 3.091%/VAR 05/14/2032 144A                                                                                          | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     9800000 | PA      | $9170521.01    | 0.02%             | 2032-05-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                                             | BANK 2021-BNK33 VAR 05/15/2064                                                                                                   | CUSIP: 06541CBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13144922 | PA      | $472312.81     | 0.00%             | 2064-05-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                                             | BANK 2021-BNK33 2.27% 05/15/2064                                                                                                 | CUSIP: 06541CBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9000000 | PA      | $8277964.20    | 0.02%             | 2064-05-15      | Fixed         | 0.02%                 | 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        |     2286000 | PA      | $2092043.19    | 0.00%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER                            | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 4.875% 05/15/2029 144A                          | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1080477.06    | 0.00%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 05/01/2041#MA4334                                                                                                 | CUSIP: 31418DY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3648804 | PA      | $3362651.00    | 0.01%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 06/01/2051#SD8151                                                                                                 | CUSIP: 3132DWBU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1481331 | PA      | $1292495.89    | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2051#FM6564                                                                                                 | CUSIP: 3140XAJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      518015 | PA      | $454570.22     | 0.00%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                                                     | AMER WATER CAP CORP 2.3% 06/01/2031                                                                                              | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      138000 | PA      | $126244.08     | 0.00%             | 2031-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CEDACRI SPA                                                                                                 | CEDACRI SPA FRN 3MEUR+462.5 05/15/2028 REGS                                                                                      | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $113232.11     | 0.00%             | 2028-05-15      | Variable      | 0.07%                 | 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        |     9631808 | PA      | $8625322.45    | 0.02%             | 2041-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                                                                   | FRESENIUS MEDICAL CARE US FINANCE III INC 1.875% 12/01/2026 144A                                                                 | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |      660000 | PA      | $649502.50     | 0.00%             | 2026-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-2                                                                             | ANGEL OAK MORTGAGE TRUST 2021-2 A1 0.985% 04/25/2066 144A                                                                        | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      340442 | PA      | $299303.23     | 0.00%             | 2066-04-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                                                          | VORNADO REALTY LP 3.4% 06/01/2031                                                                                                | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     6373000 | PA      | $5826350.38    | 0.01%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                                                          | VORNADO REALTY LP 2.15% 06/01/2026                                                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     1762000 | PA      | $1748231.40    | 0.00%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                                                | GALLAGHER (ARTHUR J.) and CO 3.5% 05/20/2051                                                                                     | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      104000 | PA      | $72251.16      | 0.00%             | 2051-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.25% 05/15/2041                                                                                     | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44317300 | PA      | $33667298.84   | 0.07%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B26 MTG TR                                                                                   | BENCHMARK 2021-B26 A4 2.295% 06/15/2054                                                                                          | CUSIP: 08163EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8800000 | PA      | $8101565.12    | 0.02%             | 2054-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 06/36#SB8106                                                                                                      | CUSIP: 3132D6AF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50913 | PA      | $46493.32      | 0.00%             | 2036-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 04/01/2036#MA4302                                                                                                 | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48295 | PA      | $44102.00      | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 05/36#MA4328                                                                                                      | CUSIP: 31418DY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4338396 | PA      | $3961748.28    | 0.01%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 06/01/2036#SB8107                                                                                                   | CUSIP: 3132D6AG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1864510 | PA      | $1738921.16    | 0.00%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 2.804%/VAR 05/24/2032                                                                                          | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5336000 | PA      | $4928494.96    | 0.01%             | 2032-05-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                                                | ANTERO RESOURCES CORP 5.375% 03/01/2030 144A                                                                                     | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     3238000 | PA      | $3288852.79    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.05% 05/15/2041                                                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2030000 | PA      | $1558077.52    | 0.00%             | 2041-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.25% 05/15/2051                                                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3742000 | PA      | $2562500.27    | 0.01%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                                   | BLOCK INC 2.75% 06/01/2026                                                                                                       | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      210000 | PA      | $209123.71     | 0.00%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                                   | BLOCK INC 3.5% 06/01/2031                                                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      435000 | PA      | $408461.78     | 0.00%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC                                                                         | GLOBAL INFRASTRUCTURE SOLUTIONS INC 5.625% 06/01/2029 144A                                                                       | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      598000 | PA      | $597857.20     | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC                                   | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 5% 06/01/2029 144A                                     | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $126875.20     | 0.00%             | 2029-06-01      | Fixed         | 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% 12/01/2061                                  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      712000 | PA      | $476149.82     | 0.00%             | 2061-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 4.25% 06/01/2029                                                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1673000 | PA      | $1646244.71    | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING                                                                                        | STORE MASTER FUNDING 2.12% 06/20/2051 144A                                                                                       | CUSIP: 86190BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1465000 | PA      | $1387807.39    | 0.00%             | 2051-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL CAPITAL TRUST SERIES 2021-2                                                            | GREYSTONE COMMERCIAL CAPITAL TRUST SERIES 2021-2 FRN 1ML+227 05/31/2026 144A                                                     | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7691819 | PA      | $6845718.73    | 0.02%             | 2026-05-31      | Variable      | 0.07%                 | No            |                  3 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                                                   | BAXTER INTERNATIONAL INC 1.73% 04/01/2031                                                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      138000 | PA      | $118949.14     | 0.00%             | 2031-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                                           | LITHIA MOTORS INC 3.875% 06/01/2029 144A                                                                                         | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1735097.80    | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BCPE NORTH STAR US HOLDCO 2 INC                                                                             | DESSERT HOLDINGS TERM 1LN 6/9/2028                                                                                               | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |      230112 | PA      | $228913.30     | 0.00%             | 2028-06-09      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST                                                                                      | LENDMARK FUNDING TRUST 21-1A A 1.9% 11/20/2031 144A                                                                              | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4200000 | PA      | $4115812.26    | 0.01%             | 2031-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE LTD                                                                                           | CIMIC FINANCE LTD 1.5% 05/28/2029 REGS                                                                                           | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |      465000 | PA      | $522111.01     | 0.00%             | 2029-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                            | DT MIDSTREAM INC 4.125% 06/15/2029 144A                                                                                          | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      192000 | PA      | $190650.49     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                            | DT MIDSTREAM INC 4.375% 06/15/2031 144A                                                                                          | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      148000 | PA      | $145897.31     | 0.00%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.25% 05/31/2028                                                                                                       | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3547000 | PA      | $3384198.23    | 0.01%             | 2028-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO VII-R LTD                                                                                   | SOUND POINT CLO VII-R LTD A1R TSFR3M+133.161 10/23/2031 144A                                                                     | CUSIP: 83610HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1915534 | PA      | $1916730.91    | 0.00%             | 2031-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 06/01/2051#QC2540                                                                                                 | CUSIP: 3133ALZD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      365278 | PA      | $322366.21     | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 3.6% 11/15/2060                                                                                                 | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1136000 | PA      | $764435.70     | 0.00%             | 2060-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 2.05% 02/15/2028                                                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      378000 | PA      | $365099.63     | 0.00%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 3.875% 04/15/2030                                                                                               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    19558000 | PA      | $19407646.11   | 0.04%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 3% 02/15/2041                                                                                                   | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $2776988.91    | 0.01%             | 2041-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                                                | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A                                                  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $210041.79     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                         | INTESA SANPAOLO SPA 4.95%/VAR 06/01/2042 144A                                                                                    | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      468000 | PA      | $414869.69     | 0.00%             | 2042-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.069%/VAR 06/01/2029                                                                                      | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1951920.37    | 0.00%             | 2029-06-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 4.875% 06/01/2028 144A                                                                                     | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      316000 | PA      | $294079.08     | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                                                    | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 5.5% 06/15/2031 144A                                                                    | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $164550.27     | 0.00%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                                                                                 | PENSKE AUTOMOTIVE GROUP INC 3.75% 06/15/2029                                                                                     | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |      312000 | PA      | $301743.22     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 4.7%/VAR PERP                                                                                                      | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |       45000 | PA      | $42533.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRITAX EUROBOX PLC                                                                                          | TRITAX EUROBOX PLC 0.95% 06/02/2026 REGS                                                                                         | CUSIP: N/A<br>LEI: 213800HK59N7H979QU33       | Long             | DBT              | CORP              | GB        |      780000 | PA      | $917084.02     | 0.00%             | 2026-06-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                                               | UNICREDIT SPA 1.982%/VAR 06/03/2027 144A                                                                                         | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $198914.85     | 0.00%             | 2027-06-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                                               | UNICREDIT SPA 3.127%/VAR 06/03/2032 144A                                                                                         | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     2515000 | PA      | $2356325.00    | 0.01%             | 2032-06-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 04/01/2036#SB8097                                                                                                 | CUSIP: 3132D57J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48983 | PA      | $44730.66      | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 05/01/2036#SB8512                                                                                                   | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      187227 | PA      | $175025.04     | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 02/01/2036#SB8510                                                                                                   | CUSIP: 3132D6N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2756893 | PA      | $2570333.16    | 0.01%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 05/01/2036#RC1950                                                                                                 | CUSIP: 3133L8EX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3575953 | PA      | $3275555.38    | 0.01%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                                                | FLEX INTERMEDIATE HOLDCO LLC 3.363% 06/30/2031 144A                                                                              | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4470839.66    | 0.01%             | 2031-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 06/20/2051#MA7418                                                                                                   | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2609621 | PA      | $2303556.99    | 0.01%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 06/01/2036#BT0154                                                                                                   | CUSIP: 3140LNE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      171741 | PA      | $160548.98     | 0.00%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                                            | CINEMARK USA INC 5.25% 07/15/2028 144A                                                                                           | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      204000 | PA      | $204036.72     | 0.00%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                                       | GFL ENVIRONMENTAL INC 4.75% 06/15/2029 144A                                                                                      | CUSIP: 36168QAN4<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |      513000 | PA      | $509674.99     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 06/01/2051#FM7507                                                                                                 | CUSIP: 3140XBKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6549913 | PA      | $5780449.92    | 0.01%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.5%/VAR PERP                                                                                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     3770000 | PA      | $3786419.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 1.462%/VAR 06/09/2027                                                                                              | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      360000 | PA      | $357460.95     | 0.00%             | 2027-06-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 1.792%/VAR 06/09/2027 144A                                                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1490716.92    | 0.00%             | 2027-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 2.889%/VAR 06/09/2032 144A                                                                               | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      210000 | PA      | $192894.25     | 0.00%             | 2032-06-09      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 04/01/2048#ZM6138                                                                                                 | CUSIP: 3131Y0ZB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       52843 | PA      | $52995.45      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#FM7401                                                                                                 | CUSIP: 3140XBGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2813918 | PA      | $2481589.33    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 5.35% 10/01/2052                                                                                      | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15300.94      | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                                         | SIRIUS XM RADIO INC 4% 07/15/2028 144A                                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      713000 | PA      | $696061.69     | 0.00%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 1.673%/VAR 06/14/2027                                                                            | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1065000 | PA      | $1057611.70    | 0.00%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.087%/VAR 06/14/2029                                                                                | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8877000 | PA      | $8507390.39    | 0.02%             | 2029-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2051#MA4379                                                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      743295 | PA      | $648542.06     | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 05/51#MA7368                                                                                                          | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1892113 | PA      | $1736540.06    | 0.00%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                                                          | KAISER FNDTN HOSPS 2.81% 06/01/2041                                                                                              | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     5570000 | PA      | $4229282.62    | 0.01%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/51#MA4378                                                                                                        | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3087211 | PA      | $2581539.61    | 0.01%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                                                                                | JDE PEETS BV 0.5% 01/16/2029 REGS                                                                                                | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |     5000000 | PA      | $5533054.56    | 0.01%             | 2029-01-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                                            | JERSEY CENTRAL POWR and LIGHT CO 2.75% 03/01/2032 144A                                                                           | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3426497.55    | 0.01%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                                                          | KAISER FNDTN HOSPS 3.002% 06/01/2051                                                                                             | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      975000 | PA      | $659963.37     | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING LLC                                                                          | DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 04/15/2049 144A                                                                         | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1171188.48    | 0.00%             | 2049-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                                  | UNUM GROUP 4.125% 06/15/2051                                                                                                     | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1113556.61    | 0.00%             | 2051-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 06/41#RB5115                                                                                                      | CUSIP: 3133KYVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      868201 | PA      | $799068.82     | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                      | OCP SA 3.75% 06/23/2031 144A                                                                                                     | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      269000 | PA      | $253667.00     | 0.00%             | 2031-06-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2050#SD8108                                                                                                   | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      176917 | PA      | $161360.87     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 2.5% 06/01/2031                                                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      190000 | PA      | $173660.53     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 1.5% 06/15/2026 144A                                                                                            | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      367000 | PA      | $364250.62     | 0.00%             | 2026-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC                                   | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 4.875% 07/01/2031 144A                                 | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $94094.53      | 0.00%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                                               | LGI HOMES INC 4% 07/15/2029 144A                                                                                                 | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27870.97      | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                                                 | GARTNER INC 3.625% 06/15/2029 144A                                                                                               | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     4548000 | PA      | $4309756.84    | 0.01%             | 2029-06-15      | Fixed         | 0.04%                 | 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        |      875000 | PA      | $1027768.97    | 0.00%             | 2026-06-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                            | CROWN CASTLE INC 2.5% 07/15/2031                                                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      134000 | PA      | $121114.18     | 0.00%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                                 | AKER BP ASA 3.1% 07/15/2031 144A                                                                                                 | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     7295000 | PA      | $6811390.52    | 0.02%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK34                                                                                             | BANK 2021-BNK34 CSTR 06/15/2063                                                                                                  | CUSIP: 06541JAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   171794000 | PA      | $3978388.27    | 0.01%             | 2063-06-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A                                                                           | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      540000 | PA      | $540675.00     | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 06/01/2041#MA4366                                                                                                 | CUSIP: 31418DZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2101287 | PA      | $1934958.05    | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#BR9086                                                                                                 | CUSIP: 3140L8CY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2149790 | PA      | $1897239.16    | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                                         | MACQUARIE GROUP LTD 2.691%/VAR 06/23/2032 144A                                                                                   | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      166000 | PA      | $152669.56     | 0.00%             | 2032-06-23      | Variable      | 0.03%                 | 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        |     5962297 | PA      | $5720011.00    | 0.01%             | 2046-07-15      | 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        |    11527000 | PA      | $10578355.22   | 0.02%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2051#MA4357                                                                                                   | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3646998 | PA      | $3322900.88    | 0.01%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2050#MA4211                                                                                                   | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2393910 | PA      | $2183414.92    | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                                           | DELL INTL/EMC CORP 8.1% 07/15/2036                                                                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $231037.72     | 0.00%             | 2036-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                                           | DELL INTL/EMC CORP 8.35% 07/15/2046                                                                                              | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $159844.32     | 0.00%             | 2046-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 3.5% 07/15/2051                                                                                                          | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      553000 | PA      | $381728.07     | 0.00%             | 2051-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                                               | MARTIN MARIETTA MATERIALS INC 2.4% 07/15/2031                                                                                    | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1000586.03    | 0.00%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 3.625% 06/17/2031                                                                                       | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8245000 | PA      | $7685877.61    | 0.02%             | 2031-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                                                    | DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A                                                                                  | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     4273000 | PA      | $3874746.32    | 0.01%             | 2032-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2050#FM3742                                                                                                 | CUSIP: 3140X7EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3670914 | PA      | $3249990.85    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 2.375% 07/15/2031                                                                                                        | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      775000 | PA      | $699930.80     | 0.00%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING CORP                                                                                 | PRIVATE EXPORT FUNDING CORP 1.4% 07/15/2028                                                                                      | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | USGSE             | US        |     2010000 | PA      | $1910312.78    | 0.00%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                                                            | ITT HOLDINGS LLC 6.5% 08/01/2029 144A                                                                                            | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97150.17      | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CIM TR 2021-R4                                                                                              | CIM TR 2021-R4 A1A 2% 05/01/2061 144A                                                                                            | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4517822 | PA      | $4232782.02    | 0.01%             | 2061-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                                                  | CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032                                                                                     | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     9574000 | PA      | $8418960.28    | 0.02%             | 2032-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 2.45% 07/15/2028                                                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     9865000 | PA      | $9298042.67    | 0.02%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 3.4% 08/01/2051                                                                                                     | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $69690.68      | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                                                     | PHILIPPINES REPUBLIC OF 3.2% 07/06/2046                                                                                          | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1180000 | PA      | $857860.00     | 0.00%             | 2046-07-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 F1                                                                                            | FKH 2021-SFR1 F1 3.238% 08/17/2038 144A                                                                                          | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $296862.42     | 0.00%             | 2038-08-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                                                  | ELASTIC NV 4.125% 07/15/2029 144A                                                                                                | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |      780000 | PA      | $736926.84     | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                              | SALESFORCE INC 1.95% 07/15/2031                                                                                                  | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      121000 | PA      | $107600.75     | 0.00%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 F1                                                                                            | FKH 2021-SFR1 F1 1.888% 08/17/2038 144A                                                                                          | CUSIP: 33767WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1085731.35    | 0.00%             | 2038-08-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                              | SALESFORCE INC 2.7% 07/15/2041                                                                                                   | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      580000 | PA      | $411953.06     | 0.00%             | 2041-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                                                    | AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031                                                                                       | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      704000 | PA      | $634591.22     | 0.00%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                                                    | AMERICAN HOMES 4 RENT LP 3.375% 07/15/2051                                                                                       | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     1089000 | PA      | $735155.52     | 0.00%             | 2051-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 07/01/2051#SD8156                                                                                                 | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1753211 | PA      | $1529717.24    | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 09/01/2050#MA4138                                                                                                 | CUSIP: 31418DS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6182170 | PA      | $4938177.37    | 0.01%             | 2050-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 07/20/2051#MA7471                                                                                                     | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2436807 | PA      | $2064934.63    | 0.00%             | 2051-07-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                                              | SABRE TERM B-1 1LN 12/17/2027                                                                                                    | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       23320 | PA      | $16207.50      | 0.00%             | 2027-12-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                                              | SABRE TERM B-2 1LN 12/17/2027                                                                                                    | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       15617 | PA      | $15226.81      | 0.00%             | 2027-12-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MSC 2021-L6                                                                                                 | MSC 2021-L6 A3 2.196% 06/15/2054                                                                                                 | CUSIP: 61692CAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6437379.20    | 0.01%             | 2054-06-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MSC 2021-L6                                                                                                 | MSC 2021-L6 XA 1.35631% 06/15/2054                                                                                               | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11207287 | PA      | $413047.92     | 0.00%             | 2054-06-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                         | NOMURA HOLDINGS INC 2.608% 07/14/2031                                                                                            | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     1155000 | PA      | $1053156.42    | 0.00%             | 2031-07-14      | Fixed         | 0.03%                 | 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        |      445000 | PA      | $438452.72     | 0.00%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 05/01/2041#RB5111                                                                                                   | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5587515 | PA      | $5006212.17    | 0.01%             | 2041-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV STEP 07/12/2031 144A                                                                                        | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     5974000 | PA      | $5443275.46    | 0.01%             | 2031-07-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                  | PACIFICORP 2.9% 06/15/2052                                                                                                       | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $600080.05     | 0.00%             | 2052-06-15      | Fixed         | 0.03%                 | 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        |      895000 | PA      | $894680.29     | 0.00%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 08/01/2051#MA4398                                                                                                   | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6754162 | PA      | $5641528.97    | 0.01%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 08/01/2051#                                                                                                         | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1716720 | PA      | $1433919.34    | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2051#MA4399                                                                                                 | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2145118 | PA      | $1871665.08    | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                                                                   | MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A                                                                                  | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $199849.70     | 0.00%             | 2038-07-15      | Variable      | 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        |       24499 | PA      | $20692.49      | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | 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        |      833035 | PA      | $701273.83     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | 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        |      365882 | PA      | $308009.96     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | 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        |      451885 | PA      | $380410.44     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027                                                                                 | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      465000 | PA      | $460714.98     | 0.00%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                                  | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                                                 | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      485000 | PA      | $475848.39     | 0.00%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AJAX MTG LN TR 2021-E                                                                                       | AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A                                                                                      | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1206636 | PA      | $1089571.07    | 0.00%             | 2060-12-25      | Fixed         | 0.02%                 | 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        |     4897672 | PA      | $4323257.63    | 0.01%             | 2051-07-20      | Fixed         | 0.03%                 | 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        |    10590000 | PA      | $9551689.47    | 0.02%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY VA UNIV REVS                                                                                     | UNIV VA REV 2.584% 11/1/2051                                                                                                     | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1520000 | PA      | $974072.39     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                                 | ASURION TERM B4 2LN 01/20/2029                                                                                                   | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       56923 | PA      | $56887.32      | 0.00%             | 2029-01-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                                                       | ADT SECURITY CORP/THE 4.125% 08/01/2029 144A                                                                                     | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      373000 | PA      | $363910.18     | 0.00%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032                                                                                | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4210000 | PA      | $3798227.10    | 0.01%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.239%/VAR 07/21/2032                                                                                             | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      930000 | PA      | $833927.57     | 0.00%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2021-2                                                                   | REGIONAL MANAGEMENT ISSUANCE TRUST 2021-2 A 1.9% 08/15/2033 144A                                                                 | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $506276.32     | 0.00%             | 2033-08-15      | Fixed         | 0.02%                 | 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        |     1726112 | PA      | $1453631.41    | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP                              | SIX FLAGS ENTERTAINMENT CORP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP 6.5% 10/01/2028                                   | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $160133.28     | 0.00%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                                                  | VMWARE LLC 1.8% 08/15/2028                                                                                                       | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     2360000 | PA      | $2244254.39    | 0.00%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/01/2042#G07816                                                                                                 | CUSIP: 3128MAAR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      521519 | PA      | $531030.45     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                                    | CONSTELLATION BRANDS INC 2.25% 08/01/2031                                                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     3460000 | PA      | $3111379.12    | 0.01%             | 2031-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 4% 08/01/2028 144A                                                                                                 | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      675000 | PA      | $669980.03     | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                                    | BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A                                                                                   | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      975000 | PA      | $929876.51     | 0.00%             | 2032-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.65%/VAR PERP                                                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     1750000 | PA      | $1743166.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.625% 07/31/2026                                                                                                      | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1664000 | PA      | $1643427.50    | 0.00%             | 2026-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 08/20/2051#MA7534                                                                                                   | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9702270 | PA      | $8564357.57    | 0.02%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                                | NOVELIS CORP 3.875% 08/15/2031 144A                                                                                              | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      162000 | PA      | $148051.59     | 0.00%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                                                    | MHC COML MTG TR 2021-MHC TSFR1M+271.544 096 04/15/2038 144A                                                                      | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      571063 | PA      | $571063.09     | 0.00%             | 2038-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                                           | VENTURE GLOBAL CALCASIEU PASS LLC 3.875% 08/15/2029 144A                                                                         | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4311135.45    | 0.01%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                                           | VENTURE GLOBAL CALCASIEU PASS LLC 4.125% 08/15/2031 144A                                                                         | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      150000 | PA      | $140688.06     | 0.00%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 07/51#MA7473                                                                                                          | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5940338 | PA      | $5455254.81    | 0.01%             | 2051-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 3.55%/VAR PERP                                                                                               | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | EP               | CORP              | US        |      770000 | PA      | $765163.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                                                      | JEFFERIES FIN LLC/JFIN 5% 08/15/2028 144A                                                                                        | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $80819.39      | 0.00%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2050#CA7616                                                                                                   | CUSIP: 3140QFPA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2029738 | PA      | $1707424.41    | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 2.625% 08/01/2031                                                                                                   | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    11006000 | PA      | $9535315.55    | 0.02%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLOUDERA INC                                                                                                | CLOUDERA TERM B 1LN 10/8/2028                                                                                                    | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |      369736 | PA      | $324972.24     | 0.00%             | 2028-10-08      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 06/20/2051#MA7419                                                                                                     | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2556620 | PA      | $2346649.75    | 0.01%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2051#FM8205                                                                                                 | CUSIP: 3140XCDK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2716028 | PA      | $2390167.22    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 2.7% 08/05/2051                                                                                                        | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      972000 | PA      | $618182.45     | 0.00%             | 2051-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 3.75% 01/15/2032                                                                                   | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1023940.54    | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 10/01/2050#MA4157                                                                                                 | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2295531 | PA      | $1827879.74    | 0.00%             | 2050-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                                                 | HONEYWELL INTL INC 1.1% 03/01/2027                                                                                               | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      102000 | PA      | $99374.91      | 0.00%             | 2027-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                                                  | COPT DEFENSE PROPERTIES LP 2% 01/15/2029                                                                                         | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      600000 | PA      | $566437.05     | 0.00%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                     | AEP TRANSMISSION CO LLC 2.75% 08/15/2051                                                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      388000 | PA      | $240320.30     | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $87110.09      | 0.00%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                   | INVITATION HOMES OPERATING PARTNERSHIP LP 2% 08/15/2031                                                                          | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     1731000 | PA      | $1525585.71    | 0.00%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTURY CMNTYS INC                                                                                          | CENTURY COMMUNITIES INC 3.875% 08/15/2029 144A                                                                                   | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      235000 | PA      | $224041.27     | 0.00%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 08/20/2051#MA7533                                                                                                     | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       39271 | PA      | $33277.68      | 0.00%             | 2051-08-20      | Fixed         | 0.02%                 | 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        |     2543004 | PA      | $2237902.04    | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | 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        |      660000 | PA      | $779277.92     | 0.00%             | 2031-08-11      | Fixed         | 0.03%                 | 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        |    53868000 | PA      | $32211380.63   | 0.07%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                                             | CHEMOURS CO/THE 4.625% 11/15/2029 144A                                                                                           | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      595000 | PA      | $563590.13     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 1.9% 09/01/2031                                                                                                         | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      210000 | PA      | $186914.54     | 0.00%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 3.875% 09/15/2028                                                                                           | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      850000 | PA      | $822387.07     | 0.00%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2051#CB1109                                                                                                   | CUSIP: 3140QLGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19592 | PA      | $16431.84      | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                          | ROYALTY PHARMA PLC 1.75% 09/02/2027                                                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      290000 | PA      | $280700.28     | 0.00%             | 2027-09-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                                                        | TANGER PROPERTIES LP 2.75% 09/01/2031                                                                                            | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     4140000 | PA      | $3786566.50    | 0.01%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 2.7% 08/10/2026                                                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1092445.34    | 0.00%             | 2026-08-10      | Fixed         | 0.03%                 | 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        |     9279415 | PA      | $8197997.31    | 0.02%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                                               | WESTLAKE CORP 2.875% 08/15/2041                                                                                                  | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      107000 | PA      | $75734.89      | 0.00%             | 2041-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                                                | THERMO FISHER SCIENTIFIC INC 2.8% 10/15/2041                                                                                     | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      620000 | PA      | $466450.01     | 0.00%             | 2041-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 3.875% 02/15/2032 144A                                                                                            | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      889000 | PA      | $834055.89     | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 2.95% 08/15/2051                                                                                   | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       80000 | PA      | $52401.08      | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                              | BOMBARDIER INC 6% 02/15/2028 144A                                                                                                | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1340000 | PA      | $1340000.00    | 0.00%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                                        | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                                                      | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       95000 | PA      | $91003.97      | 0.00%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A                                                                               | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     7750000 | PA      | $7545853.76    | 0.02%             | 2027-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                                                                      | INDIA CLEANTECH ENERGY 4.7% 08/10/2026 REGS                                                                                      | CUSIP: N/A<br>LEI: 254900DGTS4HHR3Q6F66       | Long             | DBT              | CORP              | MU        |     1038100 | PA      | $1031611.88    | 0.00%             | 2026-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 2.206%/VAR 08/17/2029                                                                                          | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3380000 | PA      | $3231888.97    | 0.01%             | 2029-08-17      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 2% 08/12/2031                                                                                                         | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1166000 | PA      | $1033307.18    | 0.00%             | 2031-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                                                         | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                                                       | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |      210000 | PA      | $525.00        | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  3 | 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        |     2954918 | PA      | $2500465.21    | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2051#SD8166                                                                                                   | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5369415 | PA      | $4483217.47    | 0.01%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 1.6% 08/12/2028                                                                                                       | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1892098.20    | 0.00%             | 2028-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 2.8% 08/12/2041                                                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      390000 | PA      | $277716.55     | 0.00%             | 2041-08-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 2.5% 08/16/2031                                                                                 | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     4020000 | PA      | $3654679.16    | 0.01%             | 2031-08-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                                                  | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $171807.27     | 0.00%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STAGWELL GLOBAL LLC                                                                                         | STAGWELL GLOBAL LLC 5.625% 08/15/2029 144A                                                                                       | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      380000 | PA      | $350261.47     | 0.00%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 09/01/2051#MA4414                                                                                                 | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13398243 | PA      | $11677715.91   | 0.03%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                                                 | EQUIFAX INC 2.35% 09/15/2031                                                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      250000 | PA      | $223950.28     | 0.00%             | 2031-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                                               | NSTAR ELEC CO 1.95% 08/15/2031                                                                                                   | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      235000 | PA      | $209356.94     | 0.00%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                                                     | PUBLIC SERVICE CO OF OK 3.15% 08/15/2051                                                                                         | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       70000 | PA      | $46911.98      | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIM TR 2021-INV1                                                                                            | CIM TRUST 2021-INV1 2.5% 07/01/2051 144A                                                                                         | CUSIP: 12566PAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4077424 | PA      | $3719388.26    | 0.01%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 2.2% 12/15/2031                                                                                        | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2172615.53    | 0.00%             | 2031-12-15      | Fixed         | 0.02%                 | 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        |    32695400 | PA      | $22825476.13   | 0.05%             | 2041-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                                    | LIBERTY MUTUAL GROUP INC T5Y+NA 12/15/2051 144A                                                                                  | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99249.83      | 0.00%             | 2051-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 TR                                                                                            | OBX 2021-NQM3 TR 1.054% 07/25/2061 144A                                                                                          | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9483430 | PA      | $8052535.34    | 0.02%             | 2061-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 5.375% 03/15/2030                                                                                             | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1139000 | PA      | $1156293.30    | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                                         | AMERICAN AXLE and MFG INC 5% 10/01/2029                                                                                          | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      270000 | PA      | $263757.57     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRTKL 2021-SFR1                                                                                             | FRTKL 2021-SFR1 3.171% 09/17/2038 144A                                                                                           | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      128000 | PA      | $125687.46     | 0.00%             | 2038-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8                                                                        | PROGRESS RESIDENTIAL TRUST 2021-SFR8 3.181% 10/17/2038 144A                                                                      | CUSIP: 74333TAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3949088.80    | 0.01%             | 2038-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 03/01/2051#QC0031                                                                                                 | CUSIP: 3133AJA86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54235 | PA      | $43593.15      | 0.00%             | 2051-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 06/01/2051#QC3131                                                                                                 | CUSIP: 3133AMPQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      133319 | PA      | $107159.05     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 06/01/2051#CB0788                                                                                                 | CUSIP: 3140QK2W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      513730 | PA      | $412924.75     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 11/01/2050#QB6612                                                                                                 | CUSIP: 3133ADKZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      228174 | PA      | $183187.44     | 0.00%             | 2050-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 12/01/2050#QB7301                                                                                                 | CUSIP: 3133AEDE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      152658 | PA      | $122560.07     | 0.00%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 12/01/2050#BQ9522                                                                                                 | CUSIP: 3140KVSL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33390 | PA      | $26838.14      | 0.00%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLOX 2021-BLOX                                                                                              | BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A                                                                                   | CUSIP: 055522AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8921000 | PA      | $8865908.36    | 0.02%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP 2.45% 01/15/2031                                                                                                        | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3338259.41    | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.125% 08/31/2028                                                                                                      | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2215000 | PA      | $2096116.79    | 0.00%             | 2028-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                                                | CLARIVATE SCIENCE HLDGS CORP 3.875% 07/01/2028 144A                                                                              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      492000 | PA      | $460174.29     | 0.00%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                                               | NEW SOUTH WALES TREASURY CORP 1.75% 03/20/2034 REGS                                                                              | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     9100000 | PA      | $5080109.98    | 0.01%             | 2034-03-20      | Fixed         | 0.02%                 | 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        |     2091028 | PA      | $1760942.25    | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                                                                              | BANK 2021-BN35 2.902% 06/15/2064                                                                                                 | CUSIP: 06540CBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123000 | PA      | $106306.54     | 0.00%             | 2064-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                               | DISH DBS CORP 5.125% 06/01/2029                                                                                                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      975000 | PA      | $870707.37     | 0.00%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 09/20/2051#MA7588                                                                                                     | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4388490 | PA      | $3718778.44    | 0.01%             | 2051-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2021-R5                                                                                           | CIM TRUST 2021-R5 2%/VAR 08/25/2061 144A                                                                                         | CUSIP: 12592SAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4812625 | PA      | $4323849.81    | 0.01%             | 2061-08-25      | Variable      | 0.02%                 | 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        |      325000 | PA      | $417190.74     | 0.00%             | 2038-09-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.5% 09/15/2053                                                                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3113000 | PA      | $2123589.17    | 0.00%             | 2053-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.65% 09/15/2059                                                                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     6725000 | PA      | $4526515.59    | 0.01%             | 2059-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2051#RA5931                                                                                                   | CUSIP: 3133KMSU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40036 | PA      | $33665.61      | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                           | ENTERPRISE PRODS OPER LLC 3.3% 02/15/2053                                                                                        | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      190000 | PA      | $129555.94     | 0.00%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                                                | SOUTHERN CO GAS CAP 3.15% 09/30/2051                                                                                             | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      827000 | PA      | $548791.44     | 0.00%             | 2051-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PAPA JOHNS INTERNATIONAL INC                                                                                | PAPA JOHNS INTERNATIONAL INC 3.875% 09/15/2029 144A                                                                              | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |      430000 | PA      | $406845.66     | 0.00%             | 2029-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 2% 09/10/2031                                                                                              | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      180000 | PA      | $162387.22     | 0.00%             | 2031-09-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                                                   | PACKAGING CORP OF AMERICA 3.05% 10/01/2051                                                                                       | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      108000 | PA      | $71307.68      | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                                                     | ATI INC 4.875% 10/01/2029                                                                                                        | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69908.76      | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | 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        |     6450000 | PA      | $6135469.68    | 0.01%             | 2029-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT                                                 | HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT 0.625% 09/16/2028 REGS                                               | CUSIP: N/A<br>LEI: 969500I3QVK40XEORU25       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $334061.44     | 0.00%             | 2028-09-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 2.55% 12/01/2033                                                                                                    | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5588000 | PA      | $4846319.85    | 0.01%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.55% 09/15/2055                                                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2735000 | PA      | $1851651.37    | 0.00%             | 2055-09-15      | Fixed         | 0.04%                 | 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        |     2637000 | PA      | $1850002.28    | 0.00%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                                   | BALL CORP 3.125% 09/15/2031                                                                                                      | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      410000 | PA      | $380623.95     | 0.00%             | 2031-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                                          | CENOVUS ENERGY INC 2.65% 01/15/2032                                                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     1050000 | PA      | $954376.47     | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                                          | CENOVUS ENERGY INC 3.75% 02/15/2052                                                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     3710000 | PA      | $2687998.88    | 0.01%             | 2052-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                                        | RLJ LODGING TRUST LP 4% 09/15/2029 144A                                                                                          | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95663.98      | 0.00%             | 2029-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2047#BE3671                                                                                                   | CUSIP: 3140FPCH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1627294 | PA      | $1600896.90    | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                                                     | PIEDMONT HEALTHCARE INC 2.719% 01/01/2042                                                                                        | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1299672.70    | 0.00%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                                      | PUGET SOUND ENERGY INC 2.893% 09/15/2051                                                                                         | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |       38000 | PA      | $24878.66      | 0.00%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                                               | OHIO POWER CO 2.9% 10/01/2051                                                                                                    | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      227000 | PA      | $142619.60     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                                                     | PIEDMONT HEALTHCARE INC 2.864% 01/01/2052                                                                                        | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $679163.52     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                                                        | OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A                                                                       | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195519.34     | 0.00%             | 2029-10-01      | Fixed         | 0.06%                 | 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        |     2675000 | PA      | $2616971.76    | 0.01%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORP                                                                                              | FLOWSERVE CORP 2.8% 01/15/2032                                                                                                   | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      405000 | PA      | $368044.26     | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2050#MA4184                                                                                                   | CUSIP: 31418DUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      260244 | PA      | $237360.70     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 06/01/2050#SD8080                                                                                                   | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    35890146 | PA      | $30090011.67   | 0.07%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#MA4437                                                                                                   | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7214105 | PA      | $6023449.34    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY 1.875%/VAR 09/15/2081                                                                                           | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |      450000 | PA      | $520105.30     | 0.00%             | 2081-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                                     | GAP INC 3.625% 10/01/2029 144A                                                                                                   | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      378000 | PA      | $359570.95     | 0.00%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                                     | GAP INC 3.875% 10/01/2031 144A                                                                                                   | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1140051.89    | 0.00%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                             | PENNYMAC FINANCIAL SERVICES INC 5.75% 09/15/2031 144A                                                                            | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1213568.38    | 0.00%             | 2031-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                                           | PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032                                                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     1374000 | PA      | $1197030.83    | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 1.5% 09/15/2031                                                                                       | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      565000 | PA      | $504278.79     | 0.00%             | 2031-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.484%/VAR 09/16/2036                                                                                             | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      230000 | PA      | $203629.95     | 0.00%             | 2036-09-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                                              | NISSAN MOTOR ACCEPTANCE CO LLC 2.45% 09/15/2028 144A                                                                             | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18711.40      | 0.00%             | 2028-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 10/01/2051#MA4436                                                                                                 | CUSIP: 31418D4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1381149 | PA      | $1096756.71    | 0.00%             | 2051-10-01      | Fixed         | 0.01%                 | 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        |      780000 | PA      | $681720.00     | 0.00%             | 2031-09-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 3.001% 03/17/2052                                                                                     | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      373000 | PA      | $244733.89     | 0.00%             | 2052-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2021-1                                                                        | ECMC GROUP STUDENT LOAN TRUST 2021-1 SOFR30A+68.448 11/25/2070 144A                                                              | CUSIP: 26833RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      459472 | PA      | $455387.67     | 0.00%             | 2070-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 2.1% 09/15/2028 144A                                                                                            | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1519535.53    | 0.00%             | 2028-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                                            | CARLISLE COS INC 2.2% 03/01/2032                                                                                                 | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1671298.76    | 0.00%             | 2032-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.482%/VAR 09/21/2036                                                                                | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      296000 | PA      | $261917.60     | 0.00%             | 2036-09-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                                                   | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                                                  | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $224310.93     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#MA4465                                                                                                   | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11856970 | PA      | $9900030.83    | 0.02%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                                             | SEALED AIR CORP 1.573% 10/15/2026 144A                                                                                           | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2711719.62    | 0.01%             | 2026-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 2.625% 09/23/2031 144A                                                                                          | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      260000 | PA      | $237142.60     | 0.00%             | 2031-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                                               | PRA GROUP INC 5% 10/01/2029 144A                                                                                                 | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      135000 | PA      | $124612.76     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                                                      | POWER FINANCE CORP LTD 1.841% 09/21/2028 REGS                                                                                    | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |     2400000 | PA      | $2746028.94    | 0.01%             | 2028-09-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#MA4438                                                                                                 | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20972456 | PA      | $18279290.51   | 0.04%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                                                         | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC 4% 10/15/2033 144A                                                           | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $15644.39      | 0.00%             | 2033-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                                                         | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC 2.875% 10/15/2026 144A                                                       | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      428000 | PA      | $422751.82     | 0.00%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                                                        | SABRA HEALTH CARE LP 3.2% 12/01/2031                                                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     8620000 | PA      | $7971837.20    | 0.02%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EC FINANCE PLC                                                                                              | EC FINANCE PLC 3.25% 10/15/2026 REGS                                                                                             | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |      245000 | PA      | $286019.32     | 0.00%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                                                | SOMNIGROUP INTERNATIONAL INC 3.875% 10/15/2031 144A                                                                              | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      135000 | PA      | $126724.68     | 0.00%             | 2031-10-15      | Fixed         | 0.04%                 | 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        |     6731896 | PA      | $5681834.29    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                                                         | NIGERIA REPUBLIC 6.125% 09/28/2028 144A                                                                                          | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      300000 | PA      | $302439.00     | 0.00%             | 2028-09-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                           | ATMOS ENERGY CORP 2.85% 02/15/2052                                                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       27000 | PA      | $17396.53      | 0.00%             | 2052-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                                                      | MPT OPER PARTNERSHIP LP/CORP 0.993% 10/15/2026                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      100000 | PA      | $115802.59     | 0.00%             | 2026-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                                                 | MATCH GROUP HLD II LLC 3.625% 10/01/2031 144A                                                                                    | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $181478.28     | 0.00%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                                                                        | WABASH NATIONAL CORP 4.5% 10/15/2028 144A                                                                                        | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |      295000 | PA      | $271744.86     | 0.00%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 02/01/2035#                                                                                                         | CUSIP: 3140XC4X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103111 | PA      | $101641.69     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2049#FM7786                                                                                                   | CUSIP: 3140XBUL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4926839 | PA      | $4846918.35    | 0.01%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 7.3% 09/30/2033 REGS                                                                                    | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $200700.00     | 0.00%             | 2033-09-30      | Fixed         | 0.07%                 | 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        |     4429232 | PA      | $3721737.24    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.25% 09/30/2028                                                                                                       | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3299000 | PA      | $3125931.36    | 0.01%             | 2028-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BETHP 2021                                                                                                  | BETHP 2021 A TSFR3M+139.161 01/15/2035 144A                                                                                      | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4844000 | PA      | $4852283.24    | 0.01%             | 2035-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                                         | SCHWAB CHARLES CORP 3.3% 04/01/2027                                                                                              | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      135000 | PA      | $134244.08     | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                                               | CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A                                                                                   | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      165000 | PA      | $153455.66     | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 03/01/2042                                  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      408000 | PA      | $288113.19     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.25% 01/15/2029                                 | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5888000 | PA      | $5558382.34    | 0.01%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.95% 06/30/2062                                 | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      761000 | PA      | $465181.96     | 0.00%             | 2062-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                                                          | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                                                         | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120628.08     | 0.00%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                                         | MEDLINE BORROWER LP 3.875% 04/01/2029 144A                                                                                       | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     8202000 | PA      | $8066760.50    | 0.02%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                                         | MEDLINE BORROWER LP 5.25% 10/01/2029 144A                                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      203000 | PA      | $202983.88     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                                             | BANK 20-BNK25 XB CSTR 01/15/2063                                                                                                 | CUSIP: 06539WBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5200000 | PA      | $86731.84      | 0.00%             | 2063-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                                                | SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028                                                                                     | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1480477.70    | 0.00%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                                               | TOPBUILD CORP 4.125% 02/15/2032 144A                                                                                             | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      530000 | PA      | $503713.17     | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                                                            | HEALTHEQUITY INC 4.5% 10/01/2029 144A                                                                                            | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |      260000 | PA      | $253244.55     | 0.00%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 3.187% 11/15/2036 144A                                                                                              | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3757000 | PA      | $3241067.16    | 0.01%             | 2036-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 3.137% 11/15/2035 144A                                                                                              | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4483000 | PA      | $3919730.91    | 0.01%             | 2035-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                                           | GUATEMALA REP OF 3.7% 10/07/2033 REGS                                                                                            | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |      947000 | PA      | $860444.20     | 0.00%             | 2033-10-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                                             | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                                                           | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |      270000 | PA      | $264450.20     | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#MA4466                                                                                                 | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    33614907 | PA      | $29298269.17   | 0.07%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2051#                                                                                                       | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      471790 | PA      | $411205.75     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 10/20/2051#MA7648                                                                                                     | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      357646 | PA      | $303066.95     | 0.00%             | 2051-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 01/01/2051#MA4236                                                                                                 | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5307084 | PA      | $4225911.24    | 0.01%             | 2051-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES INC                                                                                         | THOR INDUSTRIES INC 4% 10/15/2029 144A                                                                                           | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191980.06     | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                                | SM ENERGY CO 5% 10/15/2026 144A                                                                                                  | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      650000 | PA      | $649716.28     | 0.00%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 3.5% 10/15/2051                                                                                                 | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      151000 | PA      | $106561.41     | 0.00%             | 2051-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                                                        | HEIMSTADEN BOSTAD AB EUSA5+NA PERP REGS                                                                                          | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | EP               | CORP              | SE        |      185000 | PA      | $217902.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                                               | JEFFERIES FINANCIAL GROUP INC 2.625% 10/15/2031                                                                                  | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     5636000 | PA      | $5009559.16    | 0.01%             | 2031-10-15      | Fixed         | 0.03%                 | 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        |     1135105 | PA      | $1041348.96    | 0.00%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                                                                                          | SENTARA HEALTHCARE 2.927% 11/01/2051                                                                                             | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |      565000 | PA      | $376081.68     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES FINANCE II PLC                                                                       | BCP V MODULAR SERVICES FINANCE II PLC 6.125% 11/30/2028 REGS                                                                     | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $129864.15     | 0.00%             | 2028-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                           | ILIAD HOLDING SAS 7% 10/15/2028 144A                                                                                             | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $455657.40     | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 2.045%/VAR 10/19/2027 144A                                                                                               | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     2670000 | PA      | $2637561.61    | 0.01%             | 2027-10-19      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 3.116%/VAR 10/19/2032 144A                                                                                               | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $454062.88     | 0.00%             | 2032-10-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#SD8177                                                                                                   | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4086819 | PA      | $3412307.86    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 06/01/2051#MA4354                                                                                                 | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1272212 | PA      | $1011045.45    | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 2.4% 10/15/2028                                                                                         | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2108941.47    | 0.00%             | 2028-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                                                           | VERTIV GROUP CORP 4.125% 11/15/2028 144A                                                                                         | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      195000 | PA      | $194212.45     | 0.00%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 10/01/2051#QC9556                                                                                                 | CUSIP: 3133AUTM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      507344 | PA      | $447425.55     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                                                | MAGNERA CORP 4.75% 11/15/2029 144A                                                                                               | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92918.42      | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 11/51#MA7705                                                                                                        | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2205528 | PA      | $1946856.79    | 0.00%             | 2051-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                                            | PUGET ENERGY INC 2.379% 06/15/2028                                                                                               | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      815000 | PA      | $785417.59     | 0.00%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 10/01/2041#RB5132                                                                                                 | CUSIP: 3133KYVZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      878798 | PA      | $807240.61     | 0.00%             | 2041-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.511%/VAR 10/20/2032                                                                                             | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3820000 | PA      | $3461992.81    | 0.01%             | 2032-10-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BX 2021-XL2                                                                                                 | BX TRUST 21-XL2 A TSFR1M+80.298 10/15/2036 144A                                                                                  | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      381667 | PA      | $381547.80     | 0.00%             | 2038-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                                           | DB MASTER FIN LLC 2.045% 11/20/2051 144A                                                                                         | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     1378800 | PA      | $1357917.11    | 0.00%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                                        | SONIC AUTOMOTIVE INC 4.625% 11/15/2029 144A                                                                                      | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      298000 | PA      | $293020.12     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                                        | SONIC AUTOMOTIVE INC 4.875% 11/15/2031 144A                                                                                      | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96620.22      | 0.00%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 02/01/2036#MA4260                                                                                                 | CUSIP: 31418DWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39953 | PA      | $36546.46      | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 10/01/2036#MA4441                                                                                                 | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72310 | PA      | $65952.69      | 0.00%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 02/01/2036#FM5367                                                                                                 | CUSIP: 3140X86D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37892 | PA      | $34661.91      | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 08/01/2036#SB8114                                                                                                 | CUSIP: 3132D6AP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       69536 | PA      | $63422.76      | 0.00%             | 2036-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 01/01/2036#MA4228                                                                                                 | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2488031 | PA      | $2275914.63    | 0.01%             | 2036-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 03/01/2036#SB8092                                                                                                 | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      687709 | PA      | $629078.84     | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.572%/VAR 10/20/2032                                                                                | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      520000 | PA      | $473734.88     | 0.00%             | 2032-10-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 1.948%/VAR 10/21/2027                                                                              | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      900000 | PA      | $887885.46     | 0.00%             | 2027-10-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2021-PAC B TSFR1M+101.328 21 10/15/2036 144A                                                        | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1201000 | PA      | $1198001.34    | 0.00%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+121.308 21 10/15/2036 144A                                                          | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1607000 | PA      | $1601984.55    | 0.00%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+141.278 21 10/15/2036 144A                                                          | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1560000 | PA      | $1555131.08    | 0.00%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+206.198 21 10/15/2036 144A                                                          | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5425000 | PA      | $5411454.32    | 0.01%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A                                                           | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8126000 | PA      | $8110763.75    | 0.02%             | 2036-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                                         | AVANTOR FUNDING INC 3.875% 11/01/2029 144A                                                                                       | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      135000 | PA      | $128877.69     | 0.00%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                                                                            | ASB BANK LIMITED 2.375% 10/22/2031 144A                                                                                          | CUSIP: 00216LAE3<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      200000 | PA      | $181709.35     | 0.00%             | 2031-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                                    | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                                                                  | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      570000 | PA      | $552516.22     | 0.00%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                                    | LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A                                                                                  | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     1238000 | PA      | $1181818.82    | 0.00%             | 2032-01-31      | Fixed         | 0.04%                 | 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        |      127601 | PA      | $117061.16     | 0.00%             | 2051-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                                                                    | TSMC ARIZONA CORPORATION 2.5% 10/25/2031                                                                                         | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |      702000 | PA      | $650445.12     | 0.00%             | 2031-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                                             | OHIOHEALTH CORP 2.297% 11/15/2031                                                                                                | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     8505000 | PA      | $7765017.46    | 0.02%             | 2031-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 3.7%/VAR PERP                                                                                                     | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     4850000 | PA      | $4805334.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 2016-H16 FE TSFR12M+109.513 06/20/2066                                                              | CUSIP: 38376RWQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      342857 | PA      | $346626.41     | 0.00%             | 2066-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                                                   | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.4% 10/29/2033                                                        | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $136911.54     | 0.00%             | 2033-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                                                   | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.3% 01/30/2032                                                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4790000 | PA      | $4476257.49    | 0.01%             | 2032-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                                                   | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3% 10/29/2028                                                          | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    11894000 | PA      | $11570711.21   | 0.03%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                                                   | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 2.45% 10/29/2026                                                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    11600000 | PA      | $11487737.75   | 0.03%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.125% 10/31/2026                                                                                                      | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8797500 | PA      | $8652602.45    | 0.02%             | 2026-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.375% 10/31/2028                                                                                                      | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    76870000 | PA      | $72960439.46   | 0.16%             | 2028-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2                                                        | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2 2.5747% 10/15/2054 144A                                                     | CUSIP: 03882KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      440000 | PA      | $404252.55     | 0.00%             | 2054-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                                         | GRAY TELEVISION INC 5.375% 11/15/2031 144A                                                                                       | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       63000 | PA      | $49598.87      | 0.00%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2021-BXMF                                                                                                | BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A                                                                                       | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1575697 | PA      | $1575204.23    | 0.00%             | 2026-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                                                                 | ROBLOX CORP 3.875% 05/01/2030 144A                                                                                               | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |      280000 | PA      | $267376.68     | 0.00%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.125%/VAR PERP                                                                                    | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     2505000 | PA      | $2490730.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 2.875% 10/28/2031                                                                                            | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      906000 | PA      | $813486.59     | 0.00%             | 2031-10-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                                     | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+150 10/25/2041 144A                                                              | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1378043 | PA      | $1381797.52    | 0.00%             | 2041-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA PLC                                                                                 | PRUDENTIAL FUNDING ASIA PLC T5Y+NA 11/03/2033 REGS                                                                               | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |      375000 | PA      | $362259.86     | 0.00%             | 2033-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.904%/VAR 11/03/2042                                                                                              | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      495000 | PA      | $369042.26     | 0.00%             | 2042-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.52%/VAR 11/03/2032                                                                                               | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      195000 | PA      | $176400.16     | 0.00%             | 2032-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                             | VANTAGE DATA CENTERS ISSUER LLC 2.165% 10/15/2046 144A                                                                           | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3175000 | PA      | $3120458.90    | 0.01%             | 2046-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                                                 | VIATRIS INC 2.3% 06/22/2027                                                                                                      | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      120000 | PA      | $117037.69     | 0.00%             | 2027-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                                                 | VIATRIS INC 3.85% 06/22/2040                                                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    12410000 | PA      | $9770230.18    | 0.02%             | 2040-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                             | XCEL ENERGY INC 1.75% 03/15/2027                                                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     2540000 | PA      | $2484657.51    | 0.01%             | 2027-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                                       | MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A                                                                                     | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      155000 | PA      | $136894.49     | 0.00%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.545%/VAR 11/08/2032                                                                                      | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      340000 | PA      | $309660.45     | 0.00%             | 2032-11-08      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                                                     | JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A                                                                                     | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $63424.61      | 0.00%             | 2029-11-15      | Fixed         | 0.04%                 | 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        |     2338761 | PA      | $1962260.59    | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 3.03% 03/15/2052                                                                                                        | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      200000 | PA      | $132975.75     | 0.00%             | 2052-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                                                  | SOUTHWESTERN ELEC POWER CO 3.25% 11/01/2051                                                                                      | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      100000 | PA      | $66502.60      | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                                 | ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A                                                                               | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      410000 | PA      | $403613.43     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                                 | ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A                                                                                   | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      215000 | PA      | $209090.89     | 0.00%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                                                  | COPT DEFENSE PROPERTIES LP 2.9% 12/01/2033                                                                                       | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      490000 | PA      | $425085.81     | 0.00%             | 2033-12-01      | Fixed         | 0.03%                 | 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        |     2106306 | PA      | $2050464.40    | 0.00%             | 2041-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE PTE LTD                                                                                   | MEDCO LAUREL TREE PTE LTD 6.95% 11/12/2028 REGS                                                                                  | CUSIP: N/A<br>LEI: 254900SX7FFGRREZD046       | Long             | DBT              | CORP              | SG        |     1150000 | PA      | $1155037.00    | 0.00%             | 2028-11-12      | Fixed         | 0.07%                 | 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        |    14632400 | PA      | $8446209.92    | 0.02%             | 2051-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#RA6332                                                                                                   | CUSIP: 3133KNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      849990 | PA      | $714218.56     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PELICAN PRODUCTS INC                                                                                        | PELICAN PRODUCTS TERM 1LN 12/29/2028                                                                                             | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |      393580 | PA      | $353565.05     | 0.00%             | 2028-12-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BNPP AM EURO CLO 2019 BV                                                                                    | BNPP AM EURO CLO 2019 BV AR 3MEUR+82 07/22/2032 144A                                                                             | CUSIP: N/A<br>LEI: 724500LEK89L3DYT1E52       | Long             | ABS-CBDO         | CORP              | IE        |      244967 | PA      | $288309.56     | 0.00%             | 2032-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL1 TR                                                                                           | CSMCM TRUST CERTIFICATES 3.77782% 10/27/2061 144A                                                                                | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280893 | PA      | $224104.83     | 0.00%             | 2061-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                                                                                | CREDIT SUISSE MORTGAGE TRUST 2021-RPL11 PT 3.77782% 10/25/2061 144A                                                              | CUSIP: 12659AAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6619183 | PA      | $5635621.87    | 0.01%             | 2061-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST                                                                    | 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST 2.522% 11/15/2054                                                                       | CUSIP: 88581EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $901932.20     | 0.00%             | 2054-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                                        | WESTPAC BANKING CORP 3.133% 11/18/2041                                                                                           | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      140000 | PA      | $108578.80     | 0.00%             | 2041-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST                                                                    | 3650R 2021-PF1 A4 COMMERCIAL MORTGAGE TRUST 2.253% 11/15/2054                                                                    | CUSIP: 88581EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4200000 | PA      | $3797294.76    | 0.01%             | 2054-11-15      | Fixed         | 0.02%                 | 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        |     1675000 | PA      | $1507672.84    | 0.00%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                               | DISH DBS CORP 5.25% 12/01/2026 144A                                                                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      526000 | PA      | $510920.26     | 0.00%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                               | DISH DBS CORP 5.75% 12/01/2028 144A                                                                                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       53000 | PA      | $51293.70      | 0.00%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                                                         | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                                                      | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      158015 | PA      | $136682.98     | 0.00%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 12/01/2051#SD8183                                                                                                 | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4756482 | PA      | $4145681.46    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#SD8182                                                                                                   | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6262284 | PA      | $5228722.59    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 12/01/2051#MA4493                                                                                                 | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      850896 | PA      | $741629.07     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2050#FM7973                                                                                                   | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2205082 | PA      | $2165177.51    | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS and RESORTS LP                                                                                  | HOST HOTELS and RESORTS LP 2.9% 12/15/2031                                                                                       | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      840000 | PA      | $767246.57     | 0.00%             | 2031-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                                                  | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                                                 | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      160000 | PA      | $151420.40     | 0.00%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#MA4467                                                                                                   | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2220597 | PA      | $2019096.15    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 3.4% 01/15/2028                                                                                               | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     3460000 | PA      | $3431107.06    | 0.01%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 3.1% 12/15/2029                                                                                               | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     6235000 | PA      | $6052126.08    | 0.01%             | 2029-12-15      | Fixed         | 0.03%                 | 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        |      580000 | PA      | $528453.16     | 0.00%             | 2032-12-15      | Fixed         | 0.03%                 | 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        |    47468000 | PA      | $34251128.75   | 0.08%             | 2041-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 10/01/2051#FM9210                                                                                                   | CUSIP: 3140XDGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1814934 | PA      | $1661020.02    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                                  | UNUM GROUP 4.046% 08/15/2041 144A                                                                                                | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      165000 | PA      | $136894.10     | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NMLT TRUST 2021-INV3                                                                                        | NMLT TRUST 2021-INV3 PT 2.27689% 11/25/2056 144A                                                                                 | CUSIP: 62916BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4541031 | PA      | $4368188.66    | 0.01%             | 2056-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                                           | SREIT TR 2021-MFP D TSFR1M+169.268 82 11/15/2038 144A                                                                            | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1449518 | PA      | $1450058.54    | 0.00%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                                           | SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A                                                                               | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8862360 | PA      | $8859590.96    | 0.02%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                                           | SREIT TR 2021-MFP TSFR1M+144.348 9 11/15/2038 144A                                                                               | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2206153 | PA      | $2205463.83    | 0.00%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                                           | SREIT TR 2021-MFP B TSFR1M+119.428 98 11/15/2038 144A                                                                            | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3552494 | PA      | $3551383.57    | 0.01%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 12/01/2035#FM5278                                                                                                   | CUSIP: 3140X82L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111038 | PA      | $103454.37     | 0.00%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 12/01/2036#SB8131                                                                                                 | CUSIP: 3132D6A83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      318235 | PA      | $290209.10     | 0.00%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2051#FM6540                                                                                                 | CUSIP: 3140XAHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3975229 | PA      | $3535561.50    | 0.01%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 2.871%/VAR 11/22/2032                                                                                          | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      353000 | PA      | $324750.37     | 0.00%             | 2032-11-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 3.375% 03/03/2031                                                                                    | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     4695000 | PA      | $4475261.18    | 0.01%             | 2031-03-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 5.375% 02/01/2029                                                                                             | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     3191000 | PA      | $3187042.01    | 0.01%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#FM9633                                                                                                   | CUSIP: 3140XDV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2772392 | PA      | $2537280.91    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                      | SEMPRA 4.125%/VAR 04/01/2052                                                                                                     | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     3845000 | PA      | $3795120.35    | 0.01%             | 2052-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 4.375% 01/15/2030                                                                                          | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      440000 | PA      | $431982.41     | 0.00%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                                                | TAPESTRY INC 3.05% 03/15/2032                                                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    14311000 | PA      | $13298598.93   | 0.03%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                                                | US FOODS INC 4.625% 06/01/2030 144A                                                                                              | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54453.35      | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | 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        |     2987521 | PA      | $2617884.50    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#BU0986                                                                                                 | CUSIP: 3140M2CY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4443176 | PA      | $3918428.23    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 2.875% 12/04/2051                                                                                          | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      151000 | PA      | $97735.57      | 0.00%             | 2051-12-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 2.894%/VAR 11/24/2032                                                                                               | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4600000 | PA      | $4216187.32    | 0.01%             | 2032-11-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                                                 | CANADIAN PAC RY CO 3.1% 12/02/2051                                                                                               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      248000 | PA      | $169329.24     | 0.00%             | 2051-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                                                 | CANADIAN PAC RY CO 3% 12/02/2041                                                                                                 | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      105000 | PA      | $80383.31      | 0.00%             | 2041-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                                           | VENTURE GLOBAL CALCASIEU PASS LLC 3.875% 11/01/2033 144A                                                                         | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      826000 | PA      | $735155.28     | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 12/01/2051#CB2289                                                                                                 | CUSIP: 3140QMRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3910391 | PA      | $3426570.78    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                                                  | HERTZ CORP 4.625% 12/01/2026 144A                                                                                                | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      149000 | PA      | $135732.74     | 0.00%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.25% 11/30/2026                                                                                                       | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    73090000 | PA      | $71838333.75   | 0.16%             | 2026-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.5% 11/30/2028                                                                                                        | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    53755000 | PA      | $51111345.76   | 0.11%             | 2028-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                                                | CUBESMART LP 2.25% 12/15/2028                                                                                                    | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      865000 | PA      | $824423.07     | 0.00%             | 2028-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                                              | SHELL INTL FIN B V 2.875% 11/26/2041                                                                                             | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      165000 | PA      | $124329.34     | 0.00%             | 2041-11-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61                                                              | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 A3 2.406% 11/15/2054                                                              | CUSIP: 95003QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7300000 | PA      | $6603247.85    | 0.01%             | 2054-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 05/01/2051#FM9747                                                                                                   | CUSIP: 3140XDZM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1059507 | PA      | $890931.13     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                                                      | CDW LLC / CDW FIN CORP 3.276% 12/01/2028                                                                                         | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      740000 | PA      | $722332.20     | 0.00%             | 2028-12-01      | Fixed         | 0.03%                 | 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        |     2784774 | PA      | $2341694.31    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | 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        |     4427066 | PA      | $3736518.62    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | 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        |      545000 | PA      | $498852.22     | 0.00%             | 2052-05-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-A                                                                                 | NELNET STUDENT LN TR 2021-A TSFR1M+91.448 04/20/2062 144A                                                                        | CUSIP: 64035DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      669653 | PA      | $668498.24     | 0.00%             | 2062-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SREIT TRUST                                                                                                 | SREIT TRUST TSFR1M+148.518 07 11/15/2036 144A                                                                                    | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      235000 | PA      | $234926.56     | 0.00%             | 2036-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.031% 09/25/2028                                                                                 | CUSIP: 3137H4BY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1200000 | PA      | $1151728.08    | 0.00%             | 2028-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 2.4% 12/15/2031                                                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $924094.14     | 0.00%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                                         | EMERA US FINANCE LP 2.639% 06/15/2031                                                                                            | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1224926.03    | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.154% 10/25/2031                                                                                 | CUSIP: 3137H4R36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1200000 | PA      | $1097294.52    | 0.00%             | 2031-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST 2021-CX2                                                                     | CAMB COMMERCIAL MORTGAGE TRUST 2021-CX2 2.7% 11/10/2046 144A                                                                     | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3507901.20    | 0.01%             | 2046-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2051#CB2346                                                                                                   | CUSIP: 3140QMTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1789954 | PA      | $1510751.89    | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAST and CREW PAYROLL LLC                                                                                   | CAST and CREW TERM B 1LN 12/29/2028                                                                                              | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |       84041 | PA      | $35927.41      | 0.00%             | 2028-12-29      | Variable      | 0.07%                 | 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        |     1555396 | PA      | $1307919.78    | 0.00%             | 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        |     2225477 | PA      | $1869994.64    | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2052#                                                                                                       | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10323055 | PA      | $9756826.30    | 0.02%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                                               | COHERENT CORP 5% 12/15/2029 144A                                                                                                 | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      883000 | PA      | $883475.94     | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | 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        |     3442574 | PA      | $2894833.21    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | 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        |     2223906 | PA      | $1957089.03    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2021-CIP                                                                                     | BX COML MTG TR 2021-CIP TSFR1M+293.448 12/15/2028 144A                                                                           | CUSIP: 12434FAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4380025 | PA      | $4378656.39    | 0.01%             | 2038-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 12/01/2051#SD8184                                                                                                   | CUSIP: 3132DWCV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4635740 | PA      | $4217981.39    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                                            | ABN AMRO BANK NV 2.47%/VAR 12/13/2029 144A                                                                                       | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $956588.47     | 0.00%             | 2029-12-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 12/20/2051#MA7768                                                                                                     | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      176214 | PA      | $161659.75     | 0.00%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 10/01/2051#QD0109                                                                                                   | CUSIP: 3133AWDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      228435 | PA      | $192088.83     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#QD0399                                                                                                   | CUSIP: 3133AWNQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      190207 | PA      | $159943.76     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#RA6239                                                                                                   | CUSIP: 3133KM4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1185812 | PA      | $997140.11     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#RA6308                                                                                                   | CUSIP: 3133KNAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      326550 | PA      | $274592.97     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                                            | MERCK and CO INC 2.9% 12/10/2061                                                                                                 | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      140000 | PA      | $83030.57      | 0.00%             | 2061-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                                               | FIRSTCASH INC 5.625% 01/01/2030 144A                                                                                             | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99495.25      | 0.00%             | 2030-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2052#MA4548                                                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7624535 | PA      | $6645434.93    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | 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        |     9275183 | PA      | $8187360.69    | 0.02%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 21-M2S A3 VAR 10/25/2031                                                                          | CUSIP: 3136BJZQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200000 | PA      | $180510.28     | 0.00%             | 2031-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 3.25% 01/15/2032                                                                                    | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2635856.87    | 0.01%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 4.75% 02/01/2032                                                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     6289000 | PA      | $6278622.08    | 0.01%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 3% 01/15/2052                                                                                       | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $64234.36      | 0.00%             | 2052-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                                 | VISTRA CORP 7%/VAR PERP 144A                                                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |     2575000 | PA      | $2605830.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 12/20/2051#MA7766                                                                                                     | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7528032 | PA      | $6379206.57    | 0.01%             | 2051-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                                                     | GRAND CANYON UNIVERSITY 5.125% 10/01/2028                                                                                        | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $280863.06     | 0.00%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2052#SD8190                                                                                                   | CUSIP: 3132DWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1374381 | PA      | $1250526.48    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV                                                        | GOLDEN ST TOBAC 3.85% 6/1/2050                                                                                                   | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       70000 | PA      | $65055.37      | 0.00%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 05/01/2051#MA4343                                                                                                 | CUSIP: 31418DZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      760192 | PA      | $604135.65     | 0.00%             | 2051-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2050#BQ6306                                                                                                   | CUSIP: 3140KSAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      581044 | PA      | $491137.07     | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 01/01/2037#SB8136                                                                                                 | CUSIP: 3132D6BD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      937457 | PA      | $854897.42     | 0.00%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 12/01/2050#SD8115                                                                                                   | CUSIP: 3132DWAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1447059 | PA      | $1319820.10    | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2052#MA4513                                                                                                   | CUSIP: 31418EAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12994541 | PA      | $11782905.40   | 0.03%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-8                                                                              | VERUS SECURITIZATION TRUST 2021-8 1.824% 11/25/2066 144A                                                                         | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      287356 | PA      | $269998.62     | 0.00%             | 2066-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 10/01/2051#RA5998                                                                                                   | CUSIP: 3133KMUX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1534042 | PA      | $1404907.31    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#CB2166                                                                                                   | CUSIP: 3140QMMQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1283377 | PA      | $1173738.69    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                                                       | DEVON ENERGY CORP NEW 5.25% 10/15/2027                                                                                           | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10000.18      | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2052#QD4350                                                                                                   | CUSIP: 3133B1ZP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      573545 | PA      | $521859.36     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2052#QD4275                                                                                                   | CUSIP: 3133B1XC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1137157 | PA      | $1034679.94    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/01/2052#                                                                                                       | CUSIP: 31418EBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7053368 | PA      | $6657226.52    | 0.01%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 3.742%/VAR 01/07/2033                                                                             | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     4860000 | PA      | $4558862.10    | 0.01%             | 2033-01-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2052#MA4512                                                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17731284 | PA      | $15454332.17   | 0.03%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2052#SD8189                                                                                                 | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8335897 | PA      | $7265447.44    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2051#FM6272                                                                                                 | CUSIP: 3140X96J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4302440 | PA      | $3815825.60    | 0.01%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 2.472% 01/14/2029                                                                                   | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      267000 | PA      | $256778.18     | 0.00%             | 2029-01-14      | Fixed         | 0.02%                 | 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        |     2051000 | PA      | $1822196.39    | 0.00%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 2.9% 02/10/2029                                                                                         | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2501940.34    | 0.01%             | 2029-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HOLDINGS                                                                                 | INDIA CLEAN ENERGY HOLDINGS 4.5% 04/18/2027 REGS                                                                                 | CUSIP: N/A<br>LEI: 254900XQFJ9593DCY022       | Long             | DBT              | CORP              | MU        |     1150000 | PA      | $1132750.00    | 0.00%             | 2027-04-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR 2022-CP1                                                                                         | NYMT LN TR 2022-CP1 2.0424% 07/25/2061 144A                                                                                      | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2371305 | PA      | $2255392.69    | 0.01%             | 2061-07-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2052#SD8191                                                                                                 | CUSIP: 3132DWC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2359953 | PA      | $2229474.51    | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 02/01/2052#                                                                                                       | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7561294 | PA      | $7146550.19    | 0.02%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2052#RA6623                                                                                                 | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      675305 | PA      | $594284.28     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2050#FM5305                                                                                                   | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15706 | PA      | $13275.60      | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 2.797%/VAR 01/19/2028 144A                                                                               | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     3156000 | PA      | $3121978.41    | 0.01%             | 2028-01-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 3.337%/VAR 01/21/2033 144A                                                                               | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1105000 | PA      | $1026197.50    | 0.00%             | 2033-01-21      | Variable      | 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        |      725000 | PA      | $704968.69     | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/01/2052#SD8193                                                                                                   | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15072017 | PA      | $12560898.77   | 0.03%             | 2052-02-01      | Fixed         | 0.02%                 | 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        |      425000 | PA      | $400825.92     | 0.00%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                                          | METROPOLITAN LIFE GLOBAL FUNDING I 2.4% 01/11/2032 144A                                                                          | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1762582.00    | 0.00%             | 2032-01-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 3.132%/VAR 01/20/2033 144A                                                                                           | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3670000 | PA      | $3391130.98    | 0.01%             | 2033-01-20      | Variable      | 0.03%                 | 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        |     6606666 | PA      | $6011294.03    | 0.01%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/2051#CB0531                                                                                                   | CUSIP: 3140QKSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      230967 | PA      | $211019.17     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 05/01/2051#RA5267                                                                                                   | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      565511 | PA      | $516669.43     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 01/01/2051#SD8120                                                                                                 | CUSIP: 3132DWAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2997795 | PA      | $2387076.18    | 0.01%             | 2051-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                                                        | COMMERCIAL METALS CO 4.375% 03/15/2032                                                                                           | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      110000 | PA      | $105369.29     | 0.00%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1185000 | PA      | $1101962.67    | 0.00%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                                                        | RANGE RESOURCES CORP 4.75% 02/15/2030 144A                                                                                       | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23760.19      | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORP LTD                                                                             | INDIAN RAILWAY FIN CORP LTD 3.57% 01/21/2032 144A                                                                                | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     1010000 | PA      | $969357.60     | 0.00%             | 2032-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 01/20/2052#MA7829                                                                                                   | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16700594 | PA      | $15824171.83   | 0.04%             | 2052-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                                                     | SBA COMMUNICATIONS CORP 3.125% 02/01/2029                                                                                        | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     1006000 | PA      | $967240.43     | 0.00%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.057%/VAR 01/25/2033                                                                                              | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1551000 | PA      | $1434215.70    | 0.00%             | 2033-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028                                                                               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1149054.71    | 0.00%             | 2028-02-24      | Variable      | 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        |     1479000 | PA      | $1372298.17    | 0.00%             | 2033-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.436%/VAR 02/24/2043                                                                              | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       42000 | PA      | $32968.71      | 0.00%             | 2043-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2050#SD7528                                                                                                   | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15440 | PA      | $13051.02      | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.475%/VAR 01/21/2028                                                                                             | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      400000 | PA      | $394676.59     | 0.00%             | 2028-01-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.943%/VAR 01/21/2033                                                                                             | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4424000 | PA      | $4074848.23    | 0.01%             | 2033-01-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                                                          | RYAN SPECIALTY LLC 4.375% 02/01/2030 144A                                                                                        | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      165000 | PA      | $160500.37     | 0.00%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2051#MA4400                                                                                                   | CUSIP: 31418D3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3513950 | PA      | $3197283.83    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                                                 | SCOTTS MIRACLE GRO CO (THE) 4% 04/01/2031                                                                                        | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     2921000 | PA      | $2761684.28    | 0.01%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2052#CB2637                                                                                                 | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      720775 | PA      | $632271.91     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2052#CB2670                                                                                                   | CUSIP: 3140QM6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      679939 | PA      | $615265.39     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                                              | SMRT 2022-MINI TSFR1M+335 01/15/2039 144A                                                                                        | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2496955.50    | 0.01%             | 2039-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                                                 | SCOTTS MIRACLE GRO CO (THE) 4.375% 02/01/2032                                                                                    | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      625000 | PA      | $593958.69     | 0.00%             | 2032-02-01      | Fixed         | 0.04%                 | 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        |      315000 | PA      | $316575.00     | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2022-RPL1                                                                          | BRAVO RESIDENTIAL FDG TR 2022-RPL1 2.75% 09/25/2061 144A                                                                         | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5686856 | PA      | $5314277.63    | 0.01%             | 2061-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/52#FS0235                                                                                                      | CUSIP: 3140XFHM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      419878 | PA      | $363991.06     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | 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        |     4030950 | PA      | $3857388.58    | 0.01%             | 2051-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEDIATRIC ASSOCIATES HOLDING CO LLC                                                                         | UFINET TERM B 1LN 12/29/2028                                                                                                     | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      102725 | PA      | $98949.51      | 0.00%             | 2028-12-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ARCLO 2022-FL1 A                                                                                            | ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A                                                                                     | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       91851 | PA      | $91850.54      | 0.00%             | 2037-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 02/01/2042#MA4540                                                                                                   | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      641536 | PA      | $571039.30     | 0.00%             | 2042-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 02/01/2042#RB5145                                                                                                   | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      761402 | PA      | $677795.72     | 0.00%             | 2042-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                                          | AVIS BUDGET RENTCAR FDG AE LLC 2.35% 02/20/2028 144A                                                                             | CUSIP: 05377RET7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     2435000 | PA      | $2390903.61    | 0.01%             | 2028-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMIT 2022-BVUE MTG TR                                                                                      | SUMIT 2022-BVUE MTG TR 2.789% 02/12/2041 144A                                                                                    | CUSIP: 865592AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340000 | PA      | $311155.76     | 0.00%             | 2041-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                                                      | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A                                                               | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      138915 | PA      | $138871.64     | 0.00%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#SD0785                                                                                                   | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24965 | PA      | $21070.48      | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RR 7 LTD                                                                                                    | RR 7 LTD A1AB TSFR3M+134 01/15/2037 144A                                                                                         | CUSIP: 74980EAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7731000 | PA      | $7742712.47    | 0.02%             | 2037-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.972%/VAR 02/04/2033                                                                                | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5590000 | PA      | $5167388.12    | 0.01%             | 2033-02-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                                                     | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    75197300 | PA      | $47571104.62   | 0.11%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#SD0786                                                                                                   | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17977 | PA      | $15173.23      | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 2.95% 03/15/2034                                                                                  | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $961598.43     | 0.00%             | 2034-03-15      | Fixed         | 0.03%                 | 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        |     5618464 | PA      | $4721010.13    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | 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        |     5474719 | PA      | $4596804.08    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 02/20/2052#MA7882                                                                                                     | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1470531 | PA      | $1349069.72    | 0.00%             | 2052-02-20      | Fixed         | 0.03%                 | 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        |     4813000 | PA      | $4044204.81    | 0.01%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2052#CB2837                                                                                                   | CUSIP: 3140QNEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27667 | PA      | $23343.06      | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2052#CB2838                                                                                                   | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      995663 | PA      | $839734.19     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DRYDEN 98 CLO LTD                                                                                           | DRYDEN 98 CLO LTD A TSFR3M+130 04/20/2035 144A                                                                                   | CUSIP: 26248AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4007000 | PA      | $4007000.00    | 0.01%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                                                                   | FELLS POINT FUNDING TRUST 3.046% 01/31/2027 144A                                                                                 | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $495497.11     | 0.00%             | 2027-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2052#SD7549                                                                                                   | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      134107 | PA      | $113230.62     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                                            | COMISION FEDERAL DE ELECTRICID 4.688% 05/15/2029 144A                                                                            | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2277000 | PA      | $2272529.57    | 0.01%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2021                                                                             | BINOM SECURITIZATION TRUST 2022 A1 VAR 02/25/2061 144A                                                                           | CUSIP: 05552CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3208265 | PA      | $3054878.40    | 0.01%             | 2061-02-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                                                 | NATIONWIDE BUILDING SOC(UNGTD) 2.972%/VAR 02/16/2028 144A                                                                        | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $207920.13     | 0.00%             | 2028-02-16      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                                          | UNION PACIFIC CORP 3.5% 02/14/2053                                                                                               | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      190000 | PA      | $137270.69     | 0.00%             | 2053-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2052#RA6808                                                                                                   | CUSIP: 3133KNR54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6508253 | PA      | $5921749.30    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | 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        |    32681000 | PA      | $24842132.07   | 0.06%             | 2042-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | USTN TII 0.125% 02/15/2052                                                                                                       | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4800000 | PA      | $3100146.42    | 0.01%             | 2052-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#MA4564                                                                                                   | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14282023 | PA      | $12950340.27   | 0.03%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2052#MA4549                                                                                                   | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1845531 | PA      | $1673450.32    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2052#SD8201                                                                                                   | CUSIP: 3132DWDE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6902352 | PA      | $6252292.40    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#MA4562                                                                                                   | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    25659724 | PA      | $21384608.51   | 0.05%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2051#MA4494                                                                                                   | CUSIP: 31418D7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3233623 | PA      | $2932113.75    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2051#FS0002                                                                                                   | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1595967 | PA      | $1455135.72    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2052#CB2662                                                                                                   | CUSIP: 3140QM5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      240802 | PA      | $219102.05     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2052#SD8195                                                                                                   | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6769184 | PA      | $6138012.06    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2052#SD0803                                                                                                   | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      338612 | PA      | $308097.63     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2052#SD0861                                                                                                   | CUSIP: 3132DM5W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      243694 | PA      | $221732.87     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                                                  | BMO 2022-C1 MORTGAGE TRUST 3.119% 02/17/2055                                                                                     | CUSIP: 05609MCB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6200000 | PA      | $5807388.10    | 0.01%             | 2055-02-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 3.7% 03/15/2052                                                                                          | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      290000 | PA      | $216647.87     | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 3.9% 03/15/2062                                                                                          | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      260000 | PA      | $191942.37     | 0.00%             | 2062-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2052#SD0892                                                                                                   | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      780099 | PA      | $658416.79     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | 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        |     4026758 | PA      | $3681496.26    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                                                    | TUCSON ELECTRIC POWER CO 3.25% 05/15/2032                                                                                        | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1126504.14    | 0.00%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                                                         | KIMCO REALTY OP LLC 3.2% 04/01/2032                                                                                              | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1258857.61    | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.07%/VAR 02/24/2028                                                                                               | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $396136.58     | 0.00%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 6% 02/22/2033 REGS                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      157000 | PA      | $160140.00     | 0.00%             | 2033-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 5.5% 02/22/2029 REGS                                                                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      161000 | PA      | $163696.75     | 0.00%             | 2029-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 3.875% 03/01/2052                                                                                     | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      521000 | PA      | $393169.54     | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 3.65% 03/01/2052                                                                                                     | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       45000 | PA      | $33881.40      | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 5.5% 02/22/2029 144A                                                                                          | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2662000 | PA      | $2706588.50    | 0.01%             | 2029-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 3.35% 02/22/2032                                                                                                       | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      305000 | PA      | $290707.64     | 0.00%             | 2032-02-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.875% 02/28/2027                                                                                                      | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5213000 | PA      | $5129062.57    | 0.01%             | 2027-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 02/20/2052#MA7880                                                                                                     | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12690038 | PA      | $10753457.89   | 0.02%             | 2052-02-20      | Fixed         | 0.02%                 | 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        |     2439394 | PA      | $2312452.21    | 0.01%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2052#CB2869                                                                                                 | CUSIP: 3140QNFK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3236956 | PA      | $2835445.60    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 5.25% 03/01/2052                                                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      398000 | PA      | $354475.84     | 0.00%             | 2052-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                      | CONOCOPHILLIPS CO 3.8% 03/15/2052                                                                                                | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      390000 | PA      | $294770.13     | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY 3.375% 03/01/2032                                                                                              | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      170000 | PA      | $159398.74     | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 3.35%/VAR 03/02/2033                                                                                      | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6278000 | PA      | $5895457.92    | 0.01%             | 2033-03-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                                                         | PRUDENTIAL FINL INC T5Y+NA 03/01/2052                                                                                            | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      148000 | PA      | $145439.88     | 0.00%             | 2052-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                                                          | AON CORP / AON GLOBAL HOLDINGS PLC 2.85% 05/28/2027                                                                              | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98599.81      | 0.00%             | 2027-05-28      | Fixed         | 0.03%                 | 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        |      674335 | PA      | $566200.01     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | 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        |     1373976 | PA      | $1250157.57    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | 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        |     1421204 | PA      | $1295794.69    | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                                                   | ARCHER DANIELS MIDLAND CO 2.9% 03/01/2032                                                                                        | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      483000 | PA      | $449297.54     | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSMCM 2022-RPL1 TR                                                                                          | CSMCM 2022-RPL1 TR 4.23104% 04/25/2061 144A                                                                                      | CUSIP: 12662JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      303089 | PA      | $256341.74     | 0.00%             | 2061-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL1 TR                                                                                           | CSMC 2022-RPL1 TR 3.77782% 04/25/2061 144A                                                                                       | CUSIP: 12661QAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7167017 | PA      | $6557359.69    | 0.01%             | 2061-04-25      | Variable      | 0.05%                 | 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        |      240000 | PA      | $244816.32     | 0.00%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2052#SD8205                                                                                                 | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11309573 | PA      | $9843123.78    | 0.02%             | 2052-04-01      | Fixed         | 0.03%                 | 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        |     6576299 | PA      | $5979552.95    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | 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        |     3221165 | PA      | $3059580.15    | 0.01%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#RA6987                                                                                                 | CUSIP: 3133KNXQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2663316 | PA      | $2529381.79    | 0.01%             | 2052-03-01      | Fixed         | 0.04%                 | 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        |      528514 | PA      | $487314.58     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                            | CROWN CASTLE INC 2.9% 03/15/2027                                                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      125000 | PA      | $123637.39     | 0.00%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                                                          | HONDA MOTOR CO LTD 2.534% 03/10/2027                                                                                             | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      141000 | PA      | $139179.47     | 0.00%             | 2027-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 05/01/2051#SD8145                                                                                                 | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1192211 | PA      | $947467.74     | 0.00%             | 2051-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.846%/VAR 03/08/2037                                                                                | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1078880.67    | 0.00%             | 2037-03-08      | Variable      | 0.04%                 | 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        |     2306585 | PA      | $2180787.32    | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST UNIV REVS                                                                                       | MI ST UNIV 4.165% 8/15/2122                                                                                                      | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3660000 | PA      | $2756306.11    | 0.01%             | 2122-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 4.25% 03/15/2052                                                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80115.97      | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                                                 | BERKSHIRE HATHAWAY FIN CORP 3.85% 03/15/2052                                                                                     | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      448000 | PA      | $348175.66     | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 3% 03/15/2032                                                                                      | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      311000 | PA      | $288989.27     | 0.00%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MTN COML MTG TR 2022-LPFL                                                                                   | MTN COML MTG TR 2022-LPFL TSFR1M+428.91 03/15/2039 144A                                                                          | CUSIP: 62475WAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3600000 | PA      | $3606485.76    | 0.01%             | 2039-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 03/20/2052#                                                                                                           | CUSIP: 36179WZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      599689 | PA      | $583602.58     | 0.00%             | 2052-03-20      | Fixed         | 0.04%                 | 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        |     8780031 | PA      | $7533851.88    | 0.02%             | 2041-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 02/20/2052#                                                                                                         | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30862 | PA      | $29242.30      | 0.00%             | 2052-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.615%/VAR 03/15/2028                                                                              | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      269000 | PA      | $267767.08     | 0.00%             | 2028-03-15      | Variable      | 0.04%                 | 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        |      720000 | PA      | $580729.95     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#MA4578                                                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1475787 | PA      | $1285352.17    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MI UNIV REVS                                                                                     | UNIV MICH REVS 4.454% 4/1/2122                                                                                                   | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4790000 | PA      | $3926791.71    | 0.01%             | 2122-04-01      | 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        |     3181171 | PA      | $3009663.68    | 0.01%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2052#                                                                                                         | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4792732 | PA      | $4342853.47    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#                                                                                                       | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      620490 | PA      | $586649.61     | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2052#                                                                                                         | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13926070 | PA      | $12618873.35   | 0.03%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MI UNIV REVS                                                                                     | UNIV MICH REVS 3.504% 4/1/2052                                                                                                   | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1080000 | PA      | $825210.72     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.95% 03/14/2052                                                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      806000 | PA      | $692113.25     | 0.00%             | 2052-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR2 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR2 TR 4.8% 04/17/2027 144A                                                                           | CUSIP: 74332VAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      643616 | PA      | $634160.96     | 0.00%             | 2027-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2051#                                                                                                       | CUSIP: 3140QLJG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2619640 | PA      | $2480043.24    | 0.01%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2051#                                                                                                       | CUSIP: 3132DWB93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4929008 | PA      | $4666349.18    | 0.01%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                                               | BAT INTL FINANCE PLC 4.448% 03/16/2028                                                                                           | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     8700000 | PA      | $8782265.90    | 0.02%             | 2028-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                                            | PUGET ENERGY INC 4.224% 03/15/2032                                                                                               | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     5488000 | PA      | $5363860.84    | 0.01%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.7% 02/16/2032                                                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    12020000 | PA      | $12054858.00   | 0.03%             | 2032-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 4% 04/01/2052                                                                                           | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       83000 | PA      | $65415.11      | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS CO                                                                                               | BOSTON GAS CO 3.757% 03/16/2032 144A                                                                                             | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      320000 | PA      | $307112.82     | 0.00%             | 2032-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 5.65% 03/16/2052                                                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1531212.39    | 0.00%             | 2052-03-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MTN COML MTG TR 2022-LPFL                                                                                   | MTN COML MTG TR 2022-LPFL TSFR1M+139.69 03/15/2039 144A                                                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99999.99      | 0.00%             | 2039-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 4.175%/VAR 03/24/2028                                                                                         | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     8000000 | PA      | $8002844.24    | 0.02%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 08/20/2051#MA7535                                                                                                     | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      755198 | PA      | $692821.51     | 0.00%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 03/20/2052#                                                                                                         | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    17290846 | PA      | $15264272.33   | 0.03%             | 2052-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                                                         | OWENS and MINOR INC 6.625% 04/01/2030 144A                                                                                       | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      134000 | PA      | $64472.53      | 0.00%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                                                  | VOLKSWAGEN INTL FINANCE NV 4.375%/VAR PERP REGS                                                                                  | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |      100000 | PA      | $116723.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS1074                                                                                                   | CUSIP: 3140XGFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2879480 | PA      | $2651484.85    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                                | ING GROEP NV 4.017%/VAR 03/28/2028                                                                                               | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      694000 | PA      | $694505.73     | 0.00%             | 2028-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 11/01/2031#ZS8629                                                                                                 | CUSIP: 3132A9SS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      402999 | PA      | $391984.51     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2052#MA4618                                                                                                   | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9202757 | PA      | $8970507.15    | 0.02%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                           | UNION ELECTRIC CO 3.9% 04/01/2052                                                                                                | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       38000 | PA      | $29561.51      | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2052#FS1015                                                                                                   | CUSIP: 3140XGDV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      442423 | PA      | $371753.35     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                                                                | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 SOFR30A+625 03/25/2042 144A                                                         | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      130000 | PA      | $137075.71     | 0.00%             | 2042-03-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                                                    | BAYER AG 5.375%/VAR 03/25/2082 REGS                                                                                              | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $243690.84     | 0.00%             | 2082-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 4.762%/VAR 03/29/2033                                                                                          | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $200286.41     | 0.00%             | 2033-03-29      | Variable      | 0.05%                 | 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        |      428000 | PA      | $425708.83     | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                               | LOWES COS INC 3.75% 04/01/2032                                                                                                   | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1904000 | PA      | $1844469.56    | 0.00%             | 2032-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2052#SD0923                                                                                                 | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      836796 | PA      | $736399.79     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                      | EXTRA SPACE STORAGE LP 3.9% 04/01/2029                                                                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      610000 | PA      | $606909.92     | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 4.2% 02/01/2033                                                                                                   | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     3990000 | PA      | $3874864.88    | 0.01%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 4.95% 04/15/2052                                                                                                  | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      610000 | PA      | $528645.18     | 0.00%             | 2052-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                                         | NOVOLEX TERM 1LN 04/13/2029                                                                                                      | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      100000 | PA      | $99102.00      | 0.00%             | 2029-04-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                              | HOME DEPOT INC 3.625% 04/15/2052                                                                                                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      400000 | PA      | $297449.52     | 0.00%             | 2052-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                                              | YUM BRANDS INC 5.375% 04/01/2032                                                                                                 | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101654.00     | 0.00%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.375% 03/31/2029                                                                                                      | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10054300 | PA      | $9753849.26    | 0.02%             | 2029-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS RESTORATION FUNDING II LLC                                                                    | ENTERGY TEXAS RESTORATION FUNDING II LLC 3.697% 12/15/2036                                                                       | CUSIP: 29366NAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $82289.18      | 0.00%             | 2036-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                   | INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032                                                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     4260000 | PA      | $4146241.64    | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                                         | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                                                        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1935000 | PA      | $1926470.52    | 0.00%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                                                     | IMCD NV 2.125% 03/31/2027 REGS                                                                                                   | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |     4400000 | PA      | $5174382.29    | 0.01%             | 2027-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                                    | COOPERATIEVE RABOBANK UA 3.649%/VAR 04/06/2028 144A                                                                              | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      665000 | PA      | $663020.05     | 0.00%             | 2028-04-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-SOAR                                                                      | BX TRUST 2022-IND A TSFR1M+139.8 04/15/2024 144A                                                                                 | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3220918 | PA      | $3220917.82    | 0.01%             | 2037-04-15      | 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        |     2788100 | PA      | $2788971.31    | 0.01%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-IND                                                                                           | BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A                                                                                   | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      629300 | PA      | $630084.75     | 0.00%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-IND                                                                                           | BX TRUST 2022-IND TSFR1M+274.6 04/15/2024 144A                                                                                   | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      526399 | PA      | $527386.14     | 0.00%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                                                 | WORKDAY INC 3.7% 04/01/2029                                                                                                      | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1091998.16    | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/52#SD7552                                                                                                      | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7282798 | PA      | $6422686.14    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                                                 | WORKDAY INC 3.5% 04/01/2027                                                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      405000 | PA      | $402806.78     | 0.00%             | 2027-04-01      | 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        |     2835000 | PA      | $2690947.50    | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4% 04/15/2029 144A                                                                                                  | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2785000 | PA      | $2793284.71    | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                                                 | EQUINIX INC 3.9% 04/15/2032                                                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     1022000 | PA      | $989804.23     | 0.00%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                                                       | WASHINGTON UNIVERSITY 4.349% 04/15/2122                                                                                          | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $1833661.21    | 0.00%             | 2122-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                                                       | WASHINGTON UNIVERSITY 3.524% 04/15/2054                                                                                          | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     2930000 | PA      | $2212785.52    | 0.00%             | 2054-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGIONAL MGMT ISSUANCE TR 2022-1                                                                            | REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1 3.07% 03/15/2032 144A                                                                  | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         316 | PA      | $316.21        | 0.00%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR 2022-1                                                                       | GLS AUTO RECEIVABLES ISSUER TR 2022-1 3.97% 01/18/2028 144A                                                                      | CUSIP: 36263XAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1795270 | PA      | $1794567.82    | 0.00%             | 2028-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 4.3% 04/06/2029                                                                                         | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      148000 | PA      | $148647.02     | 0.00%             | 2029-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 04/20/2052#                                                                                                           | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4527914 | PA      | $4403627.12    | 0.01%             | 2052-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2052#                                                                                                       | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10000060 | PA      | $9445297.56    | 0.02%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                                                  | HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A                                                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455000 | PA      | $458431.61     | 0.00%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                                                  | HILCORP ENERGY I LP/FIN CO 6% 04/15/2030 144A                                                                                    | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      965000 | PA      | $950468.35     | 0.00%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                                                  | HILCORP ENERGY I LP/FIN CO 6.25% 04/15/2032 144A                                                                                 | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2019184.78    | 0.00%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+525 03/25/2042 144A                                                                           | CUSIP: 20753YAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      240000 | PA      | $250133.76     | 0.00%             | 2042-03-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                                                | ENTEGRIS INC 4.75% 04/15/2029 144A                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100083.10     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR3 TR 6.6% 04/17/2039 144A                                                                           | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2169037 | PA      | $2176006.12    | 0.00%             | 2039-04-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                                                | FMG RES AUGUST 2006 PTY LTD 6.125% 04/15/2032 144A                                                                               | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $157120.79     | 0.00%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 8% 04/15/2027 144A                                                                               | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1282850.18    | 0.00%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX INTL ARPT                                                                              | DFW ARPT 4.087% 11/1/2051                                                                                                        | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1010000 | PA      | $863712.71     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2022-P1                                                                      | CARVANA AUTO RECEIVABLES TRUST 2022-P1 3.52% 02/10/2028                                                                          | CUSIP: 14688DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1272319 | PA      | $1270481.50    | 0.00%             | 2028-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS0977                                                                                                   | CUSIP: 3140XGCP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    19133722 | PA      | $17558932.38   | 0.04%             | 2052-03-01      | Fixed         | 0.03%                 | 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        |      335000 | PA      | $451322.82     | 0.00%             | 2026-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3.25% 11/25/2061                                                               | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750690 | PA      | $668503.86     | 0.00%             | 2061-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                        | KEURIG DR PEPPER INC 3.95% 04/15/2029                                                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99438.14      | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                                                                               | TAKE-TWO INTERACTV SOFTWR INC 3.7% 04/14/2027                                                                                    | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179518.51     | 0.00%             | 2027-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 10/01/2041#RB5131                                                                                                   | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34324 | PA      | $30616.46      | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | 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        |       33569 | PA      | $29943.11      | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | 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        |       32931 | PA      | $29466.34      | 0.00%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 05/01/2052#                                                                                                         | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3015667 | PA      | $2935649.30    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 20 TIMES SQUARE TRUST 2018-20TS                                                                             | 20 TIMES SQUARE TR 2018 CSTR 05/15/2035 144A                                                                                     | CUSIP: 90137LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3016196 | PA      | $2714576.40    | 0.01%             | 2035-05-15      | Variable      | 0.03%                 | 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        |      547483 | PA      | $473102.76     | 0.00%             | 2041-03-01      | Fixed         | 0.01%                 | 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        |     1231957 | PA      | $1063073.99    | 0.00%             | 2041-04-01      | Fixed         | 0.01%                 | 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        |      313511 | PA      | $271512.17     | 0.00%             | 2040-12-01      | Fixed         | 0.01%                 | 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        |     1840157 | PA      | $1591281.82    | 0.00%             | 2041-02-01      | Fixed         | 0.01%                 | 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        |      512256 | PA      | $443963.61     | 0.00%             | 2040-11-01      | Fixed         | 0.01%                 | 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        |      838959 | PA      | $726072.98     | 0.00%             | 2041-01-01      | Fixed         | 0.01%                 | 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        |      535021 | PA      | $462695.53     | 0.00%             | 2041-02-01      | Fixed         | 0.01%                 | 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        |      547123 | PA      | $472861.50     | 0.00%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 4.08%/VAR 04/19/2028                                                                                  | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $200353.00     | 0.00%             | 2028-04-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 7.3% 04/20/2052                                                                                         | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      500000 | PA      | $504750.00     | 0.00%             | 2052-04-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 5.875% 04/20/2032                                                                                       | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      690000 | PA      | $712856.25     | 0.00%             | 2032-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                              | AMAZON.COM INC 3.95% 04/13/2052                                                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1279000 | PA      | $1011265.66    | 0.00%             | 2052-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 02/01/2051#MA4254                                                                                                 | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    24855434 | PA      | $19752983.82   | 0.04%             | 2051-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#BU8883                                                                                                   | CUSIP: 3140MA2R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1149188 | PA      | $1041317.67    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                              | AMAZON.COM INC 3.45% 04/13/2029                                                                                                  | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      115000 | PA      | $114130.57     | 0.00%             | 2029-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MN                                                                                               | UNIV MINNESOTA 4.048% 4/1/2052                                                                                                   | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1060000 | PA      | $902886.48     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#FM6863                                                                                                   | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27982 | PA      | $23643.21      | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 05/01/2051#SD0702                                                                                                 | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      434712 | PA      | $387175.64     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#                                                                                                         | CUSIP: 3140XDKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38808 | PA      | $35662.76      | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#                                                                                                         | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57832 | PA      | $48811.15      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 04/01/2052#QE1130                                                                                                   | CUSIP: 3133BAHF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      731813 | PA      | $711937.34     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | 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        |      652000 | PA      | $658836.82     | 0.00%             | 2033-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2050#CA7597                                                                                                 | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      400600 | PA      | $356293.21     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2051#BQ6913                                                                                                   | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14166226 | PA      | $11828154.02   | 0.03%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 04/20/2052#                                                                                                           | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5246190 | PA      | $4447227.94    | 0.01%             | 2052-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 04/20/2052#MA7988                                                                                                     | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12525095 | PA      | $11492521.02   | 0.03%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 04/20/2052#                                                                                                         | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    21889034 | PA      | $19323530.03   | 0.04%             | 2052-04-20      | Fixed         | 0.03%                 | 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        |     5671000 | PA      | $5727374.67    | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | 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        |     7365000 | PA      | $7486661.48    | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | 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        |     5918000 | PA      | $6002818.85    | 0.01%             | 2032-05-15      | Fixed         | 0.05%                 | 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        |     2415057 | PA      | $2293154.57    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | 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        |     1286042 | PA      | $1222333.61    | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2052#                                                                                                       | CUSIP: 3140XFEM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16055628 | PA      | $14119289.18   | 0.03%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT K141 A2 2.25% 02/25/2032                                                                          | CUSIP: 3137H6ZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9000000 | PA      | $8223899.40    | 0.02%             | 2032-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                         | FIFTH THIRD BANCORP 4.337%/VAR 04/25/2033                                                                                        | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     2272000 | PA      | $2244872.39    | 0.00%             | 2033-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.571%/VAR 04/27/2033                                                                                | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1359000 | PA      | $1364529.31    | 0.00%             | 2033-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028                                                                                | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1302000 | PA      | $1307956.91    | 0.00%             | 2028-04-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST TSFR1M+77.15 04/15/2037 144A                                      | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4649411 | PA      | $4608728.67    | 0.01%             | 2037-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.875% 04/30/2029                                                                                                      | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4072000 | PA      | $4007420.60    | 0.01%             | 2029-04-30      | Fixed         | 0.03%                 | 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        |     8274792 | PA      | $8127634.37    | 0.02%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 12/01/2041#MA4501                                                                                                   | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      269495 | PA      | $240203.32     | 0.00%             | 2041-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                        | LOCKHEED MARTIN CORP 4.15% 06/15/2053                                                                                            | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      290000 | PA      | $237109.08     | 0.00%             | 2053-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2050#                                                                                                         | CUSIP: 3140XFTW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2898104 | PA      | $2665010.88    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2050#                                                                                                       | CUSIP: 3140QFB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      351921 | PA      | $311238.56     | 0.00%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2050#RA3913                                                                                                 | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      220108 | PA      | $194662.93     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 3.3% 05/03/2027                                                                                              | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99519.53      | 0.00%             | 2027-05-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                                       | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                                                         | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      530000 | PA      | $541641.61     | 0.00%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                                                 | GOODYEAR TIRE and RUBBER CO 5.25% 07/15/2031                                                                                     | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      127000 | PA      | $121171.18     | 0.00%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                                                 | GOODYEAR TIRE and RUBBER CO 5% 07/15/2029                                                                                        | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      380000 | PA      | $372458.03     | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                                                        | CHENIERE CORPUS CHRISTI HOLDINGS LLC 2.742% 12/31/2039                                                                           | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     1499000 | PA      | $1303673.60    | 0.00%             | 2039-12-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2052#MA4600                                                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11419713 | PA      | $10786194.52   | 0.02%             | 2052-05-01      | 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        |     1479569 | PA      | $1408123.21    | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/2052#FS1782                                                                                                   | CUSIP: 3140XG6U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      638144 | PA      | $587217.32     | 0.00%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIV CA REGTS MED CTR POOLED REV                                                                            | UNIV CA MED CTR 4.563% 5/15/2053                                                                                                 | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      875000 | PA      | $789939.41     | 0.00%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 4.05% 05/03/2029                                                                                             | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      163000 | PA      | $164397.31     | 0.00%             | 2029-05-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                                                       | VICI PROPERTIES LP / VICI NOTE CO INC 4.5% 01/15/2028 144A                                                                       | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94000 | PA      | $94354.56      | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                                                       | VICI PROPERTIES LP / VICI NOTE CO INC 3.875% 02/15/2029 144A                                                                     | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2490000 | PA      | $2454446.83    | 0.01%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 2.355% 03/15/2032                                                                                     | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1393066.15    | 0.00%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 04/20/2052#MA7989                                                                                                   | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1978664 | PA      | $1875599.32    | 0.00%             | 2052-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#FM9538                                                                                                   | CUSIP: 3140XDS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40074 | PA      | $33823.03      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                                          | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A                                                                | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12656000 | PA      | $12228860.00   | 0.03%             | 2039-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                                          | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+179.391 05/15/2039 144A                                                                | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6596000 | PA      | $6201113.31    | 0.01%             | 2039-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                                          | LIFE FINANCIAL SERVICES TRUST 2022-BMR2 C TSFR1M+209.31 05/15/2039 144A                                                          | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3893000 | PA      | $3544684.34    | 0.01%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                                          | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+254.191 05/15/2039 144A                                                                | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3460000 | PA      | $2927246.85    | 0.01%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                                               | NORTHERN STATES POWER CO (MN) 4.5% 06/01/2052                                                                                    | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       78000 | PA      | $67269.42      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#CB3101                                                                                                   | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61175 | PA      | $51594.55      | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#CB3105                                                                                                   | CUSIP: 3140QNNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41985 | PA      | $35422.71      | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.751%/VAR 05/12/2028 144A                                                                                          | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      937000 | PA      | $944533.49     | 0.00%             | 2028-05-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2047#RA7212                                                                                                 | CUSIP: 3133KPAM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      926420 | PA      | $880816.47     | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2047#RA7313                                                                                                 | CUSIP: 3133KPDS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      634493 | PA      | $602863.23     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.4% 03/25/2032                                                                                   | CUSIP: 3137H73Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      643616 | PA      | $589424.24     | 0.00%             | 2032-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                                                  | PG and E WILDFIRE RECOVERY 4.263% 06/01/2038                                                                                     | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       31000 | PA      | $30739.93      | 0.00%             | 2038-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.875% 05/15/2032                                                                                                      | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4230000 | PA      | $4045928.93    | 0.01%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                                                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   154200000 | PA      | $112047983.60  | 0.25%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARRACUDA NETWORKS INC                                                                                      | BARRACUDA TERM 1LN 8/15/2029                                                                                                     | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |      110868 | PA      | $73172.59      | 0.00%             | 2029-08-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2052#MA4644                                                                                                   | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22426170 | PA      | $21840671.97   | 0.05%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS INC                                                                                          | CONOCOPHILLIPS INC 4.875% 10/01/2047                                                                                             | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |      164000 | PA      | $150172.92     | 0.00%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2052#FS1587                                                                                                   | CUSIP: 3140XGXR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1500586 | PA      | $1378019.31    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#BU6885                                                                                                 | CUSIP: 3140M8UK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1988170 | PA      | $1741558.57    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2052#MA4684                                                                                                 | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13434168 | PA      | $13351067.87   | 0.03%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 06/01/2052#SD8220                                                                                                   | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1853391 | PA      | $1679418.67    | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                     | PIEDMONT NATURAL GAS CO 5.05% 05/15/2052                                                                                         | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |       45000 | PA      | $41195.99      | 0.00%             | 2052-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2051#RA5746                                                                                                 | CUSIP: 3133KML37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3709049 | PA      | $3533422.18    | 0.01%             | 2051-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2051#RA6010                                                                                                 | CUSIP: 3133KMVB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2692033 | PA      | $2562880.03    | 0.01%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2036#MA4361                                                                                                 | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      678081 | PA      | $647521.62     | 0.00%             | 2036-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                               | INTERCONTINENTAL EXCHANGE INC 4.6% 03/15/2033                                                                                    | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101241.51     | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                               | INTERCONTINENTAL EXCHANGE INC 4.35% 06/15/2029                                                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101229.58     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                               | INTERCONTINENTAL EXCHANGE INC 4% 09/15/2027                                                                                      | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      121000 | PA      | $121348.89     | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                                                    | WILLIS NORTH AMERICA INC 4.65% 06/15/2027                                                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100656.25     | 0.00%             | 2027-06-15      | Fixed         | 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        |   140720000 | PA      | $120975225.00  | 0.27%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS and CMNTY DEV AUTH SYS RESTORATION                                    | LOUISIANA LOCAL 4.145% 2/1/2033                                                                                                  | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |      720000 | PA      | $725319.29     | 0.00%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                              | VAR ENERGI ASA 5% 05/18/2027 144A                                                                                                | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     5410000 | PA      | $5459766.27    | 0.01%             | 2027-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE CSTR 01/25/2032                                                                                                       | CUSIP: 3136BMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8613235 | PA      | $7759680.39    | 0.02%             | 2032-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SUEZ SACA                                                                                                   | SUEZ SACA 2.875% 05/24/2034 REGS                                                                                                 | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1673296.82    | 0.00%             | 2034-05-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2052#MA4580                                                                                                 | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1542877 | PA      | $1457284.36    | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                                     | KEYCORP 4.789%/VAR 06/01/2033                                                                                                    | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      500000 | PA      | $502526.17     | 0.00%             | 2033-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R 1.25% 01/16/2061                                                                                  | CUSIP: 38380RVK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2861909 | PA      | $2120636.93    | 0.00%             | 2061-01-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R 1.4% 06/16/2063                                                                                   | CUSIP: 38380RTP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2634496 | PA      | $2035749.59    | 0.00%             | 2063-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R 1.5% 06/16/2063                                                                                   | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3868794 | PA      | $2922109.17    | 0.01%             | 2063-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                                             | NXP B V/NXP FDG LLC/NXP USA INC 2.5% 05/11/2031                                                                                  | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      100000 | PA      | $91589.11      | 0.00%             | 2031-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.658%/VAR 05/24/2028                                                                                              | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100733.19     | 0.00%             | 2028-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 05/20/2052#MA8043                                                                                                     | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    23994716 | PA      | $22016582.14   | 0.05%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 05/20/2052#MA8046                                                                                                   | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8695760 | PA      | $8673421.76    | 0.02%             | 2052-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                                      | MOTOROLA SOLUTIONS INC 5.6% 06/01/2032                                                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      128000 | PA      | $135939.53     | 0.00%             | 2032-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 4.7% 06/01/2027                                                                                    | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      486000 | PA      | $489583.72     | 0.00%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.75% 05/31/2029                                                                                                       | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    86150000 | PA      | $84400078.13   | 0.19%             | 2029-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FED HOME LOAN MTG CORP - GOLD 3.5% 09/15/2042                                                                                    | CUSIP: 3128HX7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       10216 | PA      | $9808.71       | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.45% 06/01/2052                                                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91705.32      | 0.00%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 04/01/2052#QE0312                                                                                                   | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9623410 | PA      | $8020073.20    | 0.02%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2052#CB3627                                                                                                   | CUSIP: 3140QPA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150311 | PA      | $146792.35     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE CO                                                                              | SOUTHWESTERN PUBLIC SERVICE CO 5.15% 06/01/2052                                                                                  | CUSIP: 845743BW2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2547700.56    | 0.01%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KSW4 MTG TR                                                                                      | FREMF 2018-KSW4 MORTGAGE TRUST 2.902% 10/25/2028                                                                                 | CUSIP: 302960AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3949698 | PA      | $3931590.51    | 0.01%             | 2028-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2052#FS1836                                                                                                 | CUSIP: 3140XHBE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5519223 | PA      | $4857043.76    | 0.01%             | 2052-05-01      | Fixed         | 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        |      465000 | PA      | $470933.40     | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 4.45% 01/15/2053                                                                                  | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $85560.30      | 0.00%             | 2053-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                                         | KINETIK HOLDINGS LP 5.875% 06/15/2030 144A                                                                                       | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1294412.80    | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 4.456% 06/08/2032                                                                                          | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      305000 | PA      | $307847.47     | 0.00%             | 2032-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 4.108% 06/08/2027                                                                                          | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      142000 | PA      | $142525.44     | 0.00%             | 2027-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                                                          | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      848000 | PA      | $864920.14     | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.58% 05/25/2032                                                                                  | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      546050 | PA      | $505641.37     | 0.00%             | 2032-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 4.123%/VAR 06/06/2028                                                                                      | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100222.58     | 0.00%             | 2028-06-06      | Variable      | 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        |     2958000 | PA      | $2993972.39    | 0.01%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                                                       | JACKSON FINANCIAL INC 5.67% 06/08/2032                                                                                           | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     3183000 | PA      | $3255047.01    | 0.01%             | 2032-06-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                                                        | PARKER-HANNIFIN CORP 4.25% 09/15/2027                                                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100629.09     | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC                                         | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                                           | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $314123.78     | 0.00%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2052#MA4626                                                                                                   | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21908765 | PA      | $21328808.97   | 0.05%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                                | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                                              | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      270000 | PA      | $270005.19     | 0.00%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 2.987% 11/01/2063                                                                                                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       34000 | PA      | $18946.22      | 0.00%             | 2063-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 2.937% 11/01/2056                                                                                                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2185000 | PA      | $1274229.84    | 0.00%             | 2056-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 2.887% 11/01/2051                                                                                                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1104000 | PA      | $666417.28     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 12/01/2035#QN4696                                                                                                   | CUSIP: 3133GBGD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      218006 | PA      | $203798.74     | 0.00%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 07/01/2035#QN2877                                                                                                   | CUSIP: 3133G9FS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2017114 | PA      | $1887549.38    | 0.00%             | 2035-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                                        | DUKE ENERGY CORP NEW 3.85% 06/15/2034                                                                                            | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      430000 | PA      | $514741.28     | 0.00%             | 2034-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 04/01/2037#QO0016                                                                                                   | CUSIP: 3133WJAR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      249538 | PA      | $242281.88     | 0.00%             | 2037-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2051#QC9944                                                                                                 | CUSIP: 3133AVBM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      402644 | PA      | $349050.96     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 05/01/2052#SD8213                                                                                                   | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2679263 | PA      | $2427768.83    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2052#MA4654                                                                                                 | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11710305 | PA      | $11060665.59   | 0.02%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                                                     | CGI INC 1.45% 09/14/2026                                                                                                         | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |      109000 | PA      | $107499.93     | 0.00%             | 2026-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2052#MA4656                                                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3594823 | PA      | $3572586.29    | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2052#MA4709                                                                                                   | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14529908 | PA      | $14714687.40   | 0.03%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2052#MA4686                                                                                                   | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8441392 | PA      | $8564570.88    | 0.02%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                                                | ENTEGRIS INC 5.95% 06/15/2030 144A                                                                                               | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      838000 | PA      | $854537.93     | 0.00%             | 2030-06-15      | Fixed         | 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        |     9000000 | NC      | $-33827.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 06/20/2052#MA8099                                                                                                   | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1089724 | PA      | $1032962.40    | 0.00%             | 2052-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 06/20/2052#MA8097                                                                                                   | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2225659 | PA      | $1965495.78    | 0.00%             | 2052-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                                                    | KLA CORP 4.65% 07/15/2032                                                                                                        | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      130000 | PA      | $133321.66     | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2043#MA1462                                                                                                 | CUSIP: 31418ATU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14563 | PA      | $14031.65      | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 8.875%/VAR PERP REGS                                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EP               | CORP              | GB        |      300000 | PA      | $425945.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 3.4% 10/15/2052                                                                                                 | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      520000 | PA      | $354631.31     | 0.00%             | 2052-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.25% 06/30/2029                                                                                                       | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3150100 | PA      | $3133611.18    | 0.01%             | 2029-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2051#CB1157                                                                                                 | CUSIP: 3140QLJB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3391223 | PA      | $3231705.54    | 0.01%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2049#                                                                                                         | CUSIP: 3132DNK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5920024 | PA      | $5823993.22    | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2052#FS1598                                                                                                   | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14499019 | PA      | $12083366.04   | 0.03%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL1 TR                                                                                           | CSMC 2022-RPL1 TR VAR 04/25/2061 144A                                                                                            | CUSIP: 12661QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5580327 | PA      | $5385534.73    | 0.01%             | 2061-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.92% 06/25/2032                                                                                  | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      394946 | PA      | $372698.38     | 0.00%             | 2032-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.92% 07/25/2032                                                                                  | CUSIP: 3137H7ZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      380318 | PA      | $357364.48     | 0.00%             | 2032-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                                 | CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032                                                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     3580000 | PA      | $3337804.80    | 0.01%             | 2032-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 06/20/2052#MA8100                                                                                                     | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7404289 | PA      | $7187165.55    | 0.02%             | 2052-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2052#MA8151                                                                                                   | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2713876 | PA      | $2706903.95    | 0.01%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR3 TR 4.45% 04/17/2039 144A                                                                          | CUSIP: 74331UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4705000 | PA      | $4674082.03    | 0.01%             | 2039-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2052#CB2886                                                                                                   | CUSIP: 3140QNF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2372290 | PA      | $2168885.03    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC VAR 07/15/2032                                                                                             | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      400000 | PA      | $421686.80     | 0.00%             | 2032-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                                 | METLIFE INC 5% 07/15/2052                                                                                                        | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      270000 | PA      | $243641.53     | 0.00%             | 2052-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2052#                                                                                                         | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42925 | PA      | $43873.20      | 0.00%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 4.75% 07/19/2027 144A                                                                                                    | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $252922.33     | 0.00%             | 2027-07-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2021-SFR3 TR 3.436% 05/17/2026 144A                                                                         | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1493117.85    | 0.00%             | 2026-05-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#SD8237                                                                                                   | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5535356 | PA      | $5388481.77    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2052#MA4701                                                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3424406 | PA      | $3397659.43    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 08/01/2052#SD8238                                                                                                 | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10493850 | PA      | $10419100.04   | 0.02%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 07/01/2052#SD1300                                                                                                   | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       74573 | PA      | $76220.38      | 0.00%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                                                  | PG and E WILDFIRE RECOVERY 5.212% 12/01/2049                                                                                     | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       23000 | PA      | $22853.45      | 0.00%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                                                  | PG and E WILDFIRE RECOVERY 5.099% 06/01/2054                                                                                     | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $81418.94      | 0.00%             | 2054-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                                              | TD SYNNEX CORP 1.75% 08/09/2026                                                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     6930000 | PA      | $6854875.20    | 0.02%             | 2026-08-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                                                 | SUNOCO LP / SUNOCO FIN CORP 4.5% 04/30/2030                                                                                      | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $122340.84     | 0.00%             | 2030-04-30      | Fixed         | 0.04%                 | 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        |      534000 | PA      | $544569.30     | 0.00%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.851%/VAR 07/25/2028                                                                                      | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1011586.04    | 0.00%             | 2028-07-25      | Variable      | 0.05%                 | 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        |    14382817 | PA      | $12612264.52   | 0.03%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 4.548%/VAR 07/22/2028                                                                                             | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201714.09     | 0.00%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 4.967%/VAR 07/22/2033                                                                                             | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      127000 | PA      | $129315.06     | 0.00%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/52#FS2458                                                                                                        | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53996 | PA      | $55256.89      | 0.00%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 07/20/2052#MA8149                                                                                                   | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9108747 | PA      | $8639984.86    | 0.02%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 07/20/2052#MA8148                                                                                                     | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8274697 | PA      | $7595113.71    | 0.02%             | 2052-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.75% 07/31/2027                                                                                                       | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    49915000 | PA      | $49435347.80   | 0.11%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2052#CB4306                                                                                                   | CUSIP: 3140QPYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6296626 | PA      | $6435732.11    | 0.01%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                                               | HEALTHCARE REALTY HOLDINGS LP 3.625% 01/15/2028                                                                                  | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1692000 | PA      | $1678098.14    | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FIN CORP 5.247%/VAR 07/26/2030                                                                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6880000 | PA      | $7109348.38    | 0.02%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                                       | KINDER MORGAN INC DEL 5.45% 08/01/2052                                                                                           | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94884.37      | 0.00%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | ROYAL BANK OF CANADA 4.24% 08/03/2027                                                                                            | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      414000 | PA      | $416596.45     | 0.00%             | 2027-08-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                                                 | AVIENT CORP 7.125% 08/01/2030 144A                                                                                               | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      342000 | PA      | $352420.74     | 0.00%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 02/01/2036#FS1999                                                                                                 | CUSIP: 3140XHGH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3630599 | PA      | $3482863.54    | 0.01%             | 2036-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 3.95% 08/08/2052                                                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      115000 | PA      | $92646.14      | 0.00%             | 2052-08-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.501%/VAR 08/09/2028                                                                                               | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      445000 | PA      | $453702.16     | 0.00%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 3.75% 08/05/2027                                                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      280000 | PA      | $279090.83     | 0.00%             | 2027-08-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 4.9% 08/05/2052                                                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      215000 | PA      | $181432.42     | 0.00%             | 2052-08-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 08/15/2052                                                                                        | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      994000 | PA      | $740452.35     | 0.00%             | 2052-08-15      | Fixed         | 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        |    58398000 | PA      | $55279637.90   | 0.12%             | 2032-08-15      | 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        |      720000 | NC      | $-2706.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 4.65% 08/15/2032                                                                                                | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7545000 | PA      | $7637346.65    | 0.02%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.3% 08/15/2052                                                                                                 | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1511000 | PA      | $1411773.94    | 0.00%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                                  | PROGRESS RESIDENTIAL TRUST 21-SFR11 E1 3.378% 01/17/2039 144A                                                                    | CUSIP: 74333XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3842544.00    | 0.01%             | 2039-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028                                                                                           | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      358000 | PA      | $363633.39     | 0.00%             | 2028-08-11      | Variable      | 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        |      104000 | PA      | $105881.06     | 0.00%             | 2032-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                         | GLOBAL PAYMENTS INC 5.95% 08/15/2052                                                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15244.99      | 0.00%             | 2052-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/01/2052#SD8244                                                                                                   | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      924648 | PA      | $899824.77     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 08/01/2052#SD8239                                                                                                   | CUSIP: 3132DWEL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2111637 | PA      | $2138491.38    | 0.00%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 09/01/2052#SD8246                                                                                                   | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7320091 | PA      | $7399548.46    | 0.02%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 08/20/2052#MA8200                                                                                                     | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6599787 | PA      | $6400067.80    | 0.01%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                                                         | KIMCO REALTY OP LLC 4.6% 02/01/2033                                                                                              | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     3535000 | PA      | $3573117.13    | 0.01%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2052#SD1215                                                                                                   | CUSIP: 3132DNK44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1328650 | PA      | $1224694.06    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                                 | ASURION TERM B10 1LN 08/19/2028                                                                                                  | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      311640 | PA      | $311250.76     | 0.00%             | 2028-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.375% 08/15/2042                                                                                    | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      610000 | PA      | $531510.15     | 0.00%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 06/01/2037#CB3715                                                                                                 | CUSIP: 3140QPDV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      260629 | PA      | $256276.63     | 0.00%             | 2037-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 06/01/2052#SD8232                                                                                                   | CUSIP: 3132DWED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2522639 | PA      | $2559449.92    | 0.01%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2052#MA4761                                                                                                   | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39200 | PA      | $39673.72      | 0.00%             | 2052-09-01      | 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        |     6000000 | NC      | $-22551.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 4.875% 03/01/2053                                                                                                      | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1724000 | PA      | $1540776.81    | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 4.05% 08/18/2029                                                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      259000 | PA      | $260346.03     | 0.00%             | 2029-08-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 6.5% 09/01/2030 144A                                                                                                   | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5241000 | PA      | $5657340.11    | 0.01%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 08/20/2052#MA8199                                                                                                   | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5299934 | PA      | $5023871.35    | 0.01%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2022-C17                                                                                       | BBCMS MTG TR 2022-C17 4.441% 09/15/2055                                                                                          | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18000 | PA      | $18067.97      | 0.00%             | 2055-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                                          | METROPOLITAN LIFE GLOBAL FUNDING I 4.3% 08/25/2029 144A                                                                          | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2016905.24    | 0.00%             | 2029-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.125% 08/31/2029                                                                                                      | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26356600 | PA      | $26090975.02   | 0.06%             | 2029-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2052#MA4738                                                                                                 | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1727730 | PA      | $1770143.81    | 0.00%             | 2052-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2022-ONL                                                                            | WELLS FARGO COML MTG TR 2022-ONL 3.862% 12/15/2039 144A                                                                          | CUSIP: 95003WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $868623.93     | 0.00%             | 2039-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLT XCV LLC                                                                                                | VOLT XCV LLC STEP 03/27/2051 144A                                                                                                | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       11590 | PA      | $11593.93      | 0.00%             | 2051-03-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                                               | AMEREN ILL CO 3.85% 09/01/2032                                                                                                   | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      125000 | PA      | $121809.35     | 0.00%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2052#MA4733                                                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6203677 | PA      | $6159486.60    | 0.01%             | 2052-09-01      | 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        |     2140000 | NC      | $-8043.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 5.15% 09/09/2052                                                                                                  | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      589000 | PA      | $555219.38     | 0.00%             | 2052-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2052#CB4128                                                                                                 | CUSIP: 3140QPSS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4120337 | PA      | $4102575.00    | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                             | GEN DIGITAL INC 6.75% 09/30/2027 144A                                                                                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100761.10     | 0.00%             | 2027-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                                                | HUDSON PACIFIC PROPERTIES LP 5.95% 02/15/2028                                                                                    | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      400000 | PA      | $384300.56     | 0.00%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                              | ITC HLDGS CORP 4.95% 09/22/2027 144A                                                                                             | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      456000 | PA      | $461700.45     | 0.00%             | 2027-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                           | NEWELL BRANDS INC 6.625% 09/15/2029                                                                                              | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      331000 | PA      | $336157.97     | 0.00%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVE SECS TR 2019-R07                                                                            | CONNECTICUT AVE SECS TR 2019-R07 1B1 SOFR30A+351.448 10/25/2039 144A                                                             | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2693129 | PA      | $2731894.24    | 0.01%             | 2039-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMSR 2022-SFR3 TRUST                                                                                        | AMSR 2022-SFR3 D TRUST 4% 10/17/2039 144A                                                                                        | CUSIP: 66981YAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2115000 | PA      | $2085222.70    | 0.00%             | 2039-10-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2052#RA7659                                                                                                 | CUSIP: 3133KPQL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10739605 | PA      | $10137103.86   | 0.02%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#SD8256                                                                                                   | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9797791 | PA      | $9531693.48    | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/01/2052#SD8257                                                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10969512 | PA      | $10891373.82   | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2052#SD8243                                                                                                 | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2792202 | PA      | $2635556.56    | 0.01%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 6.8% 06/01/2038                                                                                                | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      129000 | PA      | $145029.57     | 0.00%             | 2038-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                                             | NORDEA BANK ABP 5.375% 09/22/2027 144A                                                                                           | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $409404.53     | 0.00%             | 2027-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 01/01/2037#FS2747                                                                                                 | CUSIP: 3140XJBR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3525282 | PA      | $3219226.56    | 0.01%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/20/2051#MA7651                                                                                                   | CUSIP: 36179WQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3932191 | PA      | $3736894.71    | 0.01%             | 2051-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                                    | TOYOTA MOTOR CREDIT CORP 4.55% 09/20/2027                                                                                        | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101259.06     | 0.00%             | 2027-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                                    | CLOUD SOFTWARE GROUP INC 6.5% 03/31/2029 144A                                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      270000 | PA      | $264782.79     | 0.00%             | 2029-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 09/20/2052#MA8268                                                                                                   | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      769558 | PA      | $767580.85     | 0.00%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 09/20/2052#MA8269                                                                                                     | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3098253 | PA      | $3134377.05    | 0.01%             | 2052-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 08/20/2052#MA8201                                                                                                   | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    15898459 | PA      | $15857617.69   | 0.04%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 5.7% 04/01/2028                                                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1687000 | PA      | $1744236.74    | 0.00%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 09/20/2052#MA8266                                                                                                   | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9035255 | PA      | $8564627.60    | 0.02%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                                                       | JACKSON FINANCIAL INC 3.125% 11/23/2031                                                                                          | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |      750000 | PA      | $683175.38     | 0.00%             | 2031-11-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                           | ATMOS ENERGY CORP 5.75% 10/15/2052                                                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       77000 | PA      | $79048.12      | 0.00%             | 2052-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 12/20/2051#MA7769                                                                                                   | CUSIP: 36179WT24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12356146 | PA      | $11742465.76   | 0.03%             | 2051-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY 5.7% 10/15/2032                                                                                                 | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1287683.04    | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                                 | PROLOGIS LP 1.75% 07/01/2030                                                                                                     | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      143000 | PA      | $130013.56     | 0.00%             | 2030-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                                 | PROLOGIS LP 1.75% 02/01/2031                                                                                                     | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      181000 | PA      | $161994.76     | 0.00%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV 7.5% 10/14/2032 144A                                                                                        | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      217000 | PA      | $251202.72     | 0.00%             | 2032-10-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2052#MA4785                                                                                                   | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2021742 | PA      | $2046189.11    | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2052#SD8267                                                                                                   | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2827736 | PA      | $2861046.34    | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 11/01/2052#SD8266                                                                                                 | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2116323 | PA      | $2101248.34    | 0.00%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TR 2022-LBA6                                                                                             | BX TR 2022-LBA6 TSFR1M+ 01/15/2039 144A                                                                                          | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6750000 | PA      | $6753686.85    | 0.02%             | 2039-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2051#CA8955                                                                                                 | CUSIP: 3140QG5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13854 | PA      | $12165.96      | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 03/20/2052#MA7938                                                                                                   | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10368107 | PA      | $9831293.98    | 0.02%             | 2052-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                                     | STACR 22-DNA3 M1B SOFR30A+290 04/25/2042 144A                                                                                    | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    12945000 | PA      | $13235581.59   | 0.03%             | 2042-04-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2021-6                                                                                     | ANGEL OAK MTG TR 2021-6 1.458% 09/25/2066 144A                                                                                   | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2655159 | PA      | $2295004.88    | 0.01%             | 2066-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS0957                                                                                                   | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      671072 | PA      | $608500.32     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.39% 03/01/2032#BS4654                                                                                                | CUSIP: 3140LFE42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      218910 | PA      | $202247.51     | 0.00%             | 2032-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 09/01/2052#SD8260                                                                                                 | CUSIP: 3132DWE90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1315700 | PA      | $1346765.57    | 0.00%             | 2052-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 6.296%/VAR 10/18/2028                                                                                             | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      152000 | PA      | $157459.32     | 0.00%             | 2028-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 6.25% 03/15/2033                                                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $4265326.61    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 5.802%/VAR 10/25/2028                                                                                  | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103090.22     | 0.00%             | 2028-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 10/20/2052#MA8347                                                                                                   | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11170771 | PA      | $11135092.46   | 0.02%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 10/20/2052#MA8346                                                                                                     | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16449763 | PA      | $15951968.86   | 0.04%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 08/20/2052#MA8202                                                                                                     | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2596956 | PA      | $2628857.96    | 0.01%             | 2052-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2047#FS1789                                                                                                 | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2725426 | PA      | $2638602.59    | 0.01%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                                                       | HALEON US CAPITAL LLC 3.375% 03/24/2027                                                                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248790.18     | 0.00%             | 2027-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENNET NETHERLANDS BV                                                                                       | TENNET NETHERLANDS BV 4.75% 10/28/2042 REGS                                                                                      | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      915000 | PA      | $1201085.01    | 0.00%             | 2042-10-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 8.75% 06/02/2029                                                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2598000 | PA      | $2795136.24    | 0.01%             | 2029-06-02      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#FM6147                                                                                                   | CUSIP: 3140X9ZM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53404 | PA      | $50123.83      | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 10/31/2027                                                                                                      | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2393000 | PA      | $2419827.78    | 0.01%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4% 05/01/2040#FS0198                                                                                                   | CUSIP: 3140XFGG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1420282 | PA      | $1429199.87    | 0.00%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                                                  | MARSH and MCLENNAN COS INC 5.75% 11/01/2032                                                                                      | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      121000 | PA      | $129519.30     | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2052#MA4786                                                                                                 | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2716756 | PA      | $2780902.59    | 0.01%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.875% 02/15/2053                                                                                         | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       43000 | PA      | $43731.00      | 0.00%             | 2053-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 6.037%/VAR 10/28/2033                                                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      815000 | PA      | $885038.14     | 0.00%             | 2033-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2051#FS2559                                                                                                   | CUSIP: 3140XHZZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2854793 | PA      | $2605557.33    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028                                                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $842935.51     | 0.00%             | 2028-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 7.385%/VAR 11/02/2028                                                                                               | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      620000 | PA      | $652921.95     | 0.00%             | 2028-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 7.437%/VAR 11/02/2033                                                                                               | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $573881.02     | 0.00%             | 2033-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                                                       | HALEON US CAPITAL LLC 3.625% 03/24/2032                                                                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1257396.64    | 0.00%             | 2032-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 11/01/2052#SD8268                                                                                                 | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21352227 | PA      | $21856382.84   | 0.05%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                                           | STATE STREET CORP 5.82%/VAR 11/04/2028                                                                                           | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      147000 | PA      | $151564.92     | 0.00%             | 2028-11-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST                                                                  | TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST 5.3% 09/15/2027                                                                       | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1235128 | PA      | $1240363.44    | 0.00%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4% 11/15/2052                                                                                        | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   172445000 | PA      | $154931054.69  | 0.34%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEGASUS MERGER CO                                                                                           | TENNECO TERM B 1LN 11/17/2028                                                                                                    | CUSIP: 88037HAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3016482 | PA      | $2969968.14    | 0.01%             | 2028-11-17      | Variable      | 0.00%                 | 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        |     5358000 | PA      | $5547008.81    | 0.01%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                                        | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                                                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      260000 | PA      | $260650.00     | 0.00%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS                                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      550000 | PA      | $820173.88     | 0.00%             | 2034-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 6.35% 12/15/2032                                                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $4815715.35    | 0.01%             | 2032-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028                                                                                | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8241000 | PA      | $8534135.83    | 0.02%             | 2028-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 09/01/2052#SD8261                                                                                                   | CUSIP: 3132DWFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1851714 | PA      | $1918356.01    | 0.00%             | 2052-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.85% 11/01/2027                                                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2568977.70    | 0.01%             | 2027-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 6.95% 11/15/2029                                                                                            | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      173000 | PA      | $186145.50     | 0.00%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 7.767%/VAR 11/16/2028 144A                                                                                | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      641000 | PA      | $679210.02     | 0.00%             | 2028-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2052#SD7554                                                                                                 | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2704987 | PA      | $2385523.02    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 08/01/2052#SD8253                                                                                                   | CUSIP: 3132DWE25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1191363 | PA      | $1239172.60    | 0.00%             | 2052-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JONAH ENERGY ABS I LLC                                                                                      | JONAH ENERGY ABS I LLC 7.2% 12/10/2037 144A                                                                                      | CUSIP: 47987EAC1<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-CBDO         | CORP              | US        |      256741 | PA      | $261824.96     | 0.00%             | 2037-12-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                                  | ZOETIS INC 5.6% 11/16/2032                                                                                                       | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      141000 | PA      | $151207.74     | 0.00%             | 2032-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2052#SD8264                                                                                                 | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4975911 | PA      | $4696758.09    | 0.01%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2052#BV4158                                                                                                 | CUSIP: 3140MHTQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21629 | PA      | $20395.49      | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2022-D                                                                       | WORLD OMNI AUTO RECEIVABLES TR 2022-D 5.61% 02/15/2028                                                                           | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      648028 | PA      | $650078.40     | 0.00%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2052#CB3504                                                                                                 | CUSIP: 3140QN3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7788310 | PA      | $7368415.82    | 0.02%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 12/01/2052#SD8278                                                                                                   | CUSIP: 3132DWFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1313839 | PA      | $1357428.81    | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 12/01/2052#                                                                                                         | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5135876 | PA      | $5319911.33    | 0.01%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.27%/VAR 11/17/2033                                                                                               | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      935000 | PA      | $1026014.78    | 0.00%             | 2033-11-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2052#MA4803                                                                                                 | CUSIP: 31418EKR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93000 | PA      | $87754.02      | 0.00%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 12/01/2052#SD8277                                                                                                 | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      741201 | PA      | $758007.34     | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4% 11/15/2042                                                                                        | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13871700 | PA      | $13084914.52   | 0.03%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK44                                                                                             | BANK 2022-BNK44 5.746245% 11/15/2055                                                                                             | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1834797.76    | 0.00%             | 2055-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 12/01/2052#MA4842                                                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2869023 | PA      | $2934074.43    | 0.01%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#QF2178                                                                                                   | CUSIP: 3133BPM39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      649124 | PA      | $632103.04     | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3                                                                    | CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3A D 9% 04/18/2033 144A                                                                   | CUSIP: 22534QAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292000 | PA      | $294636.47     | 0.00%             | 2033-04-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 6.1% 11/15/2032                                                                                                        | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      186000 | PA      | $200778.56     | 0.00%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.625% 11/17/2029                                                                                         | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     6384000 | PA      | $6742582.45    | 0.02%             | 2029-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                                                                        | INGENOVIS TERM B 1LN 3/6/2028                                                                                                    | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      180686 | PA      | $42461.31      | 0.00%             | 2028-03-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                                                       | OPEN TEXT CORPORATION 6.9% 12/01/2027 144A                                                                                       | CUSIP: 683715AF3<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |      970000 | PA      | $995429.52     | 0.00%             | 2027-12-01      | Fixed         | 0.07%                 | 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        |     2068141 | PA      | $2106075.24    | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 11/30/2027                                                                                                      | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8522000 | PA      | $8587912.39    | 0.02%             | 2027-11-30      | Fixed         | 0.04%                 | 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        |      900926 | PA      | $824805.18     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | 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        |     2075738 | PA      | $1902300.72    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | 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        |     1235178 | PA      | $1133517.14    | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 10/20/2052#MA8345                                                                                                   | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6095134 | PA      | $5777651.37    | 0.01%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 11/20/2052#MA8428                                                                                                     | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4662298 | PA      | $4716657.12    | 0.01%             | 2052-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E RECOVERY FUNDING LLC                                                                               | PG and E RECOVERY FUNDING LLC 5.536% 07/15/2049                                                                                  | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      119000 | PA      | $122077.49     | 0.00%             | 2049-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 11/01/2052#MA4807                                                                                                 | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20159061 | PA      | $20635044.61   | 0.05%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 4% 07/01/2037#MA4713                                                                                                   | CUSIP: 31418EGX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2829614 | PA      | $2823691.50    | 0.01%             | 2037-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                              | AIR LEASE CORP 5.85% 12/15/2027                                                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      970000 | PA      | $998987.91     | 0.00%             | 2027-12-15      | Fixed         | 0.06%                 | 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        |     1319875 | PA      | $1344084.15    | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 11/01/2052#CB5128                                                                                                   | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      936606 | PA      | $956712.38     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | 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        |      555413 | PA      | $567335.67     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                              | AMAZON.COM INC 4.65% 12/01/2029                                                                                                  | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      173000 | PA      | $178211.02     | 0.00%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2052#SD1863                                                                                                   | CUSIP: 3132DPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      778699 | PA      | $792982.50     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2052#RA8292                                                                                                   | CUSIP: 3133KQF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      552860 | PA      | $562655.12     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2052#RA8291                                                                                                   | CUSIP: 3133KQF84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      392334 | PA      | $399530.59     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 11/01/2052#FS3248                                                                                                   | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2374281 | PA      | $2419314.78    | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.55% 02/15/2028                                                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1389644.32    | 0.00%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 12/01/2052#CB5273                                                                                                   | CUSIP: 3140QQ2F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1645853 | PA      | $1676041.76    | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 11/01/2052#FS3295                                                                                                   | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1498898 | PA      | $1525453.78    | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                                              | BRANDYWINE OPER PARTNERSHIP LP 8.3% 03/15/2028                                                                                   | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     6570000 | PA      | $6933314.43    | 0.02%             | 2028-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 10/01/2052#SD1733                                                                                                   | CUSIP: 3132DN4S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4669193 | PA      | $4757754.90    | 0.01%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2052#CB4893                                                                                                   | CUSIP: 3140QQNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5550784 | PA      | $5656067.31    | 0.01%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                                                        | CHART INDUSTRIES INC 7.5% 01/01/2030 144A                                                                                        | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      959000 | PA      | $996220.62     | 0.00%             | 2030-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2046#CB0573                                                                                                 | CUSIP: 3140QKT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4413060 | PA      | $3909797.71    | 0.01%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2052#MA4737                                                                                                   | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1055271 | PA      | $1068691.15    | 0.00%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 01/01/2053#SD8289                                                                                                 | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2060307 | PA      | $2107022.66    | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 01/01/2053#                                                                                                         | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5486552 | PA      | $5337543.75    | 0.01%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2053#                                                                                                       | CUSIP: 3132DWF24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26582 | PA      | $25082.81      | 0.00%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2052#QD5254                                                                                                 | CUSIP: 3133B2ZT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      141057 | PA      | $122766.99     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 07/01/2051#MA4377                                                                                                 | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      294331 | PA      | $233909.36     | 0.00%             | 2051-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 01/01/2053#MA4868                                                                                                   | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44176 | PA      | $44696.75      | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 12/01/2052#QF4661                                                                                                 | CUSIP: 3133BSFA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      696575 | PA      | $711955.23     | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 01/01/2053#SD8288                                                                                                   | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       38542 | PA      | $38948.91      | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 01/01/2053#SD8290                                                                                                   | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6788208 | PA      | $6979373.59    | 0.02%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2046#BD5456                                                                                                 | CUSIP: 3140FDB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41306 | PA      | $39492.29      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2056#BF0131                                                                                                 | CUSIP: 3140FXED0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      704058 | PA      | $658816.05     | 0.00%             | 2056-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2043#890564                                                                                                   | CUSIP: 31410LMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70956 | PA      | $66849.07      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.55% 08/01/2028#387807                                                                                                | CUSIP: 31377UYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      206187 | PA      | $205883.11     | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5% 08/15/2034                                                                                     | CUSIP: 31395EDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1651 | PA      | $1690.12       | 0.00%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 01/15/2038                                                                                     | CUSIP: 31397PRY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        4038 | PA      | $4213.77       | 0.00%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2046#Q39092                                                                                                   | CUSIP: 3132QWC64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57905 | PA      | $57302.50      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 01/25/2046                                                                                     | CUSIP: 3136ASMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      132437 | PA      | $126119.80     | 0.00%             | 2046-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 6% 02/25/2037                                                                                                         | CUSIP: 31396PND9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         451 | PA      | $470.26        | 0.00%             | 2037-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+59.448 10/20/2067                                                                            | CUSIP: 38375UR93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      163617 | PA      | $163605.67     | 0.00%             | 2067-10-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2046#AS8335                                                                                                 | CUSIP: 3138WJHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102513 | PA      | $103256.86     | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 9.5% 12/25/2041                                                                                   | CUSIP: 31392B6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        7282 | PA      | $7990.66       | 0.00%             | 2041-12-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 5.398% 10/25/2042                                                                                 | CUSIP: 31393BT47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1675 | PA      | $1693.18       | 0.00%             | 2042-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2043#AT5907                                                                                                   | CUSIP: 3138WTR57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97720 | PA      | $97335.62      | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 07/20/2049#BM9690                                                                                                     | CUSIP: 3617K1XT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25439 | PA      | $25926.65      | 0.00%             | 2049-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2052#FS1255                                                                                                   | CUSIP: 3140XGMD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      208024 | PA      | $205429.56     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2032#AO7057                                                                                                 | CUSIP: 3138LXZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9256 | PA      | $9099.36       | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+663.552 08/25/2035                                                                        | CUSIP: 31394EWV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         949 | PA      | $52.65         | 0.00%             | 2035-08-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+61.448 05/20/2069                                                                            | CUSIP: 38380LTJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      132677 | PA      | $132706.15     | 0.00%             | 2069-05-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.5% 10/20/2039#005218                                                                                                   | CUSIP: 36202FYP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2321 | PA      | $2477.55       | 0.00%             | 2039-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/15/2027                                                                                   | CUSIP: 3137ARA30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       26624 | PA      | $26350.91      | 0.00%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 7% 10/20/2038#004930                                                                                                     | CUSIP: 36202FPP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2942 | PA      | $3122.42       | 0.00%             | 2038-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 02/01/2042#Q05956                                                                                                 | CUSIP: 3132GMH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20977 | PA      | $21357.12      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.69% 12/01/2028#AN3685                                                                                                | CUSIP: 3138LGCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      439953 | PA      | $430130.36     | 0.00%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 06/01/2041#G61864                                                                                                 | CUSIP: 31335CB94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50884 | PA      | $53342.40      | 0.00%             | 2041-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2046#BA1210                                                                                                 | CUSIP: 3140E5KY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15901 | PA      | $15212.60      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R TSFR1M+653.552 04/20/2037                                                                         | CUSIP: 38373MC57<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        6314 | PA      | $527.71        | 0.00%             | 2037-04-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 05/25/2031                                                                                     | CUSIP: 31359SYL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         418 | PA      | $426.84        | 0.00%             | 2031-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 07/15/2046#AT7538                                                                                                   | CUSIP: 36194GLT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       87832 | PA      | $85915.38      | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 11/20/2047#AY0571                                                                                                   | CUSIP: 36196PT44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       87228 | PA      | $87685.64      | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2032#AO5230                                                                                                 | CUSIP: 3138LVY49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9172 | PA      | $9039.60       | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.2% 10/01/2026#AN2689                                                                                                 | CUSIP: 3138LE7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      162557 | PA      | $160530.11     | 0.00%             | 2026-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 5% 04/15/2049#BM1819                                                                                                   | CUSIP: 3617JSAU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       63878 | PA      | $65281.88      | 0.00%             | 2049-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 03/25/2036                                                                                     | CUSIP: 31395BCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2547 | PA      | $2657.20       | 0.00%             | 2036-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 6% 02/01/2028#G30591                                                                                                   | CUSIP: 3128CUUQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1035 | PA      | $1048.81       | 0.00%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA FHAL 4% 08/01/2048#CA2171                                                                                                   | CUSIP: 3140Q9MV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      259215 | PA      | $254928.74     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2048#BK9556                                                                                                   | CUSIP: 3140HPTN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       64486 | PA      | $63439.82      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2042#AO6757                                                                                                   | CUSIP: 3138LXQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32534 | PA      | $32257.43      | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 01/20/2045                                                                                     | CUSIP: 38379FBV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        5291 | PA      | $5186.57       | 0.00%             | 2045-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.606% 07/25/2027                                                                                 | CUSIP: 3137FPJ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      173250 | PA      | $171580.82     | 0.00%             | 2027-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 7% 01/20/2039#004872                                                                                                     | CUSIP: 36202FMV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2541 | PA      | $2632.34       | 0.00%             | 2039-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+58.448 02/20/2065                                                                          | CUSIP: 38378U8R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       24962 | PA      | $24954.59      | 0.00%             | 2065-02-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 08/20/2049#BM9701                                                                                                   | CUSIP: 3617K1X65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      220041 | PA      | $220713.68     | 0.00%             | 2049-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AS8103                                                                                                   | CUSIP: 36193UAC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31191 | PA      | $29807.21      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2031#AN2625                                                                                                 | CUSIP: 3138LE4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      317886 | PA      | $297362.15     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 7% 03/18/2027                                                                                         | CUSIP: 31359NTJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |          13 | PA      | $12.82         | 0.00%             | 2027-03-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4% 09/15/2048                                                                                     | CUSIP: 3137FHWW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      280135 | PA      | $272777.81     | 0.00%             | 2048-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.67% 04/01/2034#BS5184                                                                                                | CUSIP: 3140LFXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      585106 | PA      | $530995.16     | 0.00%             | 2034-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.35% 01/01/2029#AN4349                                                                                                | CUSIP: 3138LGZP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      239052 | PA      | $236733.66     | 0.00%             | 2029-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5.75% 09/20/2036                                                                                  | CUSIP: 38376F6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        1043 | PA      | $1071.19       | 0.00%             | 2036-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 03/01/2032#A27201                                                                                                 | CUSIP: 31297FAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         229 | PA      | $230.25        | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 08/20/2048#BD0549                                                                                                     | CUSIP: 3617BFTE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       55710 | PA      | $56881.79      | 0.00%             | 2048-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                                                   | FEDERAL NATL MTG ASSN STRIPPED 6.5% 09/25/2037                                                                                   | CUSIP: 3136FFQR3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |         963 | PA      | $199.42        | 0.00%             | 2037-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 7% 03/15/2032                                                                                     | CUSIP: 31393PVX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         611 | PA      | $82.15         | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6.5% 07/25/2036                                                                                   | CUSIP: 31397QP69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2143 | PA      | $2280.15       | 0.00%             | 2036-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 03/15/2032                                                                                     | CUSIP: 31339W2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        5395 | PA      | $5593.25       | 0.00%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2047#BE8347                                                                                                   | CUSIP: 3140FUHZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14590 | PA      | $14339.45      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2047#BH6687                                                                                                   | CUSIP: 3140GVND3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28314 | PA      | $27828.00      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+658.552 06/25/2035                                                                        | CUSIP: 31394DJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2557 | PA      | $169.28        | 0.00%             | 2035-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2046#MA2593                                                                                                   | CUSIP: 31418B3B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      137367 | PA      | $135739.71     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+63.448 09/20/2065                                                                            | CUSIP: 38376RHF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       29610 | PA      | $29623.84      | 0.00%             | 2065-09-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 8% 09/20/2031#004901                                                                                                     | CUSIP: 36202FNS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2749 | PA      | $2849.55       | 0.00%             | 2031-09-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2042#Q13796                                                                                                 | CUSIP: 3132HQGD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       81279 | PA      | $79417.51      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+647.552 04/25/2036                                                                        | CUSIP: 31395BX32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2472 | PA      | $233.19        | 0.00%             | 2036-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6.5% 05/15/2033                                                                                   | CUSIP: 31393QXU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1880 | PA      | $258.72        | 0.00%             | 2033-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 5.5% 03/25/2035                                                                                   | CUSIP: 31394CJS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       19377 | PA      | $19994.93      | 0.00%             | 2035-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2047#AS9811                                                                                                   | CUSIP: 3138WK3V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33405 | PA      | $34352.02      | 0.00%             | 2047-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FREDDIE MAC 6% 01/15/2029                                                                                                        | CUSIP: 3133THTM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         263 | PA      | $268.11        | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2043#AU8840                                                                                                 | CUSIP: 3138X8ZE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16218 | PA      | $16458.91      | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2043#AV2613                                                                                                 | CUSIP: 3138XD3X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43242 | PA      | $43859.91      | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 8% 09/18/2029                                                                                     | CUSIP: 31359WXR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         485 | PA      | $495.08        | 0.00%             | 2029-09-18      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2048#BJ5772                                                                                                   | CUSIP: 3140H7MW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89606 | PA      | $88068.04      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2042#U90281                                                                                                   | CUSIP: 3132H3J20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13441 | PA      | $13357.42      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 0% 03/15/2036                                                                                     | CUSIP: 31396UYQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        5272 | PA      | $4523.96       | 0.00%             | 2036-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+613.552 08/16/2039                                                                         | CUSIP: 38373AGM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        3484 | PA      | $275.49        | 0.00%             | 2039-08-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+141.448 09/20/2063                                                                           | CUSIP: 38375B8G0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        5440 | PA      | $5487.85       | 0.00%             | 2063-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 09/01/2040#G06576                                                                                                   | CUSIP: 3128M8T95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56888 | PA      | $58962.71      | 0.00%             | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2043#MA1510                                                                                                   | CUSIP: 31418AVC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31560 | PA      | $31249.73      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO2717                                                                                                   | CUSIP: 3617KJAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      148102 | PA      | $148554.69     | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO3158                                                                                                   | CUSIP: 3617KJQK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44143 | PA      | $44278.11      | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 5.356% 06/25/2042                                                                                 | CUSIP: 31392JYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         151 | PA      | $154.51        | 0.00%             | 2042-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2048#BN1312                                                                                                   | CUSIP: 3140JHN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      153369 | PA      | $150641.78     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 8% 12/01/2036#AL0379                                                                                                   | CUSIP: 3138EGM50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6045 | PA      | $6344.20       | 0.00%             | 2036-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2040#AE0681                                                                                                 | CUSIP: 31419AXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47530 | PA      | $48342.21      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2046#BD1371                                                                                                 | CUSIP: 3140F8QZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4967 | PA      | $4751.61       | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2046#BA7485                                                                                                 | CUSIP: 3140ECJ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14988 | PA      | $14339.57      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2046#BC2969                                                                                                 | CUSIP: 3140EXJP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11939 | PA      | $11422.07      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 5% 02/25/2040                                                                                     | CUSIP: 31398GX38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       11178 | PA      | $11459.00      | 0.00%             | 2040-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+1346.38 07/15/2033                                                                        | CUSIP: 31394TW76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         295 | PA      | $291.28        | 0.00%             | 2033-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 0% 04/25/2036                                                                                     | CUSIP: 31395BZK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       10735 | PA      | $9101.42       | 0.00%             | 2036-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2046#Q42657                                                                                                 | CUSIP: 3132WF5T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      119701 | PA      | $114578.28     | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2048#BK1963                                                                                                   | CUSIP: 3140HFFD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58018 | PA      | $57421.26      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2047#BM1906                                                                                                   | CUSIP: 3140J6DL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110197 | PA      | $109235.45     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6.5% 11/15/2036                                                                                   | CUSIP: 3137AAZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         962 | PA      | $985.99        | 0.00%             | 2036-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4% 02/01/2038#CA1238                                                                                                   | CUSIP: 3140Q8LU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42708 | PA      | $43042.54      | 0.00%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4% 02/01/2038#CA1234                                                                                                   | CUSIP: 3140Q8LQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44735 | PA      | $45085.88      | 0.00%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+608.552 02/20/2037                                                                         | CUSIP: 38375JJL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        9961 | PA      | $910.09        | 0.00%             | 2037-02-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+633.552 04/15/2037                                                                        | CUSIP: 31397GTK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2923 | PA      | $277.68        | 0.00%             | 2037-04-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4% 01/01/2038#G31099                                                                                                   | CUSIP: 3132J4NR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      144113 | PA      | $145621.61     | 0.00%             | 2038-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 06/20/2049#BN2622                                                                                                     | CUSIP: 3617K54F8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      169706 | PA      | $164941.98     | 0.00%             | 2049-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5% 07/15/2036                                                                                     | CUSIP: 31396UUY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       10410 | PA      | $10643.41      | 0.00%             | 2036-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 06/20/2048#BD0532                                                                                                     | CUSIP: 3617BFSV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       78992 | PA      | $80653.33      | 0.00%             | 2048-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2033#AL6168                                                                                                   | CUSIP: 3138EN2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56223 | PA      | $57646.65      | 0.00%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+668.552 05/20/2037                                                                         | CUSIP: 38374XPV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       10278 | PA      | $1168.04       | 0.00%             | 2037-05-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| US DEPT VETS AFF GTD REMI PASS                                                                              | US DEPT VETS AFF GTD REMI PASS 6.5% 01/15/2029                                                                                   | CUSIP: 911760MJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |         543 | PA      | $546.54        | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 7% 06/20/2032#738210                                                                                                     | CUSIP: 3620ASDP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2486 | PA      | $2569.67       | 0.00%             | 2032-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 7.5% 05/20/2032#005020                                                                                                   | CUSIP: 36202FSH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1026 | PA      | $1072.52       | 0.00%             | 2032-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2046#BE0280                                                                                                 | CUSIP: 3140FKJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40875 | PA      | $39092.39      | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 04/15/2031                                                                                     | CUSIP: 3133TSQF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |          68 | PA      | $68.92         | 0.00%             | 2031-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2047#BM3044                                                                                                   | CUSIP: 3140J7L29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84017 | PA      | $82943.25      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3.5% 06/25/2057                                                                | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      226393 | PA      | $210374.35     | 0.00%             | 2057-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FED HOME LOAN MTG CORP - GOLD 3% 01/15/2044                                                                                      | CUSIP: 3132HTZ66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       38724 | PA      | $35879.92      | 0.00%             | 2044-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+611.552 06/20/2038                                                                         | CUSIP: 38375QA58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       15704 | PA      | $1746.19       | 0.00%             | 2038-06-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+36.448 05/15/2029                                                                         | CUSIP: 31395VM48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         461 | PA      | $459.79        | 0.00%             | 2029-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.5% 03/15/2030                                                                                   | CUSIP: 31398VDG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2599 | PA      | $2616.87       | 0.00%             | 2030-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 04/20/2048#BA7568                                                                                                   | CUSIP: 3617ALMR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      117478 | PA      | $118057.33     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5.5% 06/20/2038                                                                                   | CUSIP: 38375QK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       10389 | PA      | $10891.04      | 0.00%             | 2038-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+4475.588 03/15/2032                                                                       | CUSIP: 31393WDL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |          70 | PA      | $85.71         | 0.00%             | 2032-03-15      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.5% 05/25/2049                                                                                   | CUSIP: 3136B4NV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      154376 | PA      | $144014.25     | 0.00%             | 2049-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2032#AO7746                                                                                                 | CUSIP: 3138LYTC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2242 | PA      | $2201.51       | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 02/01/2041#A96733                                                                                                 | CUSIP: 312945PS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      126512 | PA      | $128828.06     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2032#AO7654                                                                                                 | CUSIP: 3138LYQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18492 | PA      | $18191.44      | 0.00%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2048#Z40179                                                                                                   | CUSIP: 3132FCFU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      125462 | PA      | $123411.59     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2043#AB7575                                                                                                   | CUSIP: 31417EMZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41061 | PA      | $38549.06      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2042#Q11285                                                                                                 | CUSIP: 3132HMNA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48527 | PA      | $47418.45      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2042#Q12174                                                                                                 | CUSIP: 3132HNMX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54432 | PA      | $53129.49      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.71% 09/01/2030#AN9293                                                                                                | CUSIP: 3138LNKF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      733284 | PA      | $728560.99     | 0.00%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5.5% 04/20/2037                                                                                   | CUSIP: 38375JYC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       10411 | PA      | $10853.52      | 0.00%             | 2037-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6.25% 02/15/2032                                                                                  | CUSIP: 31339NHY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2324 | PA      | $2376.47       | 0.00%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2046#BM1169                                                                                                   | CUSIP: 3140J5JP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      187713 | PA      | $186656.72     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2046#BC0784                                                                                                 | CUSIP: 3140EU2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4376 | PA      | $4208.18       | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2048#BK5943                                                                                                   | CUSIP: 3140HKS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17639 | PA      | $18116.99      | 0.00%             | 2048-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2046#BA7492                                                                                                   | CUSIP: 3140ECKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16664 | PA      | $16461.75      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2046#Q42656                                                                                                   | CUSIP: 3132WF5S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12583 | PA      | $12435.95      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2046#BD1372                                                                                                   | CUSIP: 3140F8Q26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22590 | PA      | $22314.90      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2046#Q42079                                                                                                 | CUSIP: 3132WFJZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9234 | PA      | $8838.78       | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+629.552 06/25/2037                                                                        | CUSIP: 31396WEC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       41990 | PA      | $3897.64       | 0.00%             | 2037-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 12/15/2032                                                                                     | CUSIP: 3137AXFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       43653 | PA      | $2858.51       | 0.00%             | 2032-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2048#BK9292                                                                                                   | CUSIP: 3140HPKE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63228 | PA      | $64941.00      | 0.00%             | 2048-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2032#U80074                                                                                                 | CUSIP: 3132G7CK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15166 | PA      | $14926.33      | 0.00%             | 2032-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 01/01/2046#U99134                                                                                                   | CUSIP: 3132H7EG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57268 | PA      | $56639.25      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FED HOME LOAN MTG CORP - GOLD 3% 08/15/2044                                                                                      | CUSIP: 3132J0AF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       37907 | PA      | $35228.93      | 0.00%             | 2044-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO3159                                                                                                   | CUSIP: 3617KJQL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19126 | PA      | $19184.01      | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5% 10/15/2039                                                                                     | CUSIP: 31398KFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       25394 | PA      | $25966.51      | 0.00%             | 2039-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO3157                                                                                                   | CUSIP: 3617KJQJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       71908 | PA      | $72127.40      | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO3147                                                                                                   | CUSIP: 3617KJP81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       67153 | PA      | $67358.03      | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO3146                                                                                                   | CUSIP: 3617KJP73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       73607 | PA      | $73831.91      | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2046#MA2519                                                                                                   | CUSIP: 31418BYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59128 | PA      | $58352.31      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2048#890863                                                                                                   | CUSIP: 31410LWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      316606 | PA      | $324985.22     | 0.00%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+2076.235 02/15/2032                                                                       | CUSIP: 31393FVT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         246 | PA      | $283.27        | 0.00%             | 2032-02-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 03/15/2031                                                                                     | CUSIP: 3133TSBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         356 | PA      | $362.85        | 0.00%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 12/25/2032                                                                                     | CUSIP: 31392FWH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4167 | PA      | $4324.65       | 0.00%             | 2032-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 08/15/2033                                                                                     | CUSIP: 31394HR86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         884 | PA      | $912.74        | 0.00%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2045#MA2462                                                                                                   | CUSIP: 31418BWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51517 | PA      | $50857.97      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 7.5% 02/20/2030                                                                                   | CUSIP: 31359XYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         639 | PA      | $662.86        | 0.00%             | 2030-02-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.5% 05/15/2046#AS4934                                                                                                 | CUSIP: 36193PPT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10567 | PA      | $10645.11      | 0.00%             | 2046-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.27% 12/01/2028#AN4004                                                                                                | CUSIP: 3138LGNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      236701 | PA      | $234862.33     | 0.00%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 01/01/2049#BK1176                                                                                                   | CUSIP: 3140HEJW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38877 | PA      | $39857.43      | 0.00%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 02/25/2059                                                                  | CUSIP: 35563PMM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1256223 | PA      | $997273.23     | 0.00%             | 2059-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2045#G61462                                                                                                   | CUSIP: 31335BTT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      211160 | PA      | $210199.48     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 0% 06/25/2035                                                                                     | CUSIP: 31394EBS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         469 | PA      | $359.81        | 0.00%             | 2035-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 02/01/2034#G60154                                                                                                   | CUSIP: 31335AE38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      107847 | PA      | $110669.76     | 0.00%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 07/01/2035#G60214                                                                                                   | CUSIP: 31335AGX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      108379 | PA      | $111456.24     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2046#Q43241                                                                                                 | CUSIP: 3132WGS73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      101726 | PA      | $97372.76      | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+738.552 12/25/2031                                                                        | CUSIP: 31392BGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2366 | PA      | $179.24        | 0.00%             | 2031-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2048#BJ5803                                                                                                   | CUSIP: 3140H7NV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67103 | PA      | $65951.68      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FED HOME LOAN MTG CORP - GOLD 0% 08/01/2027                                                                                      | CUSIP: 31351BFA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         265 | PA      | $256.92        | 0.00%             | 2027-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2046#MA2658                                                                                                 | CUSIP: 31418B5U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51401 | PA      | $49432.79      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.14% 08/01/2036#BS2829                                                                                                | CUSIP: 3140LDEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      353734 | PA      | $295181.76     | 0.00%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 11/01/2034#CA4723                                                                                                 | CUSIP: 3140QCG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91305 | PA      | $90208.68      | 0.00%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 0% 06/15/2031                                                                                     | CUSIP: 3133TUBN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         492 | PA      | $443.83        | 0.00%             | 2031-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2048#BK4130                                                                                                 | CUSIP: 3140HHSU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1315 | PA      | $1318.45       | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2046#Q39412                                                                                                 | CUSIP: 3132QWN62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19128 | PA      | $18315.49      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2045#Q37784                                                                                                 | CUSIP: 3132QUUJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42293 | PA      | $40582.99      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2046#Q40797                                                                                                 | CUSIP: 3132WD3F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       83340 | PA      | $79799.59      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2046#Q40922                                                                                                 | CUSIP: 3132WEAY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22557 | PA      | $21605.53      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2032#AO8038                                                                                                 | CUSIP: 3138LY4Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18692 | PA      | $18360.92      | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 6% 07/20/2036                                                                                     | CUSIP: 38374DFX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        2084 | PA      | $2187.11       | 0.00%             | 2036-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2048#CA4662                                                                                                 | CUSIP: 3140QCFC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132465 | PA      | $126110.23     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2045#MA2482                                                                                                   | CUSIP: 31418BXL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56320 | PA      | $55606.88      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2048#BN0861                                                                                                   | CUSIP: 3140JG5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22817 | PA      | $23455.15      | 0.00%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.66% 08/01/2029#BL3509                                                                                                | CUSIP: 3140HU3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      637662 | PA      | $617473.18     | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 6% 08/15/2036#783867                                                                                                   | CUSIP: 3622A2JL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31894 | PA      | $33507.90      | 0.00%             | 2036-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2046#MA2690                                                                                                 | CUSIP: 31418B7C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99767 | PA      | $95946.97      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2049#BK8748                                                                                                 | CUSIP: 3140HNWJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106952 | PA      | $106992.58     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2046#Q41602                                                                                                 | CUSIP: 3132WEX80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10420 | PA      | $9976.88       | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.835% 08/01/2029#BL3491                                                                                               | CUSIP: 3140HU2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      465159 | PA      | $449932.35     | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2049#BO2428                                                                                                 | CUSIP: 3140JWVW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71096 | PA      | $67551.39      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 08/15/2046#AT7652                                                                                                   | CUSIP: 36194GQD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       54666 | PA      | $53473.07      | 0.00%             | 2046-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+1134.965 06/16/2033                                                                        | CUSIP: 38373QS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |         575 | PA      | $575.33        | 0.00%             | 2033-06-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2048#BM3665                                                                                                   | CUSIP: 3140J8CB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      328254 | PA      | $323954.89     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BJ8238                                                                                                   | CUSIP: 3140HAEL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      129054 | PA      | $126880.07     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BJ7311                                                                                                   | CUSIP: 3140H9DR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      368954 | PA      | $362738.75     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BJ8265                                                                                                   | CUSIP: 3140HAFF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66591 | PA      | $65531.12      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2048#BK1581                                                                                                   | CUSIP: 3140HEXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14888 | PA      | $14655.60      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BK1008                                                                                                   | CUSIP: 3140HEDN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27530 | PA      | $27109.61      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2052#RA7192                                                                                                 | CUSIP: 3133KN7D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      619934 | PA      | $584574.18     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 12/01/2051#RA6459                                                                                                 | CUSIP: 3133KNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      341072 | PA      | $295674.57     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 06/20/2049#BM9683                                                                                                     | CUSIP: 3617K1XL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      102460 | PA      | $104423.54     | 0.00%             | 2049-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.09% 05/01/2032#BS5452                                                                                                | CUSIP: 3140LGBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      693906 | PA      | $664528.86     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4% 02/01/2038#BM3566                                                                                                   | CUSIP: 3140J76C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      115337 | PA      | $116385.22     | 0.00%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 01/25/2034                                                                                     | CUSIP: 31393UVK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      105381 | PA      | $110419.50     | 0.00%             | 2034-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.5% 10/20/2039#005072                                                                                                   | CUSIP: 36202FT55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1014 | PA      | $1077.66       | 0.00%             | 2039-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2048#BE2789                                                                                                   | CUSIP: 3140FNC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24172 | PA      | $23749.94      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+622.552 12/15/2039                                                                        | CUSIP: 31398LNT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        3949 | PA      | $236.33        | 0.00%             | 2039-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/15/2027                                                                                   | CUSIP: 3137APLG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         253 | PA      | $1.65          | 0.00%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.5% 05/25/2027                                                                                   | CUSIP: 3136A5L87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1843 | PA      | $20.19         | 0.00%             | 2027-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2048#BK6562                                                                                                 | CUSIP: 3140HLJG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29419 | PA      | $29457.46      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2048#BJ5789                                                                                                 | CUSIP: 3140H7NF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25676 | PA      | $25725.52      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2048#BK6589                                                                                                 | CUSIP: 3140HLKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26345 | PA      | $26379.48      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2043#AR6380                                                                                                   | CUSIP: 3138W4CS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55250 | PA      | $52171.45      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 06/20/2049#BM9677                                                                                                   | CUSIP: 3617K1XE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       98211 | PA      | $98511.59      | 0.00%             | 2049-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+838.552 11/25/2030                                                                        | CUSIP: 313920LZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         929 | PA      | $79.11         | 0.00%             | 2030-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2045                                                                                     | CUSIP: 3136AR6G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      161959 | PA      | $155905.84     | 0.00%             | 2045-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.81% 05/01/2026#AN1221                                                                                                | CUSIP: 3138LDLB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      117021 | PA      | $116532.79     | 0.00%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2047#BM3499                                                                                                   | CUSIP: 3140J73H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      811993 | PA      | $798059.79     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2047#BM3500                                                                                                   | CUSIP: 3140J73J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92539 | PA      | $91037.72      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 7% 08/20/2038#005034                                                                                                     | CUSIP: 36202FSX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         215 | PA      | $219.05        | 0.00%             | 2038-08-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.84% 10/01/2027#BL0497                                                                                                | CUSIP: 3140HRRT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130994 | PA      | $131128.82     | 0.00%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 8% 07/18/2027                                                                                         | CUSIP: 31359PW77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |          81 | PA      | $82.34         | 0.00%             | 2027-07-18      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 12/01/2042#G07239                                                                                                   | CUSIP: 3128M9LU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56069 | PA      | $52934.90      | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC MFD HSG COP GTD (FREDMAC 6.5% 01/15/2028                                                                                   | CUSIP: 3133TD6D3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |         274 | PA      | $278.03        | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FREDDIE MAC 6.5% 01/15/2028                                                                                                      | CUSIP: 3133TCLJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |          35 | PA      | $35.30         | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2049#BO0592                                                                                                   | CUSIP: 3140JUUS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15531 | PA      | $15279.11      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+598.552 12/20/2034                                                                         | CUSIP: 38374KGQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        8392 | PA      | $629.93        | 0.00%             | 2034-12-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2048#BN0133                                                                                                   | CUSIP: 3140JGEF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33876 | PA      | $33273.28      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.42% 05/01/2030#BS5424                                                                                                | CUSIP: 3140LGA28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      374862 | PA      | $369146.97     | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+613.552 01/25/2040                                                                        | CUSIP: 31398GKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        3001 | PA      | $243.13        | 0.00%             | 2040-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6.5% 03/15/2033                                                                                   | CUSIP: 31393MS28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2084 | PA      | $296.73        | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+639.552 05/20/2037                                                                         | CUSIP: 38375J4W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        9571 | PA      | $902.90        | 0.00%             | 2037-05-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5.5% 06/15/2037                                                                                   | CUSIP: 31398KP61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        6599 | PA      | $6880.68       | 0.00%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2042#AL2059                                                                                                   | CUSIP: 3138EJJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170249 | PA      | $169762.92     | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6.5% 01/25/2032                                                                                   | CUSIP: 31392BQR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4371 | PA      | $4552.30       | 0.00%             | 2032-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 4.5% 11/25/2040                                                                                   | CUSIP: 31398SHA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       37139 | PA      | $35379.60      | 0.00%             | 2040-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2032#AP0645                                                                                                 | CUSIP: 3138M3WF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21430 | PA      | $21093.65      | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4% 01/01/2032#D98914                                                                                                   | CUSIP: 3128E53X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25420 | PA      | $25448.85      | 0.00%             | 2032-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2032#AP0682                                                                                                 | CUSIP: 3138M3XL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22702 | PA      | $22318.00      | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/01/2042#U90230                                                                                                 | CUSIP: 3132H3HF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12997 | PA      | $13205.03      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 04/20/2036#737987                                                                                                     | CUSIP: 3620AR2U4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         225 | PA      | $226.78        | 0.00%             | 2036-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 7% 12/25/2041                                                                                     | CUSIP: 31392B6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4175 | PA      | $4301.07       | 0.00%             | 2041-12-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+638.552 06/20/2036                                                                         | CUSIP: 38374NEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        6797 | PA      | $659.28        | 0.00%             | 2036-06-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2048#BN0234                                                                                                   | CUSIP: 3140JGHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31593 | PA      | $32428.89      | 0.00%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 09/01/2043#U92021                                                                                                   | CUSIP: 3132HCD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22879 | PA      | $23642.14      | 0.00%             | 2043-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6.5% 06/15/2031                                                                                   | CUSIP: 3133TTTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1021 | PA      | $1062.83       | 0.00%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+61.448 09/25/2034                                                                         | CUSIP: 31394AB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         434 | PA      | $435.01        | 0.00%             | 2034-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2046#BC9368                                                                                                   | CUSIP: 3140F5MS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68457 | PA      | $67667.82      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 03/20/2035#738049                                                                                                     | CUSIP: 3620AR5J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2631 | PA      | $2749.26       | 0.00%             | 2035-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 11/20/2032#738062                                                                                                     | CUSIP: 3620AR5X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3462 | PA      | $3584.59       | 0.00%             | 2032-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.62% 05/01/2026#AN1503                                                                                                | CUSIP: 3138LDU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      142468 | PA      | $141827.68     | 0.00%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                                                   | FEDERAL NATL MTG ASSN STRIPPED SOFR30A+778.552 07/25/2037                                                                        | CUSIP: 3136FFGZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |        1591 | PA      | $235.99        | 0.00%             | 2037-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4% 05/15/2048                                                                                     | CUSIP: 3137FG4P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      276313 | PA      | $269385.21     | 0.00%             | 2048-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BH6689                                                                                                   | CUSIP: 3140GVNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23090 | PA      | $22693.59      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5.5% 11/15/2033                                                                                   | CUSIP: 31394LX98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2145 | PA      | $2216.36       | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 10/20/2033#738059                                                                                                     | CUSIP: 3620AR5U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2455 | PA      | $2556.04       | 0.00%             | 2033-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2056#BF0090                                                                                                 | CUSIP: 3140FXC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      507192 | PA      | $476239.72     | 0.00%             | 2056-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+9122.171 04/25/2038                                                                       | CUSIP: 31398TJZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        8895 | PA      | $1641.20       | 0.00%             | 2038-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT SOFR30A+ 06/20/2071                                                                               | CUSIP: 38380Q3N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      674082 | PA      | $685167.98     | 0.00%             | 2071-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2048#BJ4617                                                                                                   | CUSIP: 3140H6DX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78871 | PA      | $78109.33      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 6.5% 09/18/2027                                                                                       | CUSIP: 31359QLQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |           2 | PA      | $2.09          | 0.00%             | 2027-09-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2045#BA2343                                                                                                   | CUSIP: 3140E6S94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56712 | PA      | $56097.89      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 06/20/2046#AS8105                                                                                                     | CUSIP: 36193UAE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23027 | PA      | $22524.39      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 01/01/2050#RA2008                                                                                                   | CUSIP: 3133KHGR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      182486 | PA      | $179525.47     | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.78% 04/01/2026#AN1222                                                                                                | CUSIP: 3138LDLC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      204787 | PA      | $204079.36     | 0.00%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2046#MA2631                                                                                                   | CUSIP: 31418B4R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      147654 | PA      | $145904.47     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2047#BJ5254                                                                                                   | CUSIP: 3140H6ZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63905 | PA      | $62808.39      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.97% 04/01/2028#AN1449                                                                                                | CUSIP: 3138LDTF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      171412 | PA      | $169041.58     | 0.00%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 01/20/2048#BD6195                                                                                                     | CUSIP: 3617BM3C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       90579 | PA      | $88460.39      | 0.00%             | 2048-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+798.552 06/15/2029                                                                        | CUSIP: 31393FAM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1592 | PA      | $90.21         | 0.00%             | 2029-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+111.448 08/20/2063                                                                           | CUSIP: 38375B6F4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        4259 | PA      | $4299.38       | 0.00%             | 2063-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5.3% 01/15/2033                                                                                   | CUSIP: 31393JLU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1244 | PA      | $1268.11       | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 02/25/2044                                                                                     | CUSIP: 31393XGH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1648 | PA      | $1688.33       | 0.00%             | 2044-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.84% 11/01/2031#BL3368                                                                                                | CUSIP: 3140HUW69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130917 | PA      | $123029.96     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 04/01/2048#G61565                                                                                                 | CUSIP: 31335BW28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      314741 | PA      | $317785.87     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2052#FS0196                                                                                                 | CUSIP: 3140XFGE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      802129 | PA      | $695364.28     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5.25% 06/20/2038                                                                                  | CUSIP: 38375XGS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       11108 | PA      | $11512.30      | 0.00%             | 2038-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.6% 09/01/2027#BL3525                                                                                                 | CUSIP: 3140HU4K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      306087 | PA      | $300835.73     | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.5% 03/25/2028                                                                                   | CUSIP: 3136ACE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       17509 | PA      | $259.60        | 0.00%             | 2028-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.81% 12/01/2028#BL1040                                                                                                | CUSIP: 3140HSEN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      468084 | PA      | $469087.71     | 0.00%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.51% 10/01/2030#BS5171                                                                                                | CUSIP: 3140LFW91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      737087 | PA      | $696301.32     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.73% 07/01/2028#AN2005                                                                                                | CUSIP: 3138LEGP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      277313 | PA      | $271581.96     | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.654% 06/25/2029                                                                                 | CUSIP: 3137FNAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1462765 | PA      | $1408882.44    | 0.00%             | 2029-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4% 01/01/2038#BM3254                                                                                                   | CUSIP: 3140J7TL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110353 | PA      | $111356.05     | 0.00%             | 2038-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2032#AP1314                                                                                                 | CUSIP: 3138M4N81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28622 | PA      | $28115.29      | 0.00%             | 2032-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5.5% 03/20/2033                                                                                   | CUSIP: 38373SM61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        4724 | PA      | $4884.36       | 0.00%             | 2033-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 6% 04/25/2033                                                                                         | CUSIP: 31393APN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        3101 | PA      | $3204.04       | 0.00%             | 2033-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.87% 08/01/2031#AN2308                                                                                                | CUSIP: 3138LER60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      214211 | PA      | $205427.51     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 01/01/2042#AX5292                                                                                                   | CUSIP: 3138Y63A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      226960 | PA      | $234995.52     | 0.00%             | 2042-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2048#FM0035                                                                                                 | CUSIP: 3140X3BD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      142217 | PA      | $136015.92     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2045#MA2346                                                                                                 | CUSIP: 31418BTC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6748 | PA      | $6476.38       | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 2.5% 01/20/2065                                                                                     | CUSIP: 38375UUB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        2004 | PA      | $1921.95       | 0.00%             | 2065-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.16% 08/01/2033#BL3453                                                                                                | CUSIP: 3140HUZT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      429760 | PA      | $402360.74     | 0.00%             | 2033-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5% 03/16/2034                                                                                     | CUSIP: 38374FTH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       20159 | PA      | $20658.66      | 0.00%             | 2034-03-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2032#AQ1534                                                                                                 | CUSIP: 3138MGV44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6788 | PA      | $6672.38       | 0.00%             | 2032-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2032#AQ1607                                                                                                 | CUSIP: 3138MGYD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5730 | PA      | $5630.58       | 0.00%             | 2032-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2033#AR7961                                                                                                 | CUSIP: 3138W5Z35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6875 | PA      | $6751.77       | 0.00%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.75% 06/20/2046#AS8104                                                                                                  | CUSIP: 36193UAD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28385 | PA      | $27419.29      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 7% 11/25/2043                                                                                     | CUSIP: 31393X7C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2106 | PA      | $2157.62       | 0.00%             | 2043-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE SOFR30A+633.552 12/25/2037                                                                                            | CUSIP: 31396X2N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       20454 | PA      | $1966.40       | 0.00%             | 2037-12-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+608.552 07/25/2038                                                                        | CUSIP: 31397LX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        8456 | PA      | $849.30        | 0.00%             | 2038-07-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 01/25/2033                                                                                     | CUSIP: 3136ABMM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       44679 | PA      | $2923.53       | 0.00%             | 2033-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+1397.466 03/17/2032                                                                       | CUSIP: 31392CGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |           6 | PA      | $6.24          | 0.00%             | 2032-03-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+613.552 08/15/2036                                                                        | CUSIP: 31397APP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2053 | PA      | $157.70        | 0.00%             | 2036-08-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 01/01/2042#FS0795                                                                                                   | CUSIP: 3140XF3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      280635 | PA      | $268237.06     | 0.00%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2046#BD2956                                                                                                 | CUSIP: 3140FAJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      120301 | PA      | $115055.72     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.61% 06/01/2026#AN1497                                                                                                | CUSIP: 3138LDUX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      296122 | PA      | $294547.13     | 0.00%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.75% 07/20/2046#AS8107                                                                                                  | CUSIP: 36193UAG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       51406 | PA      | $49736.81      | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 07/20/2046#AS8106                                                                                                   | CUSIP: 36193UAF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42251 | PA      | $40311.24      | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.5% 12/15/2039                                                                                   | CUSIP: 31398LLE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2094 | PA      | $2110.63       | 0.00%             | 2039-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+663.552 06/20/2037                                                                         | CUSIP: 38376JDC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        2953 | PA      | $241.19        | 0.00%             | 2037-06-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2044#AL6848                                                                                                   | CUSIP: 3138EPTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20737 | PA      | $21477.48      | 0.00%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.13% 03/01/2027#AN4917                                                                                                | CUSIP: 3138LHPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      367683 | PA      | $364926.82     | 0.00%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2034#BS4824                                                                                                 | CUSIP: 3140LFLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      742207 | PA      | $664390.75     | 0.00%             | 2034-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/01/2046#Q43237                                                                                                   | CUSIP: 3132WGS32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24403 | PA      | $24118.39      | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+588.552 03/25/2038                                                                        | CUSIP: 31397MB30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4202 | PA      | $150.60        | 0.00%             | 2038-03-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.17% 01/01/2029#AN4154                                                                                                | CUSIP: 3138LGTL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      492542 | PA      | $485243.32     | 0.00%             | 2029-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.5% 05/15/2040                                                                                   | CUSIP: 3137A05F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       14272 | PA      | $14387.06      | 0.00%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.88% 12/01/2028#BL0907                                                                                                | CUSIP: 3140HSAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8465 | PA      | $8527.22       | 0.00%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 04/15/2029                                                                                     | CUSIP: 3133TKCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |          73 | PA      | $74.70         | 0.00%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.9% 05/01/2029#AN1872                                                                                                 | CUSIP: 3138LECJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96904 | PA      | $94331.00      | 0.00%             | 2029-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GMACM MTG LN TR                                                                                             | GMACM MTG LN TR 4.75% 01/25/2019                                                                                                 | CUSIP: 36185NM72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         319 | PA      | $175.35        | 0.00%             | 2019-01-25      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP                                                                                | BANC OF AMERICA FUNDING CORP 5.5% 08/25/2035                                                                                     | CUSIP: 05946XF57<br>LEI: 54930034NF48M07EOO61 | Long             | ABS-CBDO         | CORP              | US        |       12923 | PA      | $12728.53      | 0.00%             | 2035-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDYMAC MBS INC                                                                                             | INDYMAC MBS INC 3.75% 10/25/2018                                                                                                 | CUSIP: 45660NRL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         232 | PA      | $212.83        | 0.00%             | 2018-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR                                                                                            | JP MORGAN MTG TR 5.5% 12/25/2019                                                                                                 | CUSIP: 466247JX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         463 | PA      | $457.37        | 0.00%             | 2019-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP                                                                                            | GS MTG SECS CORP TSFR1M+61.448 06/25/2035                                                                                        | CUSIP: 36242D7K3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         197 | PA      | $190.83        | 0.00%             | 2035-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP                                                                                            | GS MTG SECS CORP 6% 09/25/2034                                                                                                   | CUSIP: 36242DCH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         374 | PA      | $381.76        | 0.00%             | 2034-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 5.5% 07/25/2035                                                                                                        | CUSIP: 12667GLC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        3155 | PA      | $2550.63       | 0.00%             | 2035-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 2019-A LLC                                                                       | ELARA HGV TIMESHARE ISSUER 2019-A LLC 3.45% 01/25/2034 144A                                                                      | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       12658 | PA      | $12639.28      | 0.00%             | 2034-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MTG SECS CORP                                                                    | CREDIT SUISS FB MTG SECS CORP 6% 11/25/2035                                                                                      | CUSIP: 225470FN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5851 | PA      | $1332.31       | 0.00%             | 2035-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 5.5% 02/25/2036                                                                                                        | CUSIP: 12668BFL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        8155 | PA      | $4575.07       | 0.00%             | 2036-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCRED LNS MTG PAS                                                                              | RESIDENTIAL ACCRED LNS MTG PAS 5.75% 04/25/2035                                                                                  | CUSIP: 76110H3A5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       14733 | PA      | $13611.80      | 0.00%             | 2035-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR                                                                                            | JP MORGAN MTG TR 5.5% 09/25/2034                                                                                                 | CUSIP: 466247EY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         447 | PA      | $437.32        | 0.00%             | 2034-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MTG SECS CORP                                                                    | CREDIT SUISS FB MTG SECS CORP 5.5% 11/25/2035                                                                                    | CUSIP: 225470FA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5007 | PA      | $1712.10       | 0.00%             | 2035-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWMBS INC PASS THRU CTFS                                                                                    | CWMBS INC PASS THRU CTFS 5.75% 04/25/2034                                                                                        | CUSIP: 12669FPZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1466 | PA      | $1431.20       | 0.00%             | 2034-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG SECS CORP                                                                                | WASHINGTON MUT MTG SECS CORP 7% 03/25/2034                                                                                       | CUSIP: 939336P80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1940 | PA      | $1968.42       | 0.00%             | 2034-03-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CWMBS INC PASS THRU CTFS                                                                                    | CWMBS INC PASS THRU CTFS 5.25% 05/25/2034                                                                                        | CUSIP: 12669FWD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1608 | PA      | $1575.30       | 0.00%             | 2034-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TR                                                                                                | IMPAC CMB TR STEP 03/25/2035                                                                                                     | CUSIP: 45254NLN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1160 | PA      | $1135.91       | 0.00%             | 2035-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR                                                                                         | CITIGROUP MTG LN TR TSFR1M+44.448 12/25/2034                                                                                     | CUSIP: 17307GMC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         416 | PA      | $393.41        | 0.00%             | 2034-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR                                                                                            | JP MORGAN MTG TR 6% 11/25/2034                                                                                                   | CUSIP: 466247JV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        4536 | PA      | $4319.71       | 0.00%             | 2034-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY LN TR                                                                                    | CENTEX HOME EQUITY LN TR 6.36% 07/25/2032                                                                                        | CUSIP: 152314DQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         258 | PA      | $249.40        | 0.00%             | 2032-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2022-1 RECEIVABLES FUNDING LLC                                                             | SIERRA TIMESHARE 2022-1 RECEIVABLES FUNDING LLC 6% 10/20/2038 144A                                                               | CUSIP: 82652TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       73610 | PA      | $73627.48      | 0.00%             | 2038-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GE CAP MTG SVCS INC                                                                                         | GE CAP MTG SVCS INC 6.7% 04/25/2029                                                                                              | CUSIP: 36157RD77<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1623 | PA      | $1629.90       | 0.00%             | 2029-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                                 | GS MORTGAGE SECURITIES CORP 5.5% 05/25/2034                                                                                      | CUSIP: 36228F2K1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         843 | PA      | $838.93        | 0.00%             | 2034-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 LP                                                                                                 | CARS-DB4 LP 4.95% 02/15/2050 144A                                                                                                | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292260 | PA      | $276854.48     | 0.00%             | 2050-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 LP                                                                                                 | CARS-DB4 LP 4.52% 02/15/2050 144A                                                                                                | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      262127 | PA      | $258933.11     | 0.00%             | 2050-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 LP                                                                                                 | CARS-DB4 LP 3.81% 02/15/2050 144A                                                                                                | CUSIP: 12510HAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      135691 | PA      | $129742.48     | 0.00%             | 2050-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PARK G                                                                                            | MRCD 2019-PARK G 2.71752% 12/15/2036 144A                                                                                        | CUSIP: 55348UAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1228000 | PA      | $827365.00     | 0.00%             | 2036-12-15      | Fixed         | 0.03%                 | No            |                  3 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8                                                                        | PROGRESS RESIDENTIAL TRUST 2021-SFR8 2.382% 10/17/2038 144A                                                                      | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      722000 | PA      | $711872.79     | 0.00%             | 2038-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR1 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR1 TR 3.93% 02/17/2041 144A                                                                          | CUSIP: 74333YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      479000 | PA      | $468133.07     | 0.00%             | 2041-02-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR3 TR 5.6% 04/17/2039 144A                                                                           | CUSIP: 74331UAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      588000 | PA      | $588188.40     | 0.00%             | 2039-04-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2021-SFR3 TR 2.688% 05/17/2026 144A                                                                         | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      281728 | PA      | $280185.82     | 0.00%             | 2026-05-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES 2022-1 LLC                                                                          | BUSINESS JET SECURITIES 2022-1 LLC 6.413% 06/15/2037 144A                                                                        | CUSIP: 12327AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      174232 | PA      | $174320.24     | 0.00%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AQUA FIN TR 2020-A                                                                                          | AQUA FIN TR 2020-A 7.15% 07/17/2046 144A                                                                                         | CUSIP: 038413AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      981393 | PA      | $1003480.48    | 0.00%             | 2046-07-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2021-B                                                                       | MARINER FINANCE ISSUANCE TRUST 2021-B 4.68% 11/20/2036 144A                                                                      | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2851467.30    | 0.01%             | 2036-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2021-A                                                                       | MARINER FINANCE ISSUANCE TRUST 2021-A 5.4% 03/20/2036 144A                                                                       | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4500000 | PA      | $4405466.25    | 0.01%             | 2036-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACC TRUST 2022-1                                                                                            | ACC TRUST 2022-1 3.24% 10/20/2025 144A                                                                                           | CUSIP: 00091HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      235264 | PA      | $29638.38      | 0.00%             | 2025-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2045#U93026                                                                                                 | CUSIP: 3132QDA35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12673 | PA      | $12261.23      | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2046#U93155                                                                                                 | CUSIP: 3132QDE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11770 | PA      | $11332.35      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2046#U93158                                                                                                 | CUSIP: 3132QDE72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8826 | PA      | $8497.63       | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2046#U93167                                                                                                 | CUSIP: 3132QDFG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11906 | PA      | $11463.65      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2046#U93172                                                                                                 | CUSIP: 3132QDFM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13863 | PA      | $13347.92      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.07% 05/01/2032#BL6302                                                                                                | CUSIP: 3140HYAC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      443451 | PA      | $396607.63     | 0.00%             | 2032-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.82% 04/01/2032#BL6367                                                                                                | CUSIP: 3140HYCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      995511 | PA      | $887398.10     | 0.00%             | 2032-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 12/20/2047#BB8791                                                                                                     | CUSIP: 3617B0XU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       89889 | PA      | $87787.18      | 0.00%             | 2047-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 03/20/2048#BE9507                                                                                                   | CUSIP: 3617G4R46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       47844 | PA      | $48094.55      | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 03/20/2048#BG2382                                                                                                   | CUSIP: 3617GLUF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       35825 | PA      | $36013.03      | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2048#BG3833                                                                                                   | CUSIP: 3617GNHJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      175028 | PA      | $175891.57     | 0.00%             | 2048-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 10/20/2048#BH9109                                                                                                   | CUSIP: 3617H7DN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      101856 | PA      | $102230.87     | 0.00%             | 2048-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BJ1310                                                                                                   | CUSIP: 3617HNN39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      119166 | PA      | $119530.59     | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 12/20/2048#BJ7085                                                                                                     | CUSIP: 3617HU2S1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       67176 | PA      | $68463.19      | 0.00%             | 2048-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 02/20/2049#BK7188                                                                                                   | CUSIP: 3617J76Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       51162 | PA      | $51350.77      | 0.00%             | 2049-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 02/20/2049#BK7189                                                                                                     | CUSIP: 3617J77A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       61259 | PA      | $62432.94      | 0.00%             | 2049-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 04/20/2072#BL8377                                                                                                    | CUSIP: 3617JMJW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      599785 | PA      | $631480.10     | 0.00%             | 2072-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CK2792                                                                                                    | CUSIP: 3617XXC56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      894552 | PA      | $940230.04     | 0.00%             | 2072-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CK2795                                                                                                    | CUSIP: 3617XXC80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1387597 | PA      | $1453371.36    | 0.00%             | 2072-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 02/20/2072#CK2783                                                                                                    | CUSIP: 3617XXCU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1052658 | PA      | $1102094.69    | 0.00%             | 2072-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CK2802                                                                                                    | CUSIP: 3617XXDF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      590918 | PA      | $618351.58     | 0.00%             | 2072-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 04/20/2072#CK2804                                                                                                    | CUSIP: 3617XXDH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      982986 | PA      | $1028801.42    | 0.00%             | 2072-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CL4592                                                                                                    | CUSIP: 3617YCC51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      575085 | PA      | $599613.52     | 0.00%             | 2072-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 03/20/2052#CL5064                                                                                                   | CUSIP: 3617YCTV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      366292 | PA      | $340453.14     | 0.00%             | 2052-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 04/20/2052#CL5137                                                                                                     | CUSIP: 3617YCV68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      238470 | PA      | $231179.36     | 0.00%             | 2052-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CL8122                                                                                                    | CUSIP: 3617YGAX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      983892 | PA      | $1034472.72    | 0.00%             | 2072-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CM9934                                                                                                    | CUSIP: 3617YWBB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      382433 | PA      | $400349.93     | 0.00%             | 2072-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CM9946                                                                                                    | CUSIP: 3617YWBP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      356031 | PA      | $372898.00     | 0.00%             | 2072-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 12/20/2052#MA8488                                                                                                     | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1185728 | PA      | $1150587.31    | 0.00%             | 2052-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 11/20/2052#MA8426                                                                                                     | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2364868 | PA      | $2294042.67    | 0.01%             | 2052-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARNOW AUTO RECEIVABLES TRUST 2022-1                                                                        | CARNOW AUTO RECEIVABLES TRUST 2022-1 8.29% 08/15/2028 144A                                                                       | CUSIP: 14367LAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      351000 | PA      | $10298.20      | 0.00%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST                                                                                      | LENDMARK FUNDING TRUST 5.05% 11/20/2031 144A                                                                                     | CUSIP: 52607MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2879060.40    | 0.01%             | 2031-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2021-R1                                                                                      | TOWD PT MTG TR 2021-R1 3.1768% 11/30/2060 144A                                                                                   | CUSIP: 89179TAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      877659 | PA      | $797396.38     | 0.00%             | 2060-11-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K63 MORTGAGE TRUST                                                                               | FREMF 2017-K63 MORTGAGE TRUST VAR 02/25/2050 144A                                                                                | CUSIP: 30300HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      146276 | PA      | $144824.46     | 0.00%             | 2050-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2019-2 TR                                                                                | HOME PARTNERS AMER 2019-2 TR 3.32% 10/19/2039 144A                                                                               | CUSIP: 43732TAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      269944 | PA      | $263024.43     | 0.00%             | 2039-10-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMSR 2022-SFR1 TRUST                                                                                        | AMSR 2022-SFR1 TRUST 6.021% 03/17/2039 144A                                                                                      | CUSIP: 00179WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      373005 | PA      | $371612.87     | 0.00%             | 2039-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW07 MTG TR                                                                                      | FREMF 2018-KW07 X2B MTG TR 0.1% 10/25/2031 144A                                                                                  | CUSIP: 30297NAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      495949 | PA      | $1061.58       | 0.00%             | 2031-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW07 MTG TR                                                                                      | FREMF 2018-KW07 X2A MTG TR 0.1% 10/25/2031 144A                                                                                  | CUSIP: 30297NAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2916177 | PA      | $5535.20       | 0.00%             | 2031-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW06 MTG TR                                                                                      | FREMF 2018-KW06 X2B MTG TR 0.1% 06/25/2028 144A                                                                                  | CUSIP: 30306WAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      486684 | PA      | $916.13        | 0.00%             | 2028-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW06 MTG TR                                                                                      | FREMF 2018-KW06 X2A MTG TR 0.1% 06/25/2028 144A                                                                                  | CUSIP: 30306WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2944618 | PA      | $4918.69       | 0.00%             | 2028-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2021-B                                                                                  | OPORTUN ISSUANCE TR 2021-B C 3.65% 05/08/2031 144A                                                                               | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      458571 | PA      | $454818.64     | 0.00%             | 2031-05-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERO FDG III                                                                                                | HERO FDG III 2017-1A A 3.5% 09/21/2043 144A                                                                                      | CUSIP: 42771BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       46049 | PA      | $41789.61      | 0.00%             | 2043-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K61 MORTGAGE TRUST                                                                               | FREMF 2017-K61 C MORTGAGE TRUST CSTR 12/25/2049 144A                                                                             | CUSIP: 30296AAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      156369 | PA      | $154403.50     | 0.00%             | 2049-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-KL05 MTG TR                                                                                      | FREMF 2019-KL05 CHG MTG TR 4.37% 02/25/2029 144A                                                                                 | CUSIP: 30311NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      339771 | PA      | $311314.43     | 0.00%             | 2029-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERO FDG 2017-3                                                                                             | HERO FDG 2017-3A A2 3.95% 09/20/2048 144A                                                                                        | CUSIP: 42771AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       36974 | PA      | $35090.91      | 0.00%             | 2048-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KGS-ALPHA SBA COOF TRUST SERIES 2012-4                                                                      | KGS-ALPHA SBA COOF TRUST SERIES 2012-4 CSTR 09/25/2037 144A                                                                      | CUSIP: 48247QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       34892 | PA      | $582.69        | 0.00%             | 2037-09-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST 2019-MH1                                                                             | CASCADE MH ASSET TRUST 2019-MH1 5% 11/25/2044 144A                                                                               | CUSIP: 14732FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      497340 | PA      | $472893.35     | 0.00%             | 2044-11-25      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| COOF SECURITIZATION TRUST 2014-1 LTD                                                                        | COOF SECURITIZATION TRUST 2014-1 LTD VAR 06/25/2040 144A                                                                         | CUSIP: 12631UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       24938 | PA      | $1575.37       | 0.00%             | 2040-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 7.17% 04/25/2027 144A                                                                                         | CUSIP: 30259RAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      675797 | PA      | $682182.40     | 0.00%             | 2027-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 6.19% 04/25/2027 144A                                                                                         | CUSIP: 30259RAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4292553 | PA      | $4325388.03    | 0.01%             | 2027-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 4.44% 10/25/2026 144A                                                                                         | CUSIP: 30259RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      661257 | PA      | $649416.07     | 0.00%             | 2026-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2021-R1                                                                                      | TOWD PT MTG TR 2021-R1 2.91808% 11/30/2060 144A                                                                                  | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      986941 | PA      | $912937.33     | 0.00%             | 2060-11-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 2021-A LLC                                                                       | ELARA HGV TIMESHARE ISSUER 2021-A LLC 3.32% 08/27/2035 144A                                                                      | CUSIP: 28416LAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      176458 | PA      | $169119.60     | 0.00%             | 2035-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOODGREEN 2017-2 TRUST                                                                                      | GOODGREEN 2017-2 TRUST 3.26% 10/15/2053 144A                                                                                     | CUSIP: 38218QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      105285 | PA      | $97367.12      | 0.00%             | 2053-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-KL05 MTG TR                                                                                      | FREMF 2019-KL05 BHG MTG TR VAR 02/25/2029 144A                                                                                   | CUSIP: 30311NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105465 | PA      | $99676.91      | 0.00%             | 2029-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-KBF3 MORTGAGE TRUST                                                                              | FREMF 2019-KBF3 MORTGAGE TRUST SOFR30A+475 01/25/2029 144A                                                                       | CUSIP: 30311TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      252453 | PA      | $244223.99     | 0.00%             | 2029-01-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG K-1520 X3 MLT CTF GT VAR 04/25/2039                                                                          | CUSIP: 3137FYTZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130186 | PA      | $29858.34      | 0.00%             | 2039-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 F1                                                                                            | FKH 2021-SFR1 E2 2.489% 08/17/2038 144A                                                                                          | CUSIP: 33767WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292000 | PA      | $288183.82     | 0.00%             | 2038-08-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK                                                              | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK SOFR30A+ 01/25/2051 144A                                                          | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4893281 | PA      | $5077576.64    | 0.01%             | 2051-01-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MSCR 2021-MN3 M1                                                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK 21-MN3 M1 SOFR30A+ 11/25/2051 144A                                                | CUSIP: 35563GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       52576 | PA      | $52619.13      | 0.00%             | 2051-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MSCR 2022-MN4 M2                                                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK 22-MN4 M2 SOFR30A+ 05/25/2052 144A                                                | CUSIP: 35563HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      182845 | PA      | $201206.11     | 0.00%             | 2052-05-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| HERO FDG 2017-2                                                                                             | HERO FDG 2017-2A A2 4.07% 09/20/2048 144A                                                                                        | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       41864 | PA      | $40220.00      | 0.00%             | 2048-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERO FDG TR 2015-3                                                                                          | HERO FDG TR 2015-3A A 4.28% 09/20/2041 144A                                                                                      | CUSIP: 42771TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       24346 | PA      | $24166.37      | 0.00%             | 2041-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 TR                                                                                           | AMSR 2021-SFR2 F1 TR 3.275% 08/17/2038 144A                                                                                      | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      380318 | PA      | $376210.15     | 0.00%             | 2038-08-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR3 TRUST                                                                                        | AMSR 2021-SFR3 E2 TRUST 2.427% 10/17/2038 144A                                                                                   | CUSIP: 00180UAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3178896 | PA      | $3123493.25    | 0.01%             | 2038-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                                                                                      | ARBOR REALTY TRUST INC 5% 04/30/2026                                                                                             | CUSIP: 038923AW8<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |      146000 | PA      | $145779.72     | 0.00%             | 2026-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                                                                                      | ARBOR REALTY TRUST INC 4.5% 09/01/2026 144A                                                                                      | CUSIP: 038923AX6<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |      570000 | PA      | $562152.49     | 0.00%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                                                                                      | ARBOR REALTY TRUST INC 4.5% 03/15/2027 144A                                                                                      | CUSIP: 038923AQ1<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |      877000 | PA      | $840498.26     | 0.00%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACCELERATED 2021-1H LLC                                                                                     | ACCELERATED 2021-1H D LLC 3.58% 10/20/2040 144A                                                                                  | CUSIP: 00439KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       59511 | PA      | $55299.74      | 0.00%             | 2040-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KGS-ALPHA SBA COOF TR SER 2012-2                                                                            | KGS-ALPHA SBA COOF TR SER 2012-2 A CSTR 08/25/2038 144A                                                                          | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       32063 | PA      | $456.83        | 0.00%             | 2038-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2021-B                                                                                  | OPORTUN ISSUANCE TR 2021-B B 1.96% 05/08/2031 144A                                                                               | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       28631 | PA      | $28183.90      | 0.00%             | 2031-05-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREAT AJAX OPERATING PARTNERSHIP LP                                                                         | GREAT AJAX OPERATING PARTNERSHIP LP 9.875% 09/01/2027 144A                                                                       | CUSIP: 38982GAA4<br>LEI: 549300IMX0KE8QJMZ613 | Long             | DBT              | CORP              | US        |      672000 | PA      | $656182.09     | 0.00%             | 2027-09-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| RENEW 2017-1                                                                                                | RENEW 2017-1A B 5.75% 09/20/2052 144A                                                                                            | CUSIP: 75973LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        2140 | PA      | $2137.75       | 0.00%             | 2052-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHH MORTGAGE TRUST SERIES 2008-CIM2                                                                         | PHH MORTGAGE TRUST SERIES 2008-CIM2 6% 07/25/2038                                                                                | CUSIP: 69338AAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1140 | PA      | $996.93        | 0.00%             | 2038-07-25      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| E3 2019-1                                                                                                   | E3 2019-1 3.1% 09/20/2055 144A                                                                                                   | CUSIP: 269330AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      109042 | PA      | $97466.44      | 0.00%             | 2055-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST 2017-1A                                                                                  | HERO FUNDING TRUST 2017-1A 4.46% 09/20/2047 144A                                                                                 | CUSIP: 42771XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       40937 | PA      | $39621.24      | 0.00%             | 2047-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST                                                                    | SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST VAR 02/13/2053 144A                                                                     | CUSIP: 78397EAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1554589 | PA      | $56284.68      | 0.00%             | 2053-02-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TR 2022-MH1                                                                                | CASCADE MH ASSET TRUST 2022-MH1 STEP 08/25/2054 144A                                                                             | CUSIP: 14732KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      396968 | PA      | $322178.95     | 0.00%             | 2054-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARS MTI-1 L P / CARS MTI-2 L L C / CARS MTI-3 L L C / CARS MTI-4 L P / CARS MTI-5 L P / (CARS MTI-7 L L C) | CARS MTI-1 L P / CARS MTI-2 L L C / CARS MTI-3 L L C / CARS MTI-4 L P / CARS MTI-5 L P / (CARS MTI-7 L L C) 3.1% 12/15/2050 144A | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165297 | PA      | $160110.09     | 0.00%             | 2050-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RENEW 2017-2                                                                                                | RENEW 2017-2 3.22% 09/22/2053 144A                                                                                               | CUSIP: 75973KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      233028 | PA      | $216120.54     | 0.00%             | 2053-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RENEW 2017-1                                                                                                | RENEW 2017-1 3.67% 09/20/2052 144A                                                                                               | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       21116 | PA      | $20078.45      | 0.00%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST 2016-3                                                                                   | HERO FUNDING TRUST 2016-3 3.08% 09/20/2042 144A                                                                                  | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       11010 | PA      | $10442.68      | 0.00%             | 2042-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HERO FDG 2017-3                                                                                             | HERO FDG 2017-3 3.19% 09/20/2048 144A                                                                                            | CUSIP: 42771AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       44795 | PA      | $41535.71      | 0.00%             | 2048-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KGS-ALPHA SBA COOF TRUST 2013-2                                                                             | KGS-ALPHA SBA COOF TRUST 2013-2 A CSTR 03/25/2039 144A                                                                           | CUSIP: 48248XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       27548 | PA      | $637.93        | 0.00%             | 2039-03-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HOME RE 2022-1 LTD                                                                                          | HOME RE 2022-1 LTD SOFR30A+550 10/25/2034 144A                                                                                   | CUSIP: 43730GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      382561 | PA      | $392859.08     | 0.00%             | 2034-10-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.25% 04/01/2033#BS1636                                                                                                | CUSIP: 3140LBZA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1272605 | PA      | $1141133.20    | 0.00%             | 2033-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 21-GT1 B 4.36% 07/25/2026 144A                                                                                | CUSIP: 30259RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      234042 | PA      | $229767.39     | 0.00%             | 2026-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW07 MTG TR                                                                                      | FREMF 2018-KW07 C MTG TR 0% 10/25/2031 144A                                                                                      | CUSIP: 30297NAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      380318 | PA      | $309923.91     | 0.00%             | 2031-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-KW10 MORTGAGE TRUST                                                                              | FREMF 2019-KW10 B MORTGAGE TRUST CSTR 10/25/2032 144A                                                                            | CUSIP: 30298XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      268271 | PA      | $252807.08     | 0.00%             | 2032-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 04/25/2031                                                                                    | CUSIP: 3137FYUM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      375930 | PA      | $44376.58      | 0.00%             | 2031-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BWAY 2013-1515 MTG TR                                                                                       | BWAY 2013-1515 MTG TR VAR 03/10/2033 144A                                                                                        | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      146276 | PA      | $125109.19     | 0.00%             | 2033-03-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWREZ LLC / NEWRES GMSR EXCESS OWNER LLC                                                                   | NEWREZ LLC / NEWRES GMSR EXCESS OWNER LLC GNT1 A 3.474% 11/25/2026 144A                                                          | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1380118 | PA      | $1360872.45    | 0.00%             | 2026-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                                                          | COTERRA ENERGY INC 3.9% 05/15/2027                                                                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99884.31      | 0.00%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 TR 0% 09/29/2029 144A                                                                                             | CUSIP: 12529YCG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5353696 | PA      | $4316758.43    | 0.01%             | 2029-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2017-FRE2                                                                                    | TOWD PT MTG TR 2017-FRE2 STEP 11/25/2047 144A                                                                                    | CUSIP: 89175GAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       30023 | PA      | $29882.04      | 0.00%             | 2047-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONN AVE SECS TR 2019-01                                                                        | MULTIFAMILY CONN AVE SECS TR 2019-01 M10 SOFR30A+336.448 10/25/2049 144A                                                         | CUSIP: 62547NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3449952 | PA      | $3502721.52    | 0.01%             | 2049-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NW RE-REMIC TR 2021-FRR1                                                                                    | NW RE-REMIC TR 2021-FRR1 BK88 VAR 12/18/2051 144A                                                                                | CUSIP: 62955LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      267686 | PA      | $234517.05     | 0.00%             | 2051-12-18      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONN AVE SECS TR 2020-01                                                                        | MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 M10 SOFR30A+386.448 03/25/2050 144A                                      | CUSIP: 62548QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4012776 | PA      | $4072212.68    | 0.01%             | 2050-03-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 BK58 TR CSTR 09/29/2029 144A                                                                                      | CUSIP: 12529YBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      327366 | PA      | $315496.59     | 0.00%             | 2029-09-29      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 BK98 TR 0% 08/29/2029 144A                                                                                        | CUSIP: 12529YBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2368616 | PA      | $1898358.56    | 0.00%             | 2029-08-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 BK99 TR 0% 09/29/2029 144A                                                                                        | CUSIP: 12529YCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      447606 | PA      | $329697.36     | 0.00%             | 2029-09-29      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FREMF 2018-KW06 MTG TR                                                                                      | FREMF 2018-KW06 C MTG TR 0% 06/25/2028 144A                                                                                      | CUSIP: 30306WAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      365011 | PA      | $308401.30     | 0.00%             | 2028-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2021-3 TR                                                                                | HOME PARTNERS AMER 2021-3 TR 3.347% 01/17/2041 144A                                                                              | CUSIP: 43730XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      387516 | PA      | $362826.82     | 0.00%             | 2041-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KHG1 MORTGAGE TRUST                                                                              | FREMF 2018-KHG1 C MORTGAGE TRUST CSTR 12/25/2027 144A                                                                            | CUSIP: 30309FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      971831 | PA      | $932222.76     | 0.00%             | 2027-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2045#U92996                                                                                                 | CUSIP: 3132HDGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5242 | PA      | $5015.00       | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF VAR 11/25/2028                                                                                        | CUSIP: 3136BBSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      869200 | PA      | $30905.27      | 0.00%             | 2028-11-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM VAR 03/20/2067                                                                                      | CUSIP: 38376R2M7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      135756 | PA      | $5674.71       | 0.00%             | 2067-03-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.803% 12/01/2026#AL6937                                                                                               | CUSIP: 3138EPV76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         269 | PA      | $268.35        | 0.00%             | 2026-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 08/25/2041                                                                                    | CUSIP: 31392A5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      139618 | PA      | $697.36        | 0.00%             | 2041-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 02/25/2044                                                                                    | CUSIP: 31393YV51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       52119 | PA      | $232.88        | 0.00%             | 2044-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM VAR 06/20/2067                                                                                      | CUSIP: 38376R5T9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      193348 | PA      | $5029.41       | 0.00%             | 2067-06-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                                                   | FEDERAL NATL MTG ASSN STRIPPED VAR 10/25/2037                                                                                    | CUSIP: 3136FFQS1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |        1317 | PA      | $272.05        | 0.00%             | 2037-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT VAR 02/20/2029                                                                                    | CUSIP: 38379BNP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        1755 | PA      | $1752.33       | 0.00%             | 2029-02-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM ARM 3.995% 10/01/2037#1Q0476                                                                                                | CUSIP: 3128S4Q59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1029 | PA      | $1073.10       | 0.00%             | 2037-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 08/25/2042                                                                                    | CUSIP: 31392ET34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       29536 | PA      | $403.78        | 0.00%             | 2042-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 06/25/2029                                                                                    | CUSIP: 31392DD66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       52473 | PA      | $893.61        | 0.00%             | 2029-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 01/25/2034                                                                                    | CUSIP: 3137FWHN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3402147 | PA      | $118495.42     | 0.00%             | 2034-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 06/25/2029                                                                                    | CUSIP: 3137FNAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5143082 | PA      | $138379.76     | 0.00%             | 2029-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 10/25/2055                                                                                    | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      598248 | PA      | $86288.39      | 0.00%             | 2055-10-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR12M+109.513 06/20/2066                                                                          | CUSIP: 38376RWL6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       42715 | PA      | $43227.59      | 0.00%             | 2066-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTG BACKED SECS 2004 K TR                                                                       | WELLS FARGO MTG BACK SEC 04 K VAR 07/25/2034                                                                                     | CUSIP: 94981VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         578 | PA      | $579.75        | 0.00%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU MTG PASS THROUGH CTFS VAR 10/25/2034                                                                                        | CUSIP: 92922FYA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2463 | PA      | $2280.06       | 0.00%             | 2034-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVS INC                                                                                 | MERRILL LYNCH MTGE INVS INC VAR 09/25/2029                                                                                       | CUSIP: 59020UGH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         258 | PA      | $248.33        | 0.00%             | 2029-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SACO I INC                                                                                                  | SACO I INC 7% 08/25/2036 144A                                                                                                    | CUSIP: 073919AK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         207 | PA      | $189.51        | 0.00%             | 2036-08-25      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM VAR 05/20/2067                                                                                      | CUSIP: 38376R4N3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      438211 | PA      | $15502.49      | 0.00%             | 2067-05-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 12/25/2041                                                                                    | CUSIP: 31392B6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      354610 | PA      | $1897.48       | 0.00%             | 2041-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 05/25/2044                                                                                    | CUSIP: 31394AB88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      175643 | PA      | $1394.89       | 0.00%             | 2044-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM VAR 06/20/2067                                                                                      | CUSIP: 38376R5Q5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      176024 | PA      | $7513.83       | 0.00%             | 2067-06-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTG PASSTHRU TR                                                                               | FIRST HORIZON MTG PASSTHRU TR VAR 12/25/2034                                                                                     | CUSIP: 32051GBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1030 | PA      | $1011.12       | 0.00%             | 2034-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORT LOAN TR                                                                                 | MORGAN STANLEY MORT LOAN TR VAR 09/25/2034                                                                                       | CUSIP: 61748HCK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         551 | PA      | $541.70        | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECS CORP                                                                                  | STRUCTURED ASSET SECS CORP VAR 12/25/2033                                                                                        | CUSIP: 86359BBR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        9969 | PA      | $9544.00       | 0.00%             | 2033-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECS CORP                                                                                  | STRUCTURED ASSET SECS CORP VAR 09/25/2033                                                                                        | CUSIP: 86359AS95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5284 | PA      | $5085.34       | 0.00%             | 2033-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 VAR 11/25/2060 144A                                                            | CUSIP: 35563P4Q9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      142143 | PA      | $105682.21     | 0.00%             | 2060-11-25      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 VAR 09/25/2060 144A                                                            | CUSIP: 35563PWX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      302218 | PA      | $248169.18     | 0.00%             | 2060-09-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 4.65% 08/15/2062                                                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $1568325.04    | 0.00%             | 2062-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.52% 01/13/2028                                                                                    | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $206190.43     | 0.00%             | 2028-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.766% 01/13/2033                                                                                   | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $429823.23     | 0.00%             | 2033-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 6.35% 02/09/2035                                                                                    | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1200000 | PA      | $1266600.00    | 0.00%             | 2035-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 5.3% 02/01/2053                                                                                           | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       95000 | PA      | $90836.15      | 0.00%             | 2053-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 6.534%/VAR 01/10/2029                                                                            | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $208662.73     | 0.00%             | 2029-01-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 6.125% 03/15/2033                                                                                                 | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1271282.54    | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                                                    | EXPORT IMPORT BANK KOREA 5.125% 01/11/2033                                                                                       | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |      515000 | PA      | $547081.90     | 0.00%             | 2033-01-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 4.9% 02/01/2033                                                                                           | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      945000 | PA      | $972438.81     | 0.00%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 6.4% 01/09/2033                                                                                         | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      291000 | PA      | $316717.24     | 0.00%             | 2033-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                                                     | PUBLIC SERVICE CO OF OK 5.25% 01/15/2033                                                                                         | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |      113000 | PA      | $117044.26     | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6.75% 01/15/2053                                                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1728904.67    | 0.00%             | 2053-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 6.301%/VAR 01/09/2029 144A                                                                                | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      297000 | PA      | $308379.03     | 0.00%             | 2029-01-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                                                    | EUROPEAN INVESTMENT BANK 2.875% 01/12/2033 REGS                                                                                  | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |       70000 | PA      | $84136.30      | 0.00%             | 2033-01-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                                    | TOYOTA MOTOR CREDIT CORP 4.625% 01/12/2028                                                                                       | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      118000 | PA      | $119994.34     | 0.00%             | 2028-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.125% 01/18/2028 144A                                                                                                   | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      541000 | PA      | $552511.05     | 0.00%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029                                                                              | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      267000 | PA      | $279245.06     | 0.00%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                                | ECOPETROL SA 8.875% 01/13/2033                                                                                                   | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      647000 | PA      | $687049.30     | 0.00%             | 2033-01-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                                           | VENTURE GLOBAL CALCASIEU PASS LLC 6.25% 01/15/2030 144A                                                                          | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2245961.55    | 0.00%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 02/01/2053#MA4918                                                                                                   | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      534936 | PA      | $541237.88     | 0.00%             | 2053-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2053#                                                                                                       | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2094339 | PA      | $2078766.36    | 0.00%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 02/01/2053#                                                                                                       | CUSIP: 3132DWGD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26439 | PA      | $24939.49      | 0.00%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                                        | WEC ENERGY GROUP INC 4.75% 01/15/2028                                                                                            | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     4080000 | PA      | $4142098.05    | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R01                                                                | CONNECTICUT AVENUE SECURITIES TRUST 2023-R01 SOFR30A+240 12/25/2042 144A                                                         | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      556545 | PA      | $570868.84     | 0.00%             | 2042-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-AUTO RECEIVABLES TR 2023-1                                                                         | MERCEDES-BENZ AUTO RECEIVABLES TR 2023-1 4.51% 11/15/2027                                                                        | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1092650 | PA      | $1094636.51    | 0.00%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#SD1772                                                                                                   | CUSIP: 3132DN6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1243728 | PA      | $1223553.09    | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2052#FS1647                                                                                                   | CUSIP: 3140XGZM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1134671 | PA      | $1114846.71    | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 4.95% 09/15/2052                                                                                      | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      190000 | PA      | $173456.78     | 0.00%             | 2052-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                                           | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                                                         | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      220000 | PA      | $225879.28     | 0.00%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR CORP US                                                                          | SEALED AIR CORP/SEALED AIR CORP US 6.125% 02/01/2028 144A                                                                        | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $329515.23     | 0.00%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                                                | TRANSOCEAN INTERNATIONAL LTD 8.75% 02/15/2030 144A                                                                               | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      122500 | PA      | $128165.70     | 0.00%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 7.375% 02/01/2031 144A                                                                                        | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      637000 | PA      | $661216.69     | 0.00%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.123%/VAR 02/01/2029                                                                                             | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5851000 | PA      | $5972303.40    | 0.01%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.948%/VAR 01/19/2038                                                                                             | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1366000 | PA      | $1439402.38    | 0.00%             | 2038-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 5.5% 01/25/2035 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $405264.19     | 0.00%             | 2035-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 6.25% 05/26/2028 144A                                                                                         | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      995000 | PA      | $1036043.75    | 0.00%             | 2028-05-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 6.25% 05/26/2028 REGS                                                                                         | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     1308000 | PA      | $1361955.00    | 0.00%             | 2028-05-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.5% 01/31/2030                                                                                                        | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10480000 | PA      | $10495556.30   | 0.02%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.5% 01/31/2028                                                                                                        | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    89492000 | PA      | $89663293.06   | 0.20%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2052#SD2175                                                                                                   | CUSIP: 3132DPMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      234670 | PA      | $238828.01     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 01/01/2053#SD2186                                                                                                   | CUSIP: 3132DPNB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      801421 | PA      | $815244.60     | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2059#BM6734                                                                                                   | CUSIP: 3140JBPU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      282272 | PA      | $272311.95     | 0.00%             | 2059-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 5.122%/VAR 01/26/2034                                                                                      | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1061604.65    | 0.00%             | 2034-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                                   | CAESARS ENTERTAINMENT INC 7% 02/15/2030 144A                                                                                     | CUSIP: 12769GAB6<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2691252.38    | 0.01%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 4.543%/VAR 02/01/2029                                                                                  | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      133000 | PA      | $134557.79     | 0.00%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                                           | UNITED KINGDOM G.B. and N.IRELAND 3.75% 10/22/2053 REGS                                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2700000 | PA      | $2938213.90    | 0.01%             | 2053-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LL                                                                                  | CRESCENT ENERGY FINANCE LLC 9.25% 02/15/2028 144A                                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     1279000 | PA      | $1316183.09    | 0.00%             | 2028-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2052#MA4847                                                                                                   | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2819033 | PA      | $2912560.42    | 0.01%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DLLAD 2023-1A                                                                                               | DLLAD 2023-1A 4.79% 01/20/2028 144A                                                                                              | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      793097 | PA      | $796121.05     | 0.00%             | 2028-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 4.839%/VAR 02/01/2034                                                                                             | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      213000 | PA      | $216139.02     | 0.00%             | 2034-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.82% 12/25/2032                                                                                  | CUSIP: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      731382 | PA      | $724054.43     | 0.00%             | 2032-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                                                     | CORPORACION NACIONAL DEL COBRE DE CHILE 5.125% 02/02/2033 REGS                                                                   | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |      350000 | PA      | $357565.25     | 0.00%             | 2033-02-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#FM9505                                                                                                 | CUSIP: 3140XDR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3582376 | PA      | $3139140.07    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#FM9517                                                                                                 | CUSIP: 3140XDSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3105289 | PA      | $2721081.45    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.625% 02/15/2053                                                                                    | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   101636000 | PA      | $85318657.30   | 0.19%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.5% 02/15/2033                                                                                                        | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   197000000 | PA      | $194298944.82  | 0.43%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                                                    | QUEENSLAND TREASURY CORP 4.5% 08/22/2035 144A REGS                                                                               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     2200000 | PA      | $1483966.74    | 0.00%             | 2035-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 02/01/2052#RA6799                                                                                                 | CUSIP: 3133KNRU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      517755 | PA      | $491944.82     | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2052#CB2679                                                                                                 | CUSIP: 3140QM6R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      280655 | PA      | $266663.70     | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/01/2052#CB2906                                                                                                 | CUSIP: 3140QNGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      664196 | PA      | $629840.22     | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 5.15% 04/15/2053                                                                                  | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       31000 | PA      | $28130.00      | 0.00%             | 2053-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPER STANDARD AUTO INC                                                                                    | COOPER STANDARD AUTO INC PIK VAR 05/15/2027 144A                                                                                 | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      143968 | PA      | $145878.89     | 0.00%             | 2027-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                                                      | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 04/15/2028 144A                                                     | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101150.80     | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 7.079%/VAR 02/10/2034                                                                             | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     2110000 | PA      | $2320876.46    | 0.01%             | 2034-02-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                                       | NORTHROP GRUMMAN CORP 4.95% 03/15/2053                                                                                           | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       74000 | PA      | $68027.53      | 0.00%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 4.95% 03/15/2028                                                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      800000 | PA      | $816409.74     | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                                             | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                                             | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $302505.09     | 0.00%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 5.05% 07/15/2033                                                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      315000 | PA      | $324931.43     | 0.00%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 4.9% 02/28/2028                                                                                     | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101801.89     | 0.00%             | 2028-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 5.25% 02/28/2053                                                                                    | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       81000 | PA      | $75595.80      | 0.00%             | 2053-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.5% 02/15/2028 144A                                      | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1129669.20    | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 5.125% 02/10/2030                                                                                                     | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103228.07     | 0.00%             | 2030-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 5.625% 02/10/2043                                                                                                     | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       97000 | PA      | $95056.72      | 0.00%             | 2043-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 5.7% 02/10/2053                                                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      170000 | PA      | $161455.90     | 0.00%             | 2053-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                                        | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                                                      | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      195000 | PA      | $200182.32     | 0.00%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                       | AMERICAN AIRLINES INC 7.25% 02/15/2028 144A                                                                                      | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81533.55      | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 6.7% 02/14/2033                                                                                                    | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      285000 | PA      | $297193.72     | 0.00%             | 2033-02-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2023-SFR1 TR                                                                           | PROGRESS RESIDENTIAL 2023-SFR1 E1 TR 6.15% 03/17/2040 144A                                                                       | CUSIP: 74334FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1822000 | PA      | $1825599.36    | 0.00%             | 2040-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                                                    | WASTE MANAGEMENT INC DEL 4.625% 02/15/2030                                                                                       | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      220000 | PA      | $225241.11     | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.75% 08/15/2028 144A                                                                                              | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101750.00     | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                                                        | WYNN RESORTS FIN LLC / CAP CORP 7.125% 02/15/2031 144A                                                                           | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1263529.80    | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 4.812% 02/13/2033                                                                                     | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     2409000 | PA      | $2469222.30    | 0.01%             | 2033-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                                                    | JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A                                                                                   | CUSIP: 469815AL8<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |      775000 | PA      | $756756.50     | 0.00%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.875% 02/15/2043                                                                                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10713000 | PA      | $9925427.16    | 0.02%             | 2043-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2053#MA4958                                                                                                 | CUSIP: 31418EQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50126 | PA      | $49752.83      | 0.00%             | 2053-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2053#                                                                                                       | CUSIP: 31418EQR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37788 | PA      | $35644.75      | 0.00%             | 2053-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2050#FM4959                                                                                                   | CUSIP: 3140X8QM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1369007 | PA      | $1146053.56    | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2052#SD2253                                                                                                 | CUSIP: 3132DPQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42510 | PA      | $40125.01      | 0.00%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.375% 02/15/2033                                                                                         | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1533169.57    | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.125% 02/15/2030                                                                                         | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     7455000 | PA      | $7745651.44    | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 4.875% 02/15/2028                                                                                         | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      412000 | PA      | $420065.44     | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5.125% 02/21/2030                                                                                                | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2746000 | PA      | $2832288.60    | 0.01%             | 2030-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                                                    | TUCSON ELECTRIC POWER CO 5.5% 04/15/2053                                                                                         | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |       63000 | PA      | $61245.02      | 0.00%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                         | CONSUMERS ENERGY CO 4.625% 05/15/2033                                                                                            | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      279000 | PA      | $282779.35     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 02/01/2036#SB8088                                                                                                 | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45090 | PA      | $41245.57      | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 5.475%/VAR 02/22/2031                                                                                 | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $419321.30     | 0.00%             | 2031-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 5.422%/VAR 02/22/2029                                                                                 | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2350000 | PA      | $2414855.14    | 0.01%             | 2029-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 5.65% 03/02/2053                                                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1477363.23    | 0.00%             | 2053-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 5.6% 03/02/2043                                                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3512000 | PA      | $3589364.72    | 0.01%             | 2043-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 5.25% 03/02/2030                                                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     4630000 | PA      | $4831649.88    | 0.01%             | 2030-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 5.15% 03/02/2028                                                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3970000 | PA      | $4065602.48    | 0.01%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4.5% 10/01/2042#RB5189                                                                                                 | CUSIP: 3133KYXS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2514701 | PA      | $2552582.72    | 0.01%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 02/29/2028                                                                                                          | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3359000 | PA      | $3397707.23    | 0.01%             | 2028-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 09/20/2052#MA8270                                                                                                   | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1310525 | PA      | $1339133.46    | 0.00%             | 2052-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 11/20/2052#MA8429                                                                                                   | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1025120 | PA      | $1046856.84    | 0.00%             | 2052-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 01/20/2053#MA8568                                                                                                   | CUSIP: 36179XQV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      405680 | PA      | $403750.91     | 0.00%             | 2053-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                                                     | PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031                                                                                         | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     3070000 | PA      | $3009012.06    | 0.01%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                                                     | PILGRIMS PRIDE CORP NEW 3.5% 03/01/2032                                                                                          | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     3345000 | PA      | $3133364.53    | 0.01%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2052#SD0856                                                                                                   | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41026 | PA      | $34255.04      | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                                                 | YORKSHIRE WATER FINANCE PLC 5.5% 04/28/2035 REGS                                                                                 | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      134000 | PA      | $176805.48     | 0.00%             | 2035-04-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                                                 | CENTERPOINT ENERGY RES CORP 5.25% 03/01/2028                                                                                     | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     3110000 | PA      | $3193641.30    | 0.01%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2028#FS3865                                                                                                   | CUSIP: 3140XKJK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      680238 | PA      | $669830.41     | 0.00%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COOPER STANDARD AUTO INC                                                                                    | COOPER STANDARD AUTO INC PIK VAR 03/31/2027 144A                                                                                 | CUSIP: 216762AH7<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      202568 | PA      | $207084.46     | 0.00%             | 2027-03-31      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                                                          | AON CORP / AON GLOBAL HOLDINGS PLC 5.35% 02/28/2033                                                                              | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      101000 | PA      | $105688.68     | 0.00%             | 2033-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 4.7% 02/27/2033                                                                                                 | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      172000 | PA      | $176928.55     | 0.00%             | 2033-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 4.95% 02/27/2063                                                                                                | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      320000 | PA      | $290883.72     | 0.00%             | 2063-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 5.375% 02/27/2053                                                                                                       | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      126000 | PA      | $122908.30     | 0.00%             | 2053-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                                                    | BHP BILLITON FIN USA LTD 4.9% 02/28/2033                                                                                         | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      103000 | PA      | $105992.02     | 0.00%             | 2033-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 5.15% 02/27/2033                                                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      186000 | PA      | $194650.71     | 0.00%             | 2033-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VF CORPORATION                                                                                              | VF CORPORATION 4.25% 03/07/2029                                                                                                  | CUSIP: 918204BE7<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      200000 | PA      | $241528.48     | 0.00%             | 2029-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 5.2% 04/01/2033                                                                                                      | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      700000 | PA      | $733425.84     | 0.00%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                  | FISERV INC 5.45% 03/02/2028                                                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1412000 | PA      | $1444331.23    | 0.00%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.4% 03/02/2026                                                                                                 | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4500000.00    | 0.01%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                                                                          | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $700000.00     | 0.00%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.3% 03/01/2028                                                                                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3420000 | PA      | $3499402.89    | 0.01%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.7% 03/01/2053                                                                                    | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      458000 | PA      | $436175.43     | 0.00%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 5.871%/VAR 03/06/2029                                                                                   | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1365000 | PA      | $1414850.17    | 0.00%             | 2029-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                           | UNION ELECTRIC CO 5.45% 03/15/2053                                                                                               | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      240000 | PA      | $236449.71     | 0.00%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                                                  | ADIENT GLOBAL HOLDINGS LTD 7% 04/15/2028 144A                                                                                    | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      548000 | PA      | $558797.24     | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                                     | ASTRAZENECA FINANCE LLC 4.875% 03/03/2028                                                                                        | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      194000 | PA      | $198291.96     | 0.00%             | 2028-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 5.4% 03/15/2033                                                                                                | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      128000 | PA      | $134697.24     | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 02/01/2053#CB5600                                                                                                 | CUSIP: 3140QRGJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1288792 | PA      | $1328485.29    | 0.00%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                                                          | S and P GLOBAL INC 4.25% 05/01/2029                                                                                              | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      247000 | PA      | $249307.84     | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                                         | PPL ELEC UTILS CORP 5.25% 05/15/2053                                                                                             | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |       76000 | PA      | $73215.02      | 0.00%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.3% 04/01/2053                                                                                            | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34072.31      | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                                                          | S and P GLOBAL INC 2.9% 03/01/2032                                                                                               | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      415000 | PA      | $385996.19     | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS HOLDINGS INC                                                                                   | RITCHIE BROS HOLDINGS INC 7.75% 03/15/2031 144A                                                                                  | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      514000 | PA      | $534387.81     | 0.00%             | 2031-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                                        | FRONTIER COMMUNICATIONS HOLDINGS LLC 8.625% 03/15/2031 144A                                                                      | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1274581.58    | 0.00%             | 2031-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                                                       | KEYSPAN GAS EAST CORP 5.994% 03/06/2033 144A                                                                                     | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $3055519.84    | 0.01%             | 2033-03-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 8.125%/VAR 06/15/2053                                                                                       | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      514000 | PA      | $534295.29     | 0.00%             | 2053-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 6.161%/VAR 03/09/2029                                                                                          | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    24500000 | PA      | $25473999.71   | 0.06%             | 2029-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 03/15/2026                                                                                                      | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7341000 | PA      | $7343146.51    | 0.02%             | 2026-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                                                                              | SUMITOMO MITSUI TRUST BANK LTD 5.65% 03/09/2026 144A                                                                             | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     1820000 | PA      | $1820577.60    | 0.00%             | 2026-03-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 02/01/2036#QN5328                                                                                                   | CUSIP: 3133GB4M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122211 | PA      | $114246.03     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 03/01/2036#QN5744                                                                                                   | CUSIP: 3133GCLZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      108782 | PA      | $101658.88     | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 03/01/2036#RC1891                                                                                                   | CUSIP: 3133L8C45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13878 | PA      | $12952.17      | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 02/01/2036#BR1356                                                                                                   | CUSIP: 3140KYQJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      139651 | PA      | $130549.89     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#BR3300                                                                                                   | CUSIP: 3140L1U29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102855 | PA      | $96184.06      | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 03/01/2036#CA9438                                                                                                   | CUSIP: 3140QHPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131392 | PA      | $122459.40     | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#FM6186                                                                                                   | CUSIP: 3140X92U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103763 | PA      | $97000.58      | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#FM6089                                                                                                   | CUSIP: 3140X9XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150100 | PA      | $140318.29     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#FM6342                                                                                                   | CUSIP: 3140XABL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      135379 | PA      | $126133.26     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 05/01/2036#FM6899                                                                                                   | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      154199 | PA      | $144246.31     | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P1                                                                      | CARVANA AUTO RECEIVABLES TRUST 2023-P1 A3 5.98% 12/10/2027 144A                                                                  | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       24404 | PA      | $24421.61      | 0.00%             | 2027-12-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 7% 03/15/2033 144A                                                                                                | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1302038.74    | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 10.25%/VAR PERP 144A                                                                                              | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EP               | CORP              | US        |     2925000 | PA      | $3220179.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 02/01/2036#CA9152                                                                                                 | CUSIP: 3140QHE27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      967704 | PA      | $924697.05     | 0.00%             | 2036-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                                                       | RIO TINTO FIN USA PLC 5% 03/09/2033                                                                                              | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      240000 | PA      | $249270.35     | 0.00%             | 2033-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 5.7% 03/08/2033                                                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $106283.10     | 0.00%             | 2033-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 5.35% 04/01/2053                                                                                   | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      336000 | PA      | $319624.55     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 03/01/2053#SD7559                                                                                                 | CUSIP: 3132DVMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10551986 | PA      | $10939628.43   | 0.02%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 12/01/2051#CB2411                                                                                                 | CUSIP: 3140QMVD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15419077 | PA      | $13487230.48   | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2051#FM9777                                                                                                   | CUSIP: 3140XD2K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1160645 | PA      | $1062217.27    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2023-FUN                                                                                | GS MTG SECS CORP TR 2023-FUN TSFR1M+209.125 03/15/2028 144A                                                                      | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100156.25     | 0.00%             | 2028-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.75%/VAR 03/17/2032 REGS                                                                                           | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     1575000 | PA      | $1994375.76    | 0.00%             | 2032-03-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 06/01/2035#QN2586                                                                                                   | CUSIP: 3133G82T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17197712 | PA      | $16157546.47   | 0.04%             | 2035-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2023-FUN                                                                                | GS MTG SECS CORP TR 2023-FUN TSFR1M+279.026 03/15/2028 144A                                                                      | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1402187.50    | 0.00%             | 2028-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 08/01/2035#SB8066                                                                                                 | CUSIP: 3132D56B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1316358 | PA      | $1208656.95    | 0.00%             | 2035-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 11/01/2035#BQ5806                                                                                                 | CUSIP: 3140KRNY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2509848 | PA      | $2301361.62    | 0.01%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 11/01/2035#BQ6318                                                                                                 | CUSIP: 3140KSAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2622228 | PA      | $2404406.40    | 0.01%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 11/01/2035#CA7953                                                                                                 | CUSIP: 3140QFZT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1341785 | PA      | $1230326.21    | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 03/01/2053#SD8305                                                                                                   | CUSIP: 3132DWGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      684336 | PA      | $665750.59     | 0.00%             | 2053-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 06/01/2051#SD2106                                                                                                 | CUSIP: 3132DPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      871710 | PA      | $692760.86     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 04/01/2053#SD8315                                                                                                   | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7333645 | PA      | $7406282.12    | 0.02%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 12/01/2052#SD2080                                                                                                   | CUSIP: 3132DPJZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      220093 | PA      | $214115.28     | 0.00%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FS3205                                                                                                 | CUSIP: 3140XJR39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12027911 | PA      | $10539734.77   | 0.02%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                                 | NYC TFA (PIT) 5.15% 2/1/2036                                                                                                     | CUSIP: 64971X6S2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      540000 | PA      | $562186.33     | 0.00%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY MORTGAGE LOAN TRUST                                                                              | ONSLOW BAY MORTGAGE LOAN TRUST VAR 10/25/2061 144A                                                                               | CUSIP: 67115DAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6499997 | PA      | $5743545.43    | 0.01%             | 2061-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 12/20/2052#MA8492                                                                                                     | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5391038 | PA      | $5543014.41    | 0.01%             | 2052-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                                        | DUKE ENERGY OHIO INC 5.25% 04/01/2033                                                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     1543000 | PA      | $1616284.60    | 0.00%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 5.25% 03/30/2028                                                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      130000 | PA      | $133295.11     | 0.00%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                                          | METROPOLITAN LIFE GLOBAL FUNDING I 5.15% 03/28/2033 144A                                                                         | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      920000 | PA      | $956563.90     | 0.00%             | 2033-03-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                                                         | DUKE ENERGY IND INC 5.4% 04/01/2053                                                                                              | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      436000 | PA      | $421996.75     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.05% 04/15/2053                                                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      195000 | PA      | $177268.70     | 0.00%             | 2053-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.5% 04/15/2033                                                                                           | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4285000 | PA      | $4279678.07    | 0.01%             | 2033-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                                                          | PUBLIC SERVICE ELECTRIC AND GAS CO 4.65% 03/15/2033                                                                              | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2924203.21    | 0.01%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                                 | PROLOGIS LP 4.75% 06/15/2033                                                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      165000 | PA      | $168550.86     | 0.00%             | 2033-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                 | NUTRIEN LTD 4.9% 03/27/2028                                                                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     3135000 | PA      | $3191811.15    | 0.01%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                                               | MARRIOTT INTERNATIONAL INC/MD 4.9% 04/15/2029                                                                                    | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      925000 | PA      | $948541.31     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF COLORADO                                                                               | PUBLIC SERVICE CO OF COLORADO 5.25% 04/01/2053                                                                                   | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      937000 | PA      | $882019.81     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TR 23-1A                                                                        | CREDIT ACCEPTANCE AUTO LOAN TR 23-1A 7.71% 07/15/2033 144A                                                                       | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1008000 | PA      | $1024899.22    | 0.00%             | 2033-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                                  | PENSKE TRUCK LEASING CO LP /CORP 5.55% 05/01/2028 144A                                                                           | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3473754.12    | 0.01%             | 2028-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                                                  | SOUTHWESTERN ELEC POWER CO 5.3% 04/01/2033                                                                                       | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     1926000 | PA      | $1997010.06    | 0.00%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                                                 | BX 2021-LBA TSFR1M+91.45 02/15/2036 144A                                                                                         | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1559000 | PA      | $1558038.88    | 0.00%             | 2036-02-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                                                        | NOBLE FINANCE II LLC 8% 04/15/2030 144A                                                                                          | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $291429.60     | 0.00%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.85% 04/06/2030                                                                                        | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2471000 | PA      | $2611390.56    | 0.01%             | 2030-04-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                                    | CLOUD SOFTWARE GROUP INC 9% 09/30/2029 144A                                                                                      | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      525000 | PA      | $514105.79     | 0.00%             | 2029-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                                                 | VALARIS LTD 8.375% 04/30/2030 144A                                                                                               | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |      455000 | PA      | $477164.42     | 0.00%             | 2030-04-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                                       | ZF NORTH AMER CAP INC 6.875% 04/14/2028 144A                                                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      400000 | PA      | $413443.60     | 0.00%             | 2028-04-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UPMC HEALTH SYSTEM                                                                                          | UPMC HEALTH SYSTEM 5.377% 05/15/2043                                                                                             | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |      655000 | PA      | $655248.81     | 0.00%             | 2043-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UPMC HEALTH SYSTEM                                                                                          | UPMC HEALTH SYSTEM 5.035% 05/15/2033                                                                                             | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |      800000 | PA      | $823337.28     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                                              | BRAZIL FEDERATIVE REPUBLIC OF 6% 10/20/2033                                                                                      | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      700000 | PA      | $715575.00     | 0.00%             | 2033-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2052#FS1171                                                                                                   | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3771517 | PA      | $3426925.15    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#FM9464                                                                                                   | CUSIP: 3140XDQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32830 | PA      | $30169.04      | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2023-B                                                                       | WORLD OMNI AUTO RECEIVABLES TR 2023-B 4.66% 05/15/2028                                                                           | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1171324 | PA      | $1174185.54    | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                                                                            | KNIFE RIVER CORP 7.75% 05/01/2031 144A                                                                                           | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      357000 | PA      | $372181.43     | 0.00%             | 2031-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 6.75% 04/15/2030 144A                                                                                       | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      325000 | PA      | $329821.38     | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                                         | CHURCHILL DOWNS INC 6.75% 05/01/2031 144A                                                                                        | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      280000 | PA      | $288429.68     | 0.00%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 04/01/2053#SD8317                                                                                                   | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1028388 | PA      | $1057043.91    | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                                                | INTERNET BRANDS TERM B 1LN 05/03/2028                                                                                            | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      488630 | PA      | $395384.48     | 0.00%             | 2028-05-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034                                                                                     | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      635000 | PA      | $661736.52     | 0.00%             | 2034-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                                                                 | KEDRION SPA 6.5% 09/01/2029 144A                                                                                                 | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |      414000 | PA      | $401266.55     | 0.00%             | 2029-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                                              | SMRT 2022-MINI D TSFR1M+195 01/15/2039 144A                                                                                      | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1820000 | PA      | $1818293.75    | 0.00%             | 2039-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 04/20/2053#MA8799                                                                                                   | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7478416 | PA      | $7440508.61    | 0.02%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.202%/VAR 04/25/2029                                                                                | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      136000 | PA      | $139338.29     | 0.00%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                                                    | SCE RECOVERY FUNDING LLC 4.697% 06/15/2042                                                                                       | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27261 | PA      | $27473.67      | 0.00%             | 2042-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                                                   | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 05/15/2028 144A                                                                  | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $209685.89     | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.164%/VAR 04/20/2029                                                                                             | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102270.06     | 0.00%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                                                 | CANADIAN PAC RY CO 2.875% 11/15/2029                                                                                             | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      265000 | PA      | $255816.75     | 0.00%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 4.967%/VAR 04/26/2034                                                                                  | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      101000 | PA      | $103621.59     | 0.00%             | 2034-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |       10000 | NC      | $1674.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                                                    | SCE RECOVERY FUNDING LLC 5.112% 12/14/2049                                                                                       | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        9000 | PA      | $8843.41       | 0.00%             | 2049-12-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 5.043%/VAR 05/01/2034                                                                                        | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      158000 | PA      | $162428.68     | 0.00%             | 2034-05-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 09/01/2041#FM8850                                                                                                 | CUSIP: 3140XCZQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1584717 | PA      | $1456902.81    | 0.00%             | 2041-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 11/01/2041#FM9558                                                                                                 | CUSIP: 3140XDTQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1857991 | PA      | $1705147.19    | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 01/01/2042#RB5142                                                                                                 | CUSIP: 3133KYWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1812406 | PA      | $1662906.52    | 0.00%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 11/01/2041#MA4475                                                                                                 | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1180263 | PA      | $1084111.21    | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                                                                | SIX FLAGS ENTERTAINMENT CORP 7.25% 05/15/2031 144A                                                                               | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      275000 | PA      | $269908.46     | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                                    | CONSTELLATION BRANDS INC 4.9% 05/01/2033                                                                                         | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101863.45     | 0.00%             | 2033-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                                                               | CASSA DEPOSITI E PRESTITI SPA 5.75% 05/05/2026 144A                                                                              | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     1200000 | PA      | $1203229.54    | 0.00%             | 2026-05-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 11/01/2041#BT9396                                                                                                 | CUSIP: 3140LYNN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      329866 | PA      | $303691.30     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 06/01/2041#BR1090                                                                                                 | CUSIP: 3140KYF82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      369444 | PA      | $340000.87     | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 11/01/2041#QK1203                                                                                                 | CUSIP: 3133D4KQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      463796 | PA      | $426796.53     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 04/01/2042#SC0270                                                                                                 | CUSIP: 3132D9JP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      308535 | PA      | $283221.06     | 0.00%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                                              | PHILLIPS 66 CO 4.9% 10/01/2046                                                                                                   | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      212000 | PA      | $189671.91     | 0.00%             | 2046-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                                              | PHILLIPS 66 CO 3.75% 03/01/2028                                                                                                  | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      695000 | PA      | $694375.44     | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 5.6% 05/15/2053                                                                                               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2633000 | PA      | $2563541.75    | 0.01%             | 2053-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 5.35% 05/15/2053                                                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2467000 | PA      | $2272340.90    | 0.01%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.2% 06/01/2028                                                                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3210000 | PA      | $3290383.86    | 0.01%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.9% 06/01/2053                                                                                                          | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98471.93      | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A                                                                               | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     6970000 | PA      | $7264444.72    | 0.02%             | 2028-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                    | COREBRIDGE FINANCIAL INC 3.9% 04/05/2032                                                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     6908000 | PA      | $6560332.45    | 0.01%             | 2032-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                                                      | EQUIPMENTSHARE.COM INC 9% 05/15/2028 144A                                                                                        | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104742.30     | 0.00%             | 2028-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY451600 12/16/72 S                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     7030000 | NC      | $26422.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.375% 05/15/2033                                                                                                      | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41033000 | PA      | $40079303.22   | 0.09%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.625% 05/15/2053                                                                                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    64500000 | PA      | $54111972.50   | 0.12%             | 2053-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 5.7% 05/08/2033 144A                                                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      321000 | PA      | $341312.18     | 0.00%             | 2033-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC                                                                   | EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.625% 12/15/2030 144A                                                                 | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1697000 | PA      | $1756386.52    | 0.00%             | 2030-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY451600 12/16/72 S                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |    10830000 | NC      | $40705.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                                                   | CUSIP: 3137H5KC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2491681 | PA      | $2323549.20    | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM7 TRUST                                                                                         | OBX 2022-NQM7 TRUST STEP 08/25/2062 144A                                                                                         | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3494541 | PA      | $3486966.24    | 0.01%             | 2062-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-2                                                         | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-2 D 6.47% 08/13/2029 144A                                                      | CUSIP: 02529YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      929636 | PA      | $940866.52     | 0.00%             | 2029-08-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                                   | BALL CORP 6% 06/15/2029                                                                                                          | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     2234000 | PA      | $2303211.55    | 0.01%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                                                    | NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A                                                                                   | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      185000 | PA      | $193027.83     | 0.00%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 5.4% 06/01/2053                                                                                    | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      145000 | PA      | $141442.83     | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 11/01/2041#RB5135                                                                                                   | CUSIP: 3133KYV48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1538534 | PA      | $1371807.74    | 0.00%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                               | DTE ENERGY CO 4.875% 06/01/2028                                                                                                  | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      280000 | PA      | $285392.35     | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                                                        | LAUDER ESTEE COS INC 4.375% 05/15/2028                                                                                           | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101082.91     | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047                                                                                     | CUSIP: 3136BLES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     7025558 | PA      | $6431918.25    | 0.01%             | 2047-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 4.893% 09/11/2033                                                                                     | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      658000 | PA      | $676330.08     | 0.00%             | 2033-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                                              | FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A                                                                             | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     1800000 | PA      | $1803594.60    | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                                                     | ENTERGY MISSISSIPPI LLC 5% 09/01/2033                                                                                            | CUSIP: 29366WAD8<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |      323000 | PA      | $332645.12     | 0.00%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                      | CONOCOPHILLIPS CO 5.3% 05/15/2053                                                                                                | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94856.29      | 0.00%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC                                                                   | EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.375% 12/15/2030 REGS                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      200000 | PA      | $245175.58     | 0.00%             | 2030-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2050#BQ3004                                                                                                   | CUSIP: 3140KNKS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      562565 | PA      | $470947.01     | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-V2 MORTGAGE TRUST                                                                            | BENCHMARK 2023-V2 MORTGAGE TRUST 5.8118% 05/15/2055                                                                              | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13000000 | PA      | $13436703.80   | 0.03%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2050#BQ5112                                                                                                   | CUSIP: 3140KQVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      359319 | PA      | $300800.62     | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 07/01/2041#CB2014                                                                                                 | CUSIP: 3140QMGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209473 | PA      | $192934.06     | 0.00%             | 2041-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 03/01/2040#FM2646                                                                                                 | CUSIP: 3140X55G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100134 | PA      | $92859.11      | 0.00%             | 2040-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 04/01/2041#MA4312                                                                                                 | CUSIP: 31418DYJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      300674 | PA      | $277338.34     | 0.00%             | 2041-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENGINEERING INGEGNERIA INFORMA                                                                              | ENGINEERING INGEGNERIA INFORMA 11.125% 05/15/2028 REGS                                                                           | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $119396.36     | 0.00%             | 2028-05-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 5.25% 11/15/2028                                                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       94000 | PA      | $95803.16      | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                                                 | HONEYWELL INTL INC 4.5% 01/15/2034                                                                                               | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100558.08     | 0.00%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                                                    | EIDP INC 4.8% 05/15/2033                                                                                                         | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |      255000 | PA      | $258122.53     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2023-B                                                                                 | SMB PRIVATE ED LN TR 2023-B A1B SOFR30A+215 10/16/2056 144A                                                                      | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      816188 | PA      | $832364.73     | 0.00%             | 2056-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP 5.45% 06/01/2028                                                                                                        | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2660056.78    | 0.01%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                                      | PUGET SOUND ENERGY INC 5.448% 06/01/2053                                                                                         | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14680.37      | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 4.856%/VAR 05/23/2033 REGS                                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1148303.37    | 0.00%             | 2033-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 02/01/2051#SD8127                                                                                                 | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1494344 | PA      | $1187577.21    | 0.00%             | 2051-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                                                       | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.3% 05/19/2053                                                                            | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      475000 | PA      | $454801.19     | 0.00%             | 2053-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                                                       | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.65% 05/19/2030                                                                           | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      442000 | PA      | $453169.08     | 0.00%             | 2030-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                                                       | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.45% 05/19/2028                                                                           | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      499000 | PA      | $506345.23     | 0.00%             | 2028-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY 5.2% 06/15/2033                                                                                                 | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      174000 | PA      | $180219.85     | 0.00%             | 2033-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 4.4% 05/15/2028                                                                                            | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101275.94     | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 4.8% 05/15/2033                                                                                            | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102568.27     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                                           | STATE STREET CORP 5.159%/VAR 05/18/2034                                                                                          | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      101000 | PA      | $105035.89     | 0.00%             | 2034-05-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2                                                               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 C 5.47% 12/16/2030                                                                 | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      740000 | PA      | $751196.27     | 0.00%             | 2030-12-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 6.9% 05/23/2053 144A                                                                                       | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      390000 | PA      | $437018.93     | 0.00%             | 2053-05-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                                                     | XPO INC 7.125% 06/01/2031 144A                                                                                                   | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      940000 | PA      | $976767.16     | 0.00%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                                                     | XPO INC 6.25% 06/01/2028 144A                                                                                                    | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      213000 | PA      | $216424.40     | 0.00%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MF1 2021-W10X                                                                                               | MF1 2021-W10X TSFR1M+107.033 12/15/2034 144A                                                                                     | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480000 | PA      | $478733.09     | 0.00%             | 2034-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                                         | SCHWAB CHARLES CORP 5.853%/VAR 05/19/2034                                                                                        | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      135000 | PA      | $145156.67     | 0.00%             | 2034-05-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 8.125% 06/01/2028 144A                                                                                    | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      960000 | PA      | $985041.60     | 0.00%             | 2028-06-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 8.375% 06/01/2031 144A                                                                                    | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      416000 | PA      | $425999.56     | 0.00%             | 2031-06-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COLT 2021-5 MORTGAGE LOAN TRUST                                                                             | COLT 2021-5 MORTGAGE LOAN TRUST 1.726% 11/26/2066 144A                                                                           | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      312065 | PA      | $289955.29     | 0.00%             | 2066-11-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8 TR                                                                                           | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 1.841% 10/25/2066 144A                                                               | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7265562 | PA      | $6765464.92    | 0.02%             | 2066-10-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                                                 | OVINTIV INC 6.25% 07/15/2033                                                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      617000 | PA      | $665839.93     | 0.00%             | 2033-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 4.9% 06/01/2026                                                                                    | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2295000 | PA      | $2296302.73    | 0.01%             | 2026-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QB9275                                                                                                   | CUSIP: 3133AGJU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3401047 | PA      | $2843971.20    | 0.01%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.875% 12/01/2053                                                                                  | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      630000 | PA      | $618965.21     | 0.00%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                                   | IQVIA INC 6.5% 05/15/2030 144A                                                                                                   | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       85000 | PA      | $87398.11      | 0.00%             | 2030-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.625% 05/31/2028                                                                                                      | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9741000 | PA      | $9790085.48    | 0.02%             | 2028-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 01/01/2041#SC0119                                                                                                 | CUSIP: 3132D9DY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      349495 | PA      | $322586.97     | 0.00%             | 2041-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 07/01/2040#CA6462                                                                                                 | CUSIP: 3140QEFC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      210350 | PA      | $194699.38     | 0.00%             | 2040-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 4.5% 07/25/2048                                                                                                       | CUSIP: 3136BM7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2439716 | PA      | $2456202.38    | 0.01%             | 2048-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 4% 12/25/2048                                                                                     | CUSIP: 3136BNE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      742980 | PA      | $739017.12     | 0.00%             | 2048-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 5.625% 08/16/2032                                                                                    | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     6757000 | PA      | $7078973.41    | 0.02%             | 2032-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                                                | AMERIGAS PARTN LP/AMERIGAS FIN 9.375% 06/01/2028 144A                                                                            | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      268000 | PA      | $277000.78     | 0.00%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR 2023-2                                                                       | GLS AUTO RECEIVABLES ISSUER TR 2023-2 5.69% 03/15/2029 144A                                                                      | CUSIP: 379928AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      240666 | PA      | $241593.09     | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                               | AEP TEXAS INC 5.4% 06/01/2033                                                                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1211796.34    | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                                               | AMEREN ILL CO 4.95% 06/01/2033                                                                                                   | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     1419000 | PA      | $1464788.33    | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 07/01/2041#SC0162                                                                                                   | CUSIP: 3132D9FB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5900603 | PA      | $5288369.63    | 0.01%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 07/01/2041#CB1069                                                                                                   | CUSIP: 3140QLFK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1620360 | PA      | $1450158.62    | 0.00%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 11/01/2041#CB2110                                                                                                   | CUSIP: 3140QMKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2023178 | PA      | $1804358.24    | 0.00%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 12/01/2040#FM5042                                                                                                   | CUSIP: 3140X8S81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      493938 | PA      | $445380.90     | 0.00%             | 2040-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 11/01/2041#FS0106                                                                                                   | CUSIP: 3140XFDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2529158 | PA      | $2255985.29    | 0.01%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                                                   | CUSIP: 3137H5J57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      505964 | PA      | $470193.72     | 0.00%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                                                   | CUSIP: 3137H5UF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      704231 | PA      | $641023.57     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                                                   | CUSIP: 3137H5F77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      667222 | PA      | $619639.69     | 0.00%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047                                                                                   | CUSIP: 3137H62Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      542274 | PA      | $504480.55     | 0.00%             | 2047-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048                                                                           | CUSIP: 3136BLMF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      883772 | PA      | $841484.71     | 0.00%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048                                                                            | CUSIP: 3136BLRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1249228 | PA      | $1189735.93    | 0.00%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                              | ITC HLDGS CORP 5.4% 06/01/2033 144A                                                                                              | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      637000 | PA      | $660843.71     | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSCH (ROBERT) GMBH                                                                                         | BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS                                                                                       | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $712324.50     | 0.00%             | 2043-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                    | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027                                                                                        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      139000 | PA      | $138270.50     | 0.00%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                    | COREBRIDGE FINANCIAL INC T5Y+NA 12/15/2052                                                                                       | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      470000 | PA      | $480236.21     | 0.00%             | 2052-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                    | COREBRIDGE FINANCIAL INC 4.35% 04/05/2042                                                                                        | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      701000 | PA      | $597092.22     | 0.00%             | 2042-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 05/01/2053#CB6322                                                                                                 | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      202225 | PA      | $207126.57     | 0.00%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 MTG TR                                                                                          | BMO 2023-C5 MTG TR 6.5176% 06/15/2056                                                                                            | CUSIP: 055988AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $8753022.90    | 0.02%             | 2056-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                                                                            | AUSNET SERVICES HOLDINGS PTY LTD 6.134% 05/31/2033                                                                               | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      800000 | PA      | $591295.75     | 0.00%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5.875% 06/01/2053                                                                                                | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      370000 | PA      | $362797.28     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5.3% 06/01/2033                                                                                                  | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103675.01     | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5% 01/30/2029                                                                                                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1518990.97    | 0.00%             | 2029-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 05/01/2053#FS4631                                                                                                 | CUSIP: 3140XLED6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3271525 | PA      | $3374328.94    | 0.01%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 05/01/2053#SD2891                                                                                                 | CUSIP: 3132DQF84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3046227 | PA      | $3141951.60    | 0.01%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2053#CB6527                                                                                                 | CUSIP: 3140QSHD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1467798 | PA      | $1515297.87    | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2053#CB6538                                                                                                   | CUSIP: 3140QSHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3183520 | PA      | $3324457.13    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2053#CB6539                                                                                                   | CUSIP: 3140QSHR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1682355 | PA      | $1754730.88    | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-2                                                                    | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-2A C 7.15% 09/15/2033 144A                                                                | CUSIP: 22537EAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      658000 | PA      | $669136.78     | 0.00%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6.1% 01/15/2029                                                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      649000 | PA      | $681605.92     | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 06/01/2053#RA9276                                                                                                   | CUSIP: 3133KRJV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      597086 | PA      | $623519.18     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 06/01/2053#RA9277                                                                                                   | CUSIP: 3133KRJW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      330729 | PA      | $344956.94     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 06/01/2053#RA9278                                                                                                   | CUSIP: 3133KRJX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      519731 | PA      | $541927.80     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027                                                                                      | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      194000 | PA      | $194969.32     | 0.00%             | 2027-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 5.867%/VAR 06/08/2034                                                                                      | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1078000 | PA      | $1153295.85    | 0.00%             | 2034-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |       60000 | NC      | $10044.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 5.2% 04/15/2054                                                                                   | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1082000 | PA      | $1034496.72    | 0.00%             | 2054-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2051#FS4654                                                                                                   | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2169973 | PA      | $1817931.49    | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6.4% 06/15/2033                                                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      812000 | PA      | $884702.60     | 0.00%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2051#CB1281                                                                                                 | CUSIP: 3140QLM78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4603106 | PA      | $4037893.81    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2051#CB1331                                                                                                 | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3684852 | PA      | $3232390.89    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2051#CB1280                                                                                                 | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3558864 | PA      | $3121873.32    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 US LLC                                                                                | AVOLON TERM B6 1LN 06/22/2030                                                                                                    | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      784116 | PA      | $786429.51     | 0.00%             | 2030-06-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2023                                                                               | OCTANE RECEIVABLES TRUST 2023 6.24% 06/20/2031 144A                                                                              | CUSIP: 67571QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2589000 | PA      | $2626897.01    | 0.01%             | 2031-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                                                       | HUB INTERNATIONAL LTD 7.25% 06/15/2030 144A                                                                                      | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      330000 | PA      | $340379.91     | 0.00%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                                         | RHP HOTEL PPTYS LP and RHP FIN CORP 7.25% 07/15/2028 144A                                                                        | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      374000 | PA      | $384037.79     | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                                           | NATIONAL GRID PLC 5.602% 06/12/2028                                                                                              | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     1409000 | PA      | $1458004.94    | 0.00%             | 2028-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.775%/VAR 06/12/2029                                                                                             | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      106000 | PA      | $110239.58     | 0.00%             | 2029-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.836%/VAR 06/12/2034                                                                                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      915000 | PA      | $982767.85     | 0.00%             | 2034-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                                              | GE HEALTHCARE TECHNOLOGIES INC 5.65% 11/15/2027                                                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102746.69     | 0.00%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 01/20/2052#785831                                                                                                   | CUSIP: 3622ABLL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1961568 | PA      | $1725992.70    | 0.00%             | 2052-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE T5Y+NA PERP 144A                                                                                           | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | EP               | CORP              | FR        |      570000 | PA      | $678028.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 6.992%/VAR 06/13/2029                                                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       47000 | PA      | $49505.60      | 0.00%             | 2029-06-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 5.808%/VAR 09/13/2029                                                                                          | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $208377.36     | 0.00%             | 2029-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049                                                                                   | CUSIP: 3136BKND0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2735753 | PA      | $2492318.68    | 0.01%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.5% 09/25/2048                                                                                   | CUSIP: 3136BKUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1807687 | PA      | $1657811.82    | 0.00%             | 2048-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048                                                                                     | CUSIP: 3136BLFC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2566627 | PA      | $2358730.62    | 0.01%             | 2048-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047                                                                                   | CUSIP: 3136BLRR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2592715 | PA      | $2416388.88    | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                                                    | SVENSKA HANDELSBANKEN AB 5.5% 06/15/2028 144A                                                                                    | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      943000 | PA      | $975024.39     | 0.00%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2023-HB1                                                                                   | OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A                                                                                   | CUSIP: 67578KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       47500 | PA      | $47436.76      | 0.00%             | 2036-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2053#MA5038                                                                                                   | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5485810 | PA      | $5536717.15    | 0.01%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST                                                           | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.8% 07/15/2037                                                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2149082 | PA      | $2280279.30    | 0.01%             | 2037-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                                               | ANGLIAN WATER SVCS FINANC PLC 5.875% 06/20/2031 REGS                                                                             | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      565000 | PA      | $793661.94     | 0.00%             | 2031-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                                                      | COX COMMUNICATIONS INC 5.45% 09/15/2028 144A                                                                                     | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2605137.09    | 0.01%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 4% 04/01/2038#SB8227                                                                                                   | CUSIP: 3132D6D80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       95558 | PA      | $95178.98      | 0.00%             | 2038-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#CB1867                                                                                                 | CUSIP: 3140QMCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      896947 | PA      | $781766.50     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                      | EXTRA SPACE STORAGE LP 5.5% 07/01/2030                                                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      973000 | PA      | $1017958.84    | 0.00%             | 2030-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048                                                                            | CUSIP: 3136BG6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      194141 | PA      | $169848.96     | 0.00%             | 2048-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048                                                                            | CUSIP: 3136BG6Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      206316 | PA      | $180500.56     | 0.00%             | 2048-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048                                                                           | CUSIP: 3136BKJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      170533 | PA      | $155861.05     | 0.00%             | 2048-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050                                                                          | CUSIP: 3136BKWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      268266 | PA      | $244047.40     | 0.00%             | 2050-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049                                                                          | CUSIP: 3136BLYE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      194742 | PA      | $177575.52     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                      | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047                                                     | CUSIP: 3137H3SE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      152991 | PA      | $139075.58     | 0.00%             | 2047-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050                                                                           | CUSIP: 3137H4N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      969435 | PA      | $871926.27     | 0.00%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047                                                                           | CUSIP: 3137H5BG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      190860 | PA      | $177422.26     | 0.00%             | 2047-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048                                                                            | CUSIP: 3137H5BQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1303874 | PA      | $1194653.14    | 0.00%             | 2048-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050                                                                           | CUSIP: 3137H5MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      225981 | PA      | $203074.53     | 0.00%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                                                                    | PALOMINO FUNDING TRUST I 7.233% 05/17/2028 144A                                                                                  | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $317138.36     | 0.00%             | 2028-05-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2% 07/25/2050                                                                                     | CUSIP: 3137FUAS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1442203 | PA      | $1236903.87    | 0.00%             | 2050-07-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 07/01/2053#RA9382                                                                                                   | CUSIP: 3133KRM76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1602884 | PA      | $1673845.43    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 07/01/2053#RA9383                                                                                                   | CUSIP: 3133KRM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1003269 | PA      | $1046430.92    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 03/01/2032#SB0878                                                                                                 | CUSIP: 3132CW6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1570528 | PA      | $1526562.75    | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 05/20/2053#MA8879                                                                                                   | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4844620 | PA      | $4943941.99    | 0.01%             | 2053-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL INC                                                                                   | BRINKER INTERNATIONAL INC 8.25% 07/15/2030 144A                                                                                  | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1553744.87    | 0.00%             | 2030-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                                | SM ENERGY CO 8.375% 07/01/2028 144A                                                                                              | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      834000 | PA      | $861992.38     | 0.00%             | 2028-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                                | SM ENERGY CO 8.75% 07/01/2031 144A                                                                                               | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      823000 | PA      | $864050.42     | 0.00%             | 2031-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SIGECO SECURITIZATION I LLC                                                                                 | SIGECO SECURITIZATION I LLC 5.026% 11/15/2038                                                                                    | CUSIP: 82655KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18941 | PA      | $19519.60      | 0.00%             | 2038-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                                                  | NASDAQ INC 5.55% 02/15/2034                                                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      101000 | PA      | $106446.79     | 0.00%             | 2034-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                                                  | NASDAQ INC 5.35% 06/28/2028                                                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102968.63     | 0.00%             | 2028-06-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 06/30/2030                                                                                                       | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    81200000 | PA      | $82046890.83   | 0.18%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 05/01/2052#SD3015                                                                                                   | CUSIP: 3132DQK47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3065395 | PA      | $2787235.02    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2053#MA5039                                                                                                 | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2112751 | PA      | $2159334.94    | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 05/01/2053#MA5009                                                                                                   | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9334487 | PA      | $9421107.74    | 0.02%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2023-1                                                                      | CITIZENS AUTO RECEIVABLES TRUST 2023-1 5.84% 01/18/2028 144A                                                                     | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4724547 | PA      | $4748335.67    | 0.01%             | 2028-01-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                                           | HYATT HOTELS CORP 5.75% 01/30/2027                                                                                               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1261952.27    | 0.00%             | 2027-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                                                                      | TRINITY INDUSTRIES INC 7.75% 07/15/2028 144A                                                                                     | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |      325000 | PA      | $334370.40     | 0.00%             | 2028-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.13% 07/01/2036#AN1812                                                                                                | CUSIP: 3138LEAN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      302555 | PA      | $290352.68     | 0.00%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.83% 04/01/2030#AM8426                                                                                                | CUSIP: 3138L9LG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      628884 | PA      | $608234.46     | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                                 | PROLOGIS LP 4.875% 06/15/2028                                                                                                    | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      293000 | PA      | $299915.76     | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#FM9733                                                                                                 | CUSIP: 3140XDY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1722507 | PA      | $1515845.55    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 12/20/2050                                                                                     | CUSIP: 38383MUB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      565453 | PA      | $524788.72     | 0.00%             | 2050-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2052#BV6778                                                                                                   | CUSIP: 3140MLQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2475754 | PA      | $2418572.87    | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020                                                                                  | TRICON AMERICAN HOMES 2020-SFR1 E 3.544% 07/17/2038 144A                                                                         | CUSIP: 89613GAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $794283.92     | 0.00%             | 2038-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2062#BF0655                                                                                                 | CUSIP: 3140FXWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4749141 | PA      | $4426314.15    | 0.01%             | 2062-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2061#BF0538                                                                                                 | CUSIP: 3140FXS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3837646 | PA      | $3598965.25    | 0.01%             | 2061-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.05% 10/01/2032#WN2305                                                                                                | CUSIP: 3132XGR32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6301000 | PA      | $5954000.15    | 0.01%             | 2032-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2053#BV6808                                                                                                 | CUSIP: 3140MLR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2411495 | PA      | $2405621.47    | 0.01%             | 2053-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#BR2948                                                                                                 | CUSIP: 3140L1H24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7065298 | PA      | $6164635.99    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.6% 09/01/2028#AN2497                                                                                                 | CUSIP: 3138LEX30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      351632 | PA      | $342249.31     | 0.00%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.83% 10/01/2027#AN6905                                                                                                | CUSIP: 3138LKU70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      595000 | PA      | $582548.26     | 0.00%             | 2027-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.19% 11/01/2027#AM9605                                                                                                | CUSIP: 3138LAU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      250000 | PA      | $247910.08     | 0.00%             | 2027-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 9.875% 07/15/2031 144A                                                                           | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       68000 | PA      | $72755.99      | 0.00%             | 2031-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                                 | PROLOGIS LP 5.125% 01/15/2034                                                                                                    | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      198000 | PA      | $205232.60     | 0.00%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 09/01/2051#RA5901                                                                                                   | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      530269 | PA      | $483973.81     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2051#RA6347                                                                                                   | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      592338 | PA      | $540069.01     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 06/20/2053#MA8949                                                                                                     | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      676563 | PA      | $694578.29     | 0.00%             | 2053-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 04/01/2053#BY0439                                                                                                 | CUSIP: 3140NGPZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1908347 | PA      | $1958772.93    | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 6.187%/VAR 07/06/2027 144A                                                                                | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $704939.06     | 0.00%             | 2027-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2052#CB4610                                                                                                   | CUSIP: 3140QQDQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2718344 | PA      | $2645366.66    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 03/01/2052#QD9467                                                                                                   | CUSIP: 3133B7QU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1177474 | PA      | $1151382.18    | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.37% 10/01/2030#BS8736                                                                                                | CUSIP: 3140LKV67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2492789 | PA      | $2534860.31    | 0.01%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 10/01/2041#BQ6615                                                                                                   | CUSIP: 3140KSK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      295861 | PA      | $264031.69     | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 12/01/2041#BU7091                                                                                                   | CUSIP: 3140M82Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      698874 | PA      | $622685.64     | 0.00%             | 2041-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 10/01/2041#FM9396                                                                                                   | CUSIP: 3140XDNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1393803 | PA      | $1242432.25    | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 09/01/2041#FM8862                                                                                                   | CUSIP: 3140XCZ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      444096 | PA      | $396257.32     | 0.00%             | 2041-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                                  | MIZUHO FINL GROUP INC 5.778%/VAR 07/06/2029                                                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1765000 | PA      | $1835586.85    | 0.00%             | 2029-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                                  | MIZUHO FINL GROUP INC 5.748%/VAR 07/06/2034                                                                                      | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      429000 | PA      | $458500.81     | 0.00%             | 2034-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                                                                           | ADMIRAL GROUP PLC 8.5% 01/06/2034 REGS                                                                                           | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $626329.88     | 0.00%             | 2034-01-06      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2052#BQ7481                                                                                                   | CUSIP: 3140KTJ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1080238 | PA      | $1057989.48    | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 02/01/2033#SB0621                                                                                                   | CUSIP: 3132CWVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       73927 | PA      | $72873.77      | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.11% 04/01/2033#BS7740                                                                                                | CUSIP: 3140LJS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3436169 | PA      | $3453773.52    | 0.01%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 1.5% 04/20/2051                                                                                   | CUSIP: 38382WHR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      627177 | PA      | $557790.82     | 0.00%             | 2051-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 02/01/2031#FS1234                                                                                                   | CUSIP: 3140XGLQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      250829 | PA      | $247584.54     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 09/01/2035#FS0112                                                                                                   | CUSIP: 3140XFDS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      512411 | PA      | $503850.45     | 0.00%             | 2035-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 11/01/2034#FS1799                                                                                                   | CUSIP: 3140XG7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      148264 | PA      | $146081.67     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 07/01/2034#FM8940                                                                                                   | CUSIP: 3140XC5A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      294835 | PA      | $290725.95     | 0.00%             | 2034-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.77% 09/01/2032#BS6472                                                                                                | CUSIP: 3140LHFN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1979447.60    | 0.00%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 05/01/2050#BP7685                                                                                                 | CUSIP: 3140KFRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2699487 | PA      | $2364643.93    | 0.01%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                                | ECOPETROL SA 8.625% 01/19/2029                                                                                                   | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     3555000 | PA      | $3793564.32    | 0.01%             | 2029-01-19      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 1.75% 12/20/2051                                                                                  | CUSIP: 38383D3B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      998192 | PA      | $846360.34     | 0.00%             | 2051-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 1.25% 09/20/2051                                                                                  | CUSIP: 38383AKY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      641465 | PA      | $569510.04     | 0.00%             | 2051-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR3 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR3 TRUST 3.5% 07/17/2038 144A                                                                              | CUSIP: 33768EAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3477097.40    | 0.01%             | 2038-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.32% 03/01/2029#AN4786                                                                                                | CUSIP: 3138LHJ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      887233 | PA      | $877506.06     | 0.00%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMD2 RE-REMIC TR 2019-FRR1                                                                                  | BMD2 RE-REMIC TR 2019-FRR1 2.202046% 05/25/2052 144A                                                                             | CUSIP: 055631GM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3634012.80    | 0.01%             | 2052-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 04/01/2052#RA7183                                                                                                   | CUSIP: 3133KN6U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      224540 | PA      | $218441.41     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2050#BP9120                                                                                                 | CUSIP: 3140KHD24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4249981 | PA      | $3722815.56    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.24% 03/01/2033#BS7706                                                                                                | CUSIP: 3140LJR40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5268292 | PA      | $5343691.69    | 0.01%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.83% 09/01/2032#BS6689                                                                                                | CUSIP: 3140LHNF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5959217.40    | 0.01%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHUTTERFLY FINANCE LLC                                                                                      | SHUTTERFLY FINANCE LLC PIK VAR 10/01/2027 144A                                                                                   | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       41774 | PA      | $39072.89      | 0.00%             | 2027-10-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 03/01/2051#RA4749                                                                                                 | CUSIP: 3133KLH26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      486867 | PA      | $427540.98     | 0.00%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                                                | BANQUE FED CRED MUTUEL PARIS 5.79% 07/13/2028 144A                                                                               | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $1869516.36    | 0.00%             | 2028-07-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2051#FM5651                                                                                                 | CUSIP: 3140X9H57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      287552 | PA      | $252513.08     | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 06/01/2053#RA9161                                                                                                 | CUSIP: 3133KRFA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1947455 | PA      | $2010477.42    | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 05/01/2053#RA9058                                                                                                 | CUSIP: 3133KRB37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3910045 | PA      | $4041466.70    | 0.01%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 06/20/2053#CV9606                                                                                                     | CUSIP: 3618F6U79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      791461 | PA      | $833930.16     | 0.00%             | 2053-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 07/20/2053#CS4314                                                                                                   | CUSIP: 3618AWYK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1991098 | PA      | $2071149.84    | 0.00%             | 2053-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 5% 06/20/2063#CU1091                                                                                                   | CUSIP: 3618BJF80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      530881 | PA      | $534416.10     | 0.00%             | 2063-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027                                                                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3438443.19    | 0.01%             | 2027-07-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 6% 06/20/2063#CU1092                                                                                                   | CUSIP: 3618BJF98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      605537 | PA      | $620241.62     | 0.00%             | 2063-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 5.5% 06/20/2063#CU1093                                                                                                 | CUSIP: 3618BJGA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      362573 | PA      | $369071.85     | 0.00%             | 2063-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.5% 07/15/2026                                                                                                        | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10019000 | PA      | $10049980.65   | 0.02%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 07/01/2053#CB6673                                                                                                 | CUSIP: 3140QSMX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2479115 | PA      | $2559342.73    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B                                                                       | HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.48% 04/17/2028                                                                           | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      615508 | PA      | $619383.39     | 0.00%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2053#CB6724                                                                                                 | CUSIP: 3140QSPJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      710981 | PA      | $709249.54     | 0.00%             | 2053-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 12/20/2051#785791                                                                                                   | CUSIP: 3622ABKC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1612749 | PA      | $1419065.35    | 0.00%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 07/01/2053#BY4736                                                                                                 | CUSIP: 3140NMHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1811307 | PA      | $1863696.73    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 06/01/2053#BY4741                                                                                                 | CUSIP: 3140NMHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1549753 | PA      | $1633752.71    | 0.00%             | 2053-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 1% 03/20/2050                                                                                     | CUSIP: 38383CP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      275850 | PA      | $223488.38     | 0.00%             | 2050-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.842% 07/20/2071#CF8513                                                                                                 | CUSIP: 3617WAN63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2685437 | PA      | $2455940.42    | 0.01%             | 2071-07-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.939% 05/20/2071#CE5464                                                                                                 | CUSIP: 3617VUB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1387765 | PA      | $1271187.61    | 0.00%             | 2071-05-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.893% 08/20/2071#CF9559                                                                                                 | CUSIP: 3617WBTQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1094989 | PA      | $1002049.19    | 0.00%             | 2071-08-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2052#BX0467                                                                                                 | CUSIP: 3140N4QV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10664136 | PA      | $10574842.99   | 0.02%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3% 07/20/2071#CF0297                                                                                                   | CUSIP: 3617W1KJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1339926 | PA      | $1232651.43    | 0.00%             | 2071-07-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.56% 10/01/2035#BL8874                                                                                                | CUSIP: 3140J12G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3138130 | PA      | $2543100.66    | 0.01%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                                                        | SEADRILL FINANCE LTD 8.375% 08/01/2030 144A                                                                                      | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |      215000 | PA      | $225933.65     | 0.00%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2052#QE4026                                                                                                   | CUSIP: 3133BDPK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       89684 | PA      | $87220.01      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 01/01/2053#MA4895                                                                                                 | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2852198 | PA      | $2980499.73    | 0.01%             | 2053-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY SOUTHN CALIF                                                                                     | UNIVERSITY SOUTHN CALIF 4.976% 10/01/2053                                                                                        | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |      572000 | PA      | $545560.64     | 0.00%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      120000 | NC      | $20088.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLT C LLC                                                                                                  | VOLT C LLC 1.9918% 05/25/2051 144A                                                                                               | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      138407 | PA      | $138435.85     | 0.00%             | 2051-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                                                                       | VERICREST OPPORTUNITY LOAN TRANSFEREE STEP 08/25/2051 144A                                                                       | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      521532 | PA      | $521649.48     | 0.00%             | 2051-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 03/01/2050#FS5079                                                                                                   | CUSIP: 3140XLUD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      836875 | PA      | $859025.08     | 0.00%             | 2050-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RFM REREMIC TRUST 2022-FRR1                                                                                 | RFM REREMIC TRUST 2022-FRR1 VAR 03/01/2050 144A                                                                                  | CUSIP: 74971BBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3815076.40    | 0.01%             | 2050-03-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TR 2023-3                                                                                     | DT AUTO OWNER TR 2023-3 7.12% 05/15/2029 144A                                                                                    | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3936000 | PA      | $4065523.53    | 0.01%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC                                                             | SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC 9.72% 04/20/2040 144A                                                            | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      336756 | PA      | $355601.16     | 0.00%             | 2040-04-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2021-C                                                                                  | OPORTUN ISSUANCE TRUST 2021-C A 2.18% 10/08/2031 144A                                                                            | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1405440 | PA      | $1383693.42    | 0.00%             | 2031-10-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2021-FRR1                                                                                | GAM RE-REMIC TRUST FRR1 1B 2021-FRR1 0% 11/29/2050 144A                                                                          | CUSIP: 364614AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4634574.50    | 0.01%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS4393                                                                                                   | CUSIP: 3140XK3B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1095364 | PA      | $996311.20     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 7.625%/VAR PERP                                                                                           | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      160000 | PA      | $170744.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR2 TR                                                                                 | FIRSTKEY HOMES 2021-SFR2 TR 2.358% 09/17/2038 144A                                                                               | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1763000 | PA      | $1738044.56    | 0.00%             | 2038-09-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERN FIN                                                                                          | COREVEST AMERICAN FINANCE 2018-1 E TRUST VAR 06/15/2051 144A                                                                     | CUSIP: 21872BAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3034000 | PA      | $3015672.82    | 0.01%             | 2051-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE                                                                                                  | GINNIE MAE II 6.5% 06/20/2053#CV0174                                                                                             | CUSIP: 3618BVFP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1193361 | PA      | $1275445.77    | 0.00%             | 2053-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 07/20/2053#CT7475                                                                                                     | CUSIP: 3618BDJU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1100987 | PA      | $1143206.06    | 0.00%             | 2053-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034                                                                                     | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3510000 | PA      | $3693474.76    | 0.01%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029                                                                                     | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10556000 | PA      | $10920733.34   | 0.02%             | 2029-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMSR 2023-SFR2 TRUST                                                                                        | AMSR 2023-SFR2 TRUST 3.95% 06/17/2040 144A                                                                                       | CUSIP: 00178YAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3100000 | PA      | $2991474.27    | 0.01%             | 2040-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.75% 07/01/2033#AN9496                                                                                                | CUSIP: 3138LNRS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $3931277.60    | 0.01%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP/OTG CO-ISSUER INC                                                                     | ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A                                                                       | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      167000 | PA      | $161423.34     | 0.00%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.449%/VAR 07/20/2029                                                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2058000 | PA      | $2122154.49    | 0.00%             | 2029-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.424%/VAR 07/21/2034                                                                                             | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      265000 | PA      | $276773.59     | 0.00%             | 2034-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE                                                                                                  | GINNIE MAE II 6.5% 07/20/2053#CV0172                                                                                             | CUSIP: 3618BVFM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1439563 | PA      | $1538582.79    | 0.00%             | 2053-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                                               | JEFFERIES FINANCIAL GROUP INC 5.875% 07/21/2028                                                                                  | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2405493.63    | 0.01%             | 2028-07-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                                             | LCM INVESTMENTS HOLDINGS II LLC 8.25% 08/01/2031 144A                                                                            | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105111.50     | 0.00%             | 2031-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HEICO CORP NEW                                                                                              | HEICO CORP NEW 5.25% 08/01/2028                                                                                                  | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1255704.93    | 0.00%             | 2028-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                                               | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                                            | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |      160000 | PA      | $149419.26     | 0.00%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DAC                                                                           | SMBC AVIATION CAPITAL FINANCE DAC 5.7% 07/25/2033 144A                                                                           | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     2365000 | PA      | $2499665.32    | 0.01%             | 2033-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 07/31/2030                                                                                                          | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      130000 | PA      | $132681.25     | 0.00%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 3% 05/25/2048                                                                                                         | CUSIP: 3136BMAC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      455693 | PA      | $433876.16     | 0.00%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 01/25/2049                                                                                     | CUSIP: 3137H5ZA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      337670 | PA      | $320806.38     | 0.00%             | 2049-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BXG RECEIVABLES NT TR 2023-A                                                                                | BXG RECEIVABLES NT TR 2023-A 7.38% 11/15/2038 144A                                                                               | CUSIP: 123919AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      330349 | PA      | $338833.49     | 0.00%             | 2038-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 TR                                                                                           | AMSR 2021-SFR2 TR 2.278% 08/17/2038 144A                                                                                         | CUSIP: 00179VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1136138.48    | 0.00%             | 2038-08-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                                                  | MASTEC INC 6.625% 08/15/2029 144A                                                                                                | CUSIP: 576323AQ2<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |       43000 | PA      | $43438.60      | 0.00%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SHUTTERFLY FINANCE LLC                                                                                      | SHUTTERFLY FINANCE LLC 9.75% 10/01/2027 144A                                                                                     | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4660 | PA      | $4636.70       | 0.00%             | 2027-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVE SECS TR 2023-R06                                                                            | CONNECTICUT AVE SECS TR 2023-R06 1M2 SOFR30A+270 07/25/2043 144A                                                                 | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2565550.50    | 0.01%             | 2043-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/01/2052#SD1293                                                                                                 | CUSIP: 3132DNNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      538849 | PA      | $535516.11     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/01/2052#SD1303                                                                                                 | CUSIP: 3132DNNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      293430 | PA      | $291614.54     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 08/01/2052#SD1794                                                                                                 | CUSIP: 3132DN7F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      464793 | PA      | $461917.90     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#SD2301                                                                                                 | CUSIP: 3132DPRW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      571363 | PA      | $540022.78     | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.55% 11/01/2032#WA3237                                                                                                | CUSIP: 3132WWZB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      429443 | PA      | $419606.58     | 0.00%             | 2032-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA CSTR 08/25/2032                                                                                   | CUSIP: 3136BPHK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      408423 | PA      | $404197.45     | 0.00%             | 2032-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANC AMER ALTERNATIVE LN TR                                                                                 | BANC AMER ALTERNATIVE LN TR 5% 05/25/2048                                                                                        | CUSIP: 05948KSN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         263 | PA      | $233.81        | 0.00%             | 2048-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MSCR 2021-MN3 M1                                                                                            | MSCR 2021-MN3 M1 SOFR30A+400 11/25/2051 144A                                                                                     | CUSIP: 35563GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6605728 | PA      | $6836417.86    | 0.02%             | 2051-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MVW 2022-2 LLC                                                                                              | MVW 2022-2 LLC 9% 10/21/2041 144A                                                                                                | CUSIP: 55400VAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      166028 | PA      | $169194.06     | 0.00%             | 2041-10-21      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC                                                             | SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC 9.8% 01/20/2040 144A                                                             | CUSIP: 826943AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      521599 | PA      | $551124.91     | 0.00%             | 2040-01-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#QE8091                                                                                                   | CUSIP: 3133BH7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      814707 | PA      | $792325.78     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2052#FS2982                                                                                                   | CUSIP: 3140XJJ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      441800 | PA      | $448661.42     | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2051#CB1411                                                                                                   | CUSIP: 3140QLR99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      611413 | PA      | $558033.81     | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2053#BY4776                                                                                                   | CUSIP: 3140NMJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1213066 | PA      | $1220980.47    | 0.00%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2050#BF0533                                                                                                 | CUSIP: 3140FXSX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      468586 | PA      | $419248.56     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 02/20/2052#786362                                                                                                     | CUSIP: 3622AB5X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      290218 | PA      | $263525.79     | 0.00%             | 2052-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2052#FS3829                                                                                                 | CUSIP: 3140XKHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155968 | PA      | $154856.56     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMREICA AUTO TR 2023-1A                                                                             | BANK OF AMREICA AUTO TR 2023-1A A3 5.53% 02/15/2028 144A                                                                         | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1013642 | PA      | $1021344.63    | 0.00%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2022-1 LTD                                                                                        | RADNOR RE 2022-1 LTD SOFR30A+675 09/25/2032 144A                                                                                 | CUSIP: 75049XAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      242510 | PA      | $249949.51     | 0.00%             | 2032-09-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2052#FS3536                                                                                                 | CUSIP: 3140XJ4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      513306 | PA      | $510130.85     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOODGREEN 2023-1                                                                                            | GOODGREEN 2023-1 5.9% 01/17/2061 144A                                                                                            | CUSIP: 38217DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      528049 | PA      | $536842.51     | 0.00%             | 2061-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.895% 02/01/2033#BS7843                                                                                               | CUSIP: 3140LJWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      559653 | PA      | $556886.69     | 0.00%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                                                               | DLLAA 2023-1A 5.64% 02/22/2028 144A                                                                                              | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1389467 | PA      | $1403876.32    | 0.00%             | 2028-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS1954                                                                                                   | CUSIP: 3140XHE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      658264 | PA      | $606554.26     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2052#FS2588                                                                                                 | CUSIP: 3140XH2W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1202958 | PA      | $1195516.46    | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2052#FS3428                                                                                                   | CUSIP: 3140XJY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      639922 | PA      | $626342.42     | 0.00%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2023-1                                                                    | GLS AUTO SELECT RECEIVABLES TRUST 2023-1 6.09% 03/15/2029 144A                                                                   | CUSIP: 36267FAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      175000 | PA      | $178674.39     | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIGECO SECURITIZATION I LLC                                                                                 | SIGECO SECURITIZATION I LLC 5.172% 05/15/2043                                                                                    | CUSIP: 82655KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8000 | PA      | $8125.91       | 0.00%             | 2043-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2052#FS3457                                                                                                 | CUSIP: 3140XJZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      693932 | PA      | $689639.50     | 0.00%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 03/01/2053#CB5907                                                                                                 | CUSIP: 3140QRR54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      458895 | PA      | $470877.09     | 0.00%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#CB1901                                                                                                 | CUSIP: 3140QMDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      506715 | PA      | $450512.65     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2050#CA6361                                                                                                 | CUSIP: 3140QEB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      574589 | PA      | $508704.20     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                         | FIFTH THIRD BANCORP 6.339%/VAR 07/27/2029                                                                                        | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2960105.73    | 0.01%             | 2029-07-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                                                 | PUBLIC STORAGE OPERATING CO 5.1% 08/01/2033                                                                                      | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      171000 | PA      | $178509.25     | 0.00%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                                | UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A                                                                                  | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1653796.83    | 0.00%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 05/01/2053#CB6314                                                                                                   | CUSIP: 3140QSAQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      421722 | PA      | $425899.49     | 0.00%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2052#CB4628                                                                                                   | CUSIP: 3140QQEA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      935028 | PA      | $946334.25     | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2052#CB3608                                                                                                 | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2299418 | PA      | $2171855.88    | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2023-2                                                                               | MARLETTE FUNDING TRUST 2023-2 6.96% 06/15/2033 144A                                                                              | CUSIP: 57109LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       60538 | PA      | $60719.58      | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMSR 2023-SFR1 TR                                                                                           | AMSR 2023-SFR1 TR 4% 04/17/2040 144A                                                                                             | CUSIP: 66981XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4644946 | PA      | $4445852.00    | 0.01%             | 2040-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.11% 01/01/2032#BS4375                                                                                                | CUSIP: 3140LE2H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4902827 | PA      | $4466818.41    | 0.01%             | 2032-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2050#CA5702                                                                                                 | CUSIP: 3140QDKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      596226 | PA      | $526555.51     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2052#BX0098                                                                                                   | CUSIP: 3140N4DC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      336141 | PA      | $342674.61     | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2053#BY4714                                                                                                   | CUSIP: 3140NMGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1414770 | PA      | $1432319.82    | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.37% 05/01/2033#BS8546                                                                                                | CUSIP: 3140LKP80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      487100 | PA      | $497032.94     | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.48% 04/01/2033#BS8141                                                                                                | CUSIP: 3140LKBK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      446114 | PA      | $458360.10     | 0.00%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 03/25/2058                                                                  | CUSIP: 35563PGZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1850142 | PA      | $1639161.29    | 0.00%             | 2058-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.33% 01/01/2033#BS7496                                                                                                | CUSIP: 3140LJKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      730685 | PA      | $745172.42     | 0.00%             | 2033-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.88% 12/01/2032#BS7320                                                                                                | CUSIP: 3140LJD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      234042 | PA      | $244224.30     | 0.00%             | 2032-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.17% 10/01/2034#WN1167                                                                                                | CUSIP: 3132XFJM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      585106 | PA      | $586184.58     | 0.00%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.85% 09/01/2032#WN1179                                                                                                | CUSIP: 3132XFJZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      509042 | PA      | $503865.55     | 0.00%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2052#QF3378                                                                                                   | CUSIP: 3133BQXF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      349250 | PA      | $356038.41     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2052#QF3433                                                                                                   | CUSIP: 3133BQY67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      455967 | PA      | $464829.29     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2052#QF5369                                                                                                   | CUSIP: 3133BS6E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      468417 | PA      | $476789.42     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 03/01/2053#RA8766                                                                                                   | CUSIP: 3133KQW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      938023 | PA      | $948486.51     | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2061#BF0584                                                                                                 | CUSIP: 3140FXUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      186617 | PA      | $184120.86     | 0.00%             | 2061-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2062#BF0617                                                                                                 | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      957875 | PA      | $804636.86     | 0.00%             | 2062-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2062#BF0654                                                                                                   | CUSIP: 3140FXWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      576032 | PA      | $513500.91     | 0.00%             | 2062-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2062#BF0677                                                                                                   | CUSIP: 3140FXXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1184413 | PA      | $1135590.27    | 0.00%             | 2062-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2061#BM7075                                                                                                   | CUSIP: 3140JB2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      291577 | PA      | $260198.78     | 0.00%             | 2061-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2050#BP6439                                                                                                 | CUSIP: 3140KEEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1113283 | PA      | $965798.64     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.96% 09/01/2033#BS3020                                                                                                | CUSIP: 3140LDLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      248670 | PA      | $215707.00     | 0.00%             | 2033-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.09% 05/01/2032#BS5332                                                                                                | CUSIP: 3140LF4S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      182845 | PA      | $174475.49     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.26% 05/01/2032#BS5440                                                                                                | CUSIP: 3140LGBJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      429906 | PA      | $414131.03     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.13% 05/01/2032#BS5500                                                                                                | CUSIP: 3140LGDE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      336436 | PA      | $321781.66     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.75% 09/01/2034#BS6427                                                                                                | CUSIP: 3140LHD98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      389300 | PA      | $379109.10     | 0.00%             | 2034-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2053#MA5107                                                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3662180 | PA      | $3738349.31    | 0.01%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.51% 07/01/2033#BS9089                                                                                                | CUSIP: 3140LLC33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2938829 | PA      | $3023664.47    | 0.01%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                      | EXTRA SPACE STORAGE LP 2.2% 10/15/2030                                                                                           | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     2162000 | PA      | $1976374.70    | 0.00%             | 2030-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BXG RECEIVABLES NT TR 2020-A                                                                                | BXG RECEIVABLES NOTE TRUST 2020-A B 2.49% 02/28/2036 144A                                                                        | CUSIP: 05608TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      642390 | PA      | $628409.10     | 0.00%             | 2036-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 08/25/2046                                                                                     | CUSIP: 3136BL5X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      556996 | PA      | $537403.57     | 0.00%             | 2046-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 06/25/2049                                                                                     | CUSIP: 3136BMER5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      757728 | PA      | $717716.09     | 0.00%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 MTG TR                                                                                         | BMO 2023-5C1 MTG TR 6.534% 08/15/2056                                                                                            | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $10478316.00   | 0.02%             | 2056-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2053#                                                                                                         | CUSIP: 3140MLR93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      626020 | PA      | $611365.19     | 0.00%             | 2053-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R VAR 03/16/2063                                                                                    | CUSIP: 38380RXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12827448 | PA      | $1060180.85    | 0.00%             | 2063-03-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 9YR 4.73% 10/01/2032#BS8959                                                                                                 | CUSIP: 3140LK5V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      536805 | PA      | $554295.40     | 0.00%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 10YR 4.32% 07/01/2033#BS9007                                                                                                | CUSIP: 3140LLAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      506035 | PA      | $514811.95     | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                                   | L3HARRIS TECHNOLOGIES INC 5.4% 01/15/2027                                                                                        | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     3030000 | PA      | $3070164.32    | 0.01%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                                   | L3HARRIS TECHNOLOGIES INC 5.6% 07/31/2053                                                                                        | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120796.48     | 0.00%             | 2053-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 02/01/2035#FM6733                                                                                                 | CUSIP: 3140XAPT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      261301 | PA      | $254251.12     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 04/01/2036#FM9743                                                                                                 | CUSIP: 3140XDZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      470533 | PA      | $457673.94     | 0.00%             | 2036-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.19% 07/01/2033#WN3233                                                                                                | CUSIP: 3132XHSX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5941532 | PA      | $5647241.37    | 0.01%             | 2033-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                                  | PENSKE TRUCK LEASING CO LP /CORP 6.05% 08/01/2028 144A                                                                           | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2105000 | PA      | $2194403.24    | 0.00%             | 2028-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027                                                                                   | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1008485.20    | 0.00%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 6.343% 08/02/2030                                                                                               | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1380907.88    | 0.00%             | 2030-08-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                                               | BAT INTL FINANCE PLC 5.931% 02/02/2029                                                                                           | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      395000 | PA      | $416106.83     | 0.00%             | 2029-02-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                                                                | VT TOPCO INC 8.5% 08/15/2030 144A                                                                                                | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |      734000 | PA      | $729171.67     | 0.00%             | 2030-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.588% 08/08/2028                                                                                             | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1451138.78    | 0.00%             | 2028-08-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                                                             | BANK 2023-BNK46 A4 5.745% 08/15/2056                                                                                             | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2691493.00    | 0.01%             | 2056-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 7.079% 08/02/2043                                                                                               | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      513000 | PA      | $583165.65     | 0.00%             | 2043-08-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                                            | TRINET GROUP INC 7.125% 08/15/2031 144A                                                                                          | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      265000 | PA      | $257090.48     | 0.00%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2053#CB6911                                                                                                 | CUSIP: 3140QSVD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1143410 | PA      | $1182913.31    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2053#CB6642                                                                                                 | CUSIP: 3140QSLY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      335795 | PA      | $347396.67     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN CR ACCEP RECEIVABLES TR 2023-3                                                                     | AMERICAN CR ACCEP RECEIVABLES TR 2023-3 6.82% 10/12/2029 144A                                                                    | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2180000 | PA      | $2231491.60    | 0.00%             | 2029-10-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2023-1A                                                                        | HILTON GRAND VACATIONS TRUST 2023-1A C 6.94% 01/25/2038 144A                                                                     | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1403586 | PA      | $1453617.46    | 0.00%             | 2038-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RENEW 2023-1                                                                                                | RENEW 2023-1A A 5.9% 11/20/2058 144A                                                                                             | CUSIP: 75973HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2420261 | PA      | $2537127.81    | 0.01%             | 2058-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 08/15/2033                                                                                                      | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    61741000 | PA      | $62189586.64   | 0.14%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.125% 08/15/2053                                                                                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    78100600 | PA      | $71648147.89   | 0.16%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 08/01/2051#SD2230                                                                                                   | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      628351 | PA      | $526019.06     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A                                                                       | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      957000 | PA      | $1022298.09    | 0.00%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A                                                                       | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      971000 | PA      | $1049171.67    | 0.00%             | 2043-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A                                                                       | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1389000 | PA      | $1514807.90    | 0.00%             | 2053-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 08/01/2053#RA9619                                                                                                 | CUSIP: 3133KRVL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4060767 | PA      | $4197254.89    | 0.01%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A                                                                       | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      831000 | PA      | $922218.81     | 0.00%             | 2063-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A                                                                       | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6190000 | PA      | $6706611.15    | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C                                                                    | WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028                                                                        | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      841435 | PA      | $846014.52     | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TR 2022-FRR3                                                                                   | GAM RE-REMIC TR 2022-FRR3 BK89 0% 01/27/2052 144A                                                                                | CUSIP: 36459DCQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5077506.00    | 0.01%             | 2052-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2053#BY3039                                                                                                   | CUSIP: 3140NKLV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2160052 | PA      | $2193596.52    | 0.00%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2053#BY4772                                                                                                   | CUSIP: 3140NMJS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2108406 | PA      | $2193181.64    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2053#BY4792                                                                                                 | CUSIP: 3140NMKE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1116535 | PA      | $1144991.68    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2053#BY4771                                                                                                   | CUSIP: 3140NMJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      824040 | PA      | $859233.63     | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 07/01/2036#CB1180                                                                                                   | CUSIP: 3140QLJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74478 | PA      | $69577.47      | 0.00%             | 2036-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2053#BY8580                                                                                                 | CUSIP: 3140NRRA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1953801 | PA      | $2003596.64    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                                                   | CUSIP: 3137H5FF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      510999 | PA      | $465001.27     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049                                                                                   | CUSIP: 3137H5J24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      511001 | PA      | $465002.33     | 0.00%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                                                   | CUSIP: 3137H5VK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      608473 | PA      | $553850.46     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.67% 07/01/2033#AN9700                                                                                                | CUSIP: 3138LNX63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1962151.00    | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                                                          | PUBLIC SERVICE ELECTRIC AND GAS CO 5.45% 08/01/2053                                                                              | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      163000 | PA      | $160954.64     | 0.00%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 10/25/2062 144A                                                             | CUSIP: 35563PK73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4850604 | PA      | $4193670.88    | 0.01%             | 2062-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 4.95% 08/15/2028                                                                                   | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      942000 | PA      | $966651.10     | 0.00%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2023-SHIP                                                                               | GS MTG SECS CORP TR 2023-SHIP A VAR 09/06/2026 144A                                                                              | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4140000 | PA      | $4134856.05    | 0.01%             | 2038-09-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027                                                                                          | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2285000 | PA      | $2304429.31    | 0.01%             | 2027-08-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 08/01/2051#SD3092                                                                                                 | CUSIP: 3132DQNH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4665707 | PA      | $4113219.69    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                                                 | TENNECO INC 8% 11/17/2028 144A                                                                                                   | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3475017.17    | 0.01%             | 2028-11-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5% 05/01/2053#RA9045                                                                                                   | CUSIP: 3133KRBN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1014308 | PA      | $1030059.87    | 0.00%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 03/01/2053#SD2666                                                                                                   | CUSIP: 3132DP6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      998629 | PA      | $1012889.10    | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5% 05/01/2053#RA9056                                                                                                   | CUSIP: 3133KRBZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      564999 | PA      | $570948.29     | 0.00%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2007-3                                                                              | CHL MTG PASS-THROUGH TR 2007-3 A17 6% 04/25/2037                                                                                 | CUSIP: 12543RAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      965469 | PA      | $427444.83     | 0.00%             | 2037-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 04/25/2033                                                                                    | CUSIP: 3136BQCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      600000 | PA      | $617188.02     | 0.00%             | 2033-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 05/01/2053#FS4679                                                                                                   | CUSIP: 3140XLFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      748897 | PA      | $772316.04     | 0.00%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES                                                                                    | CARVANA AUTO RECEIVABLES TR 2023-P3 A4 5.71% 07/10/2029 144A                                                                     | CUSIP: 14688GAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1418000 | PA      | $1453383.07    | 0.00%             | 2029-07-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2050#SI2072                                                                                                   | CUSIP: 3133USJR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2085034 | PA      | $1754591.27    | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 01/01/2053#CB5482                                                                                                   | CUSIP: 3140QRCU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1892490 | PA      | $1973906.77    | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2053#CB6489                                                                                                   | CUSIP: 3140QSF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      720076 | PA      | $742390.43     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2051#SD2868                                                                                                   | CUSIP: 3132DQFH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2306802 | PA      | $2121267.20    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2046#BC8998                                                                                                   | CUSIP: 3140F47L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      772572 | PA      | $717677.73     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2052#SD1652                                                                                                   | CUSIP: 3132DNZR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1553073 | PA      | $1430101.80    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2050#QA7250                                                                                                   | CUSIP: 3133A2BT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2191661 | PA      | $2018126.92    | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2047#FS5415                                                                                                   | CUSIP: 3140XMAR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      358411 | PA      | $336683.35     | 0.00%             | 2047-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CUSHMAN and WAKEFIELD US BORROWER LLC                                                                       | CUSHMAN and WAKEFIELD US BORROWER LLC 8.875% 09/01/2031 144A                                                                     | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105821.40     | 0.00%             | 2031-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/01/2052#SD1836                                                                                                   | CUSIP: 3132DPBD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1384844 | PA      | $1161041.74    | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                      | CONOCOPHILLIPS CO 5.55% 03/15/2054                                                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1154137.54    | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                      | CONOCOPHILLIPS CO 5.05% 09/15/2033                                                                                               | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     1057000 | PA      | $1100253.67    | 0.00%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2052#SD2382                                                                                                 | CUSIP: 3132DPUF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      291710 | PA      | $277623.87     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2050#FP0023                                                                                                 | CUSIP: 3140XTAZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2095409 | PA      | $1989641.55    | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2052#FS5189                                                                                                 | CUSIP: 3140XLXT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      320776 | PA      | $304584.54     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2050#FS5313                                                                                                 | CUSIP: 3140XL3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1134615 | PA      | $1083371.45    | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2052#SD2634                                                                                                 | CUSIP: 3132DP4T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      248752 | PA      | $237517.23     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2053#FS5088                                                                                                 | CUSIP: 3140XLUN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      337374 | PA      | $320766.40     | 0.00%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2052#SD1074                                                                                                 | CUSIP: 3132DNFP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      402964 | PA      | $383380.03     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 08/01/2053#SD8350                                                                                                   | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7173021 | PA      | $7394749.18    | 0.02%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2023-SHIP                                                                               | GS MTG SECS CORP TR 2023-SHIP 7.68138% 09/10/2038 144A                                                                           | CUSIP: 36270GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74000 | PA      | $74202.45      | 0.00%             | 2038-09-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INTERNATIONAL INC                                                                          | LIGHT and WONDER INTERNATIONAL INC 7.5% 09/01/2031 144A                                                                          | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104250.00     | 0.00%             | 2031-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 5.7% 08/15/2053                                                                                   | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      250000 | PA      | $247974.07     | 0.00%             | 2053-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2051#FS5154                                                                                                   | CUSIP: 3140XLWQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      651633 | PA      | $642895.70     | 0.00%             | 2051-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2048#BM4680                                                                                                   | CUSIP: 3140J9FW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      797781 | PA      | $785338.74     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST 2023-3                                                                           | GLS AUTO RECEIVABLES TRUST 2023-3 D 6.44% 05/15/2029 144A                                                                        | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1407000 | PA      | $1443796.29    | 0.00%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 08/01/2042#FS3742                                                                                                   | CUSIP: 3140XKEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      655730 | PA      | $584393.83     | 0.00%             | 2042-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST 2023-3                                                                           | GLS AUTO RECEIVABLES TRUST 2023-3A E 9.27% 08/15/2030 144A                                                                       | CUSIP: 36267PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1067245.50    | 0.00%             | 2030-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 1.5% 12/01/2041#MA4500                                                                                                 | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3541786 | PA      | $3036967.42    | 0.01%             | 2041-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                                                             | RINGCENTRAL INC 8.5% 08/15/2030 144A                                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      378000 | PA      | $396913.61     | 0.00%             | 2030-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4.5% 05/01/2039#FM1194                                                                                                 | CUSIP: 3140X4KG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      891481 | PA      | $908532.63     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                                                       | OPEN TEXT TERM B 1LN 01/31/2030                                                                                                  | CUSIP: 68371YAP8<br>LEI: 549300UQROQS42RKHM85 | Long             | LON              | CORP              | CA        |      145326 | PA      | $141178.82     | 0.00%             | 2030-01-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 09/01/2048#FS0559                                                                                                 | CUSIP: 3140XFTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      369530 | PA      | $388125.77     | 0.00%             | 2048-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2053#FS4874                                                                                                 | CUSIP: 3140XLMY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1527834 | PA      | $1566438.43    | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 08/01/2053#SD3572                                                                                                 | CUSIP: 3132DQ6H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1677094 | PA      | $1714360.54    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR1 TRUST                                                                                        | AMSR 2021-SFR1 TRUST 2.153% 06/17/2038 144A                                                                                      | CUSIP: 00179DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3796154.80    | 0.01%             | 2038-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3                                                                | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 6.02% 09/15/2028 144A                                                               | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1916643.05    | 0.00%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3                                                                | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 6.47% 03/15/2029 144A                                                               | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2169000 | PA      | $2223316.31    | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2050#FS4617                                                                                                 | CUSIP: 3140XLDX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1102839 | PA      | $1108423.69    | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2051#FS4297                                                                                                 | CUSIP: 3140XKX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      525263 | PA      | $525624.64     | 0.00%             | 2051-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2048#CA2045                                                                                                 | CUSIP: 3140Q9HX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1509098 | PA      | $1521928.52    | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2053#BY7027                                                                                                   | CUSIP: 3140NPYZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3723796 | PA      | $3771152.58    | 0.01%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC VAR 11/15/2028                                                                                             | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2810000 | PA      | $2957089.45    | 0.01%             | 2028-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC VAR 11/15/2030                                                                                             | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     3406000 | PA      | $3631395.46    | 0.01%             | 2030-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC VAR 11/15/2033                                                                                             | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1991000 | PA      | $2139022.89    | 0.00%             | 2033-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 6.05% 09/01/2033                                                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4345000 | PA      | $4665352.07    | 0.01%             | 2033-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 10/01/2036#BU1080                                                                                                   | CUSIP: 3140M2FW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1011043 | PA      | $945153.28     | 0.00%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 12/01/2036#BU5931                                                                                                   | CUSIP: 3140M7SV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1075045 | PA      | $1004984.09    | 0.00%             | 2036-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 06/01/2036#QN6605                                                                                                   | CUSIP: 3133GDKS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      745540 | PA      | $696953.38     | 0.00%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 10/01/2035#FM8618                                                                                                 | CUSIP: 3140XCSG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      409958 | PA      | $395387.60     | 0.00%             | 2035-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2037#FS4409                                                                                                 | CUSIP: 3140XK3T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      705287 | PA      | $673281.49     | 0.00%             | 2037-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2037#CB3435                                                                                                 | CUSIP: 3140QNY97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      424602 | PA      | $405599.06     | 0.00%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES 2023-1 LLC                                                                              | VERDANT RECEIVABLES 2023-1 LLC 6.24% 01/13/2031 144A                                                                             | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1075745 | PA      | $1093585.18    | 0.00%             | 2031-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANC AMER FDG 2007-3 TR                                                                                     | BANC AMER FDG 2007-3 TA8 TSFR1M+29.448 04/25/2037                                                                                | CUSIP: 059515AK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1132275 | PA      | $912850.57     | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ASSET BKD SEC CORP HM EQ LN TR                                                                              | ASSET BKD SEC CORP HM EQ LN TR STEP 12/25/2034                                                                                   | CUSIP: 04541GNA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      843383 | PA      | $804062.13     | 0.00%             | 2034-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 04/20/2053#MA8796                                                                                                     | CUSIP: 36179XXZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1833404 | PA      | $1693715.81    | 0.00%             | 2053-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2053#MA8875                                                                                                   | CUSIP: 36179X2G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1468614 | PA      | $1391314.18    | 0.00%             | 2053-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                                              | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $331143.78     | 0.00%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2007-8                                                                              | CHL MTG PASS-THROUGH TR 2007-8 1A12 5.875% 01/25/2038                                                                            | CUSIP: 12545AAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      844310 | PA      | $349831.46     | 0.00%             | 2038-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET BACKED CTFS WAMU SER 2007 HE2 TR                                                                 | WAMU ABC WAMU SER 2007 HE2 TR STEP 04/25/2037                                                                                    | CUSIP: 92926SAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2274881 | PA      | $827848.38     | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2022-INV1 TRUST                                                                                        | PRPM 2022-INV1 A2 TRUST CSTR 04/25/2067 144A                                                                                     | CUSIP: 69377EAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      572812 | PA      | $567750.95     | 0.00%             | 2067-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                                                | HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029                                                                               | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1081739.91    | 0.00%             | 2029-08-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 05/01/2037#BV9862                                                                                                   | CUSIP: 3140MP5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      350565 | PA      | $340919.29     | 0.00%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 4.5% 02/01/2038#MA4914                                                                                                 | CUSIP: 31418EN89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58929 | PA      | $59395.71      | 0.00%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 01/01/2036#SB0475                                                                                                   | CUSIP: 3132CWQ49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      337109 | PA      | $330045.49     | 0.00%             | 2036-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 08/20/2053#MA9107                                                                                                     | CUSIP: 36179YDL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24364 | PA      | $25012.97      | 0.00%             | 2053-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 08/20/2053#MA9106                                                                                                   | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       60040 | PA      | $61214.72      | 0.00%             | 2053-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2051#FS5025                                                                                                   | CUSIP: 3140XLSP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1045695 | PA      | $1025464.24    | 0.00%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                  | FISERV INC 5.625% 08/21/2033                                                                                                     | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      970000 | PA      | $1003990.16    | 0.00%             | 2033-08-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 5.939%/VAR 08/18/2034                                                                             | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      300000 | PA      | $324135.16     | 0.00%             | 2034-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS HOLDINGS CAPITAL LLC                                                                      | MAXIM CRANE WORKS HOLDINGS CAPITAL LLC 11.5% 09/01/2028 144A                                                                     | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $949699.80     | 0.00%             | 2028-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.81% 09/01/2029#BS7011                                                                                                | CUSIP: 3140LHYH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2914187 | PA      | $3000089.53    | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                                                                         | VIRGIN MONEY UK PLC 7.625%/VAR 08/23/2029 REGS                                                                                   | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |      245000 | PA      | $356295.24     | 0.00%             | 2029-08-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEP AUTO LN TR 2023-3                                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3A C 7.62% 12/15/2033 144A                                                                | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4116420.40    | 0.01%             | 2033-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 6.17% 09/15/2036 144A                                                                    | CUSIP: 68269HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5714000 | PA      | $5902064.31    | 0.01%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 6.74% 09/15/2036 144A                                                                    | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1350156.99    | 0.00%             | 2036-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 7.52% 09/15/2036 144A                                                                    | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2506117.44    | 0.01%             | 2036-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BXG RECEIVABLES NT TR 2022-A                                                                                | BXG RECEIVABLES NT TR 2022-A A 4.12% 09/28/2037 144A                                                                             | CUSIP: 12434KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1935965 | PA      | $1927659.46    | 0.00%             | 2037-09-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-D1                                                      | ACE SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-D1 STEP 02/25/2038 144A                                                      | CUSIP: 00083BAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      468236 | PA      | $408231.11     | 0.00%             | 2038-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY AURA PTE LTD                                                                               | CONTINUUM ENERGY AURA PTE LTD 9.5% 02/24/2027 REGS                                                                               | CUSIP: N/A<br>LEI: 984500AB52D7C8GC2E33       | Long             | DBT              | CORP              | SG        |      900000 | PA      | $913419.00     | 0.00%             | 2027-02-24      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 07/20/2053#CS4391                                                                                                   | CUSIP: 3618AW2Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2624977 | PA      | $2730513.23    | 0.01%             | 2053-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC 2021                                                                            | HERTZ VEHICLE FINANCING LLC 2023-3A A 5.94% 02/25/2028 144A                                                                      | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1197000 | PA      | $1213638.06    | 0.00%             | 2028-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG SECS CORP                                                                                | WASHINGTON MUT MTG SECS CORP 06-2 3CB 6% 03/25/2036                                                                              | CUSIP: 93934FME9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1004642 | PA      | $811342.76     | 0.00%             | 2036-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.93% 01/01/2032#BS4505                                                                                                | CUSIP: 3140LFAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5387945.40    | 0.01%             | 2032-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 03/01/2041#SC0136                                                                                                   | CUSIP: 3132D9EH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      363417 | PA      | $327418.58     | 0.00%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 09/01/2041#SC0185                                                                                                 | CUSIP: 3132D9F25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      272511 | PA      | $251675.34     | 0.00%             | 2041-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 08/01/2041#QK0985                                                                                                 | CUSIP: 3133D4CW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      125745 | PA      | $115773.73     | 0.00%             | 2041-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 11/01/2041#QK1167                                                                                                 | CUSIP: 3133D4JL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      154602 | PA      | $142535.37     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 03/01/2041#CA9362                                                                                                 | CUSIP: 3140QHML6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      196954 | PA      | $182890.59     | 0.00%             | 2041-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.375% 08/15/2043                                                                                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    72155000 | PA      | $70974025.41   | 0.16%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 04/01/2041#CB0116                                                                                                   | CUSIP: 3140QKDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155852 | PA      | $140371.82     | 0.00%             | 2041-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 05/01/2041#CB0471                                                                                                 | CUSIP: 3140QKQZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      174397 | PA      | $161633.62     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 07/01/2041#CB1074                                                                                                 | CUSIP: 3140QLFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      182143 | PA      | $168196.14     | 0.00%             | 2041-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 05/01/2041#FM7587                                                                                                 | CUSIP: 3140XBND8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      231134 | PA      | $213170.47     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 06/01/2041#FM7891                                                                                                   | CUSIP: 3140XBXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      112736 | PA      | $101522.70     | 0.00%             | 2041-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.73% 11/01/2031#BS3637                                                                                                | CUSIP: 3140LEBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4261789 | PA      | $3813104.53    | 0.01%             | 2031-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.02% 01/01/2032#BS4650                                                                                                | CUSIP: 3140LFEY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3994130 | PA      | $3620366.15    | 0.01%             | 2032-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PARK G                                                                                            | MRCD 2019-PARK G 2.71752% 12/15/2036 144A                                                                                        | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $452250.00     | 0.00%             | 2036-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2052#CB5267                                                                                                 | CUSIP: 3140QQZ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4282230 | PA      | $4267785.13    | 0.01%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.8% 12/01/2030#BS9296                                                                                                 | CUSIP: 3140LLKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1981165 | PA      | $2045535.95    | 0.00%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 10/01/2051#QC7968                                                                                                 | CUSIP: 3133ASZ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3683658 | PA      | $3231344.07    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 05/01/2053#SD3567                                                                                                 | CUSIP: 3132DQ6C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2942205 | PA      | $2928602.18    | 0.01%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2052#SD3490                                                                                                   | CUSIP: 3132DQ2X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1833582 | PA      | $1533249.20    | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#CB0090                                                                                                   | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2089017 | PA      | $1746845.52    | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#FM9167                                                                                                   | CUSIP: 3140XDFH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      823123 | PA      | $691643.35     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2050#FP0052                                                                                                   | CUSIP: 3140XTBW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      816473 | PA      | $686820.95     | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2052#CB2763                                                                                                   | CUSIP: 3140QNB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1033705 | PA      | $866650.08     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                                            | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 6.5% 12/01/2052                                                 | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2606000 | PA      | $2753629.90    | 0.01%             | 2052-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                                            | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 3.625% 01/15/2032                                               | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1030000 | PA      | $974790.35     | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                                            | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 4.375% 02/02/2052                                               | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1080000 | PA      | $853849.62     | 0.00%             | 2052-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                                            | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 3% 05/15/2032                                                   | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     3375000 | PA      | $3073121.10    | 0.01%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4                                                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 9.57% 02/18/2031 144A                                                                 | CUSIP: 30166TAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1015000 | PA      | $1094836.96    | 0.00%             | 2031-02-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2049#FS5372                                                                                                 | CUSIP: 3140XL6J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      316361 | PA      | $302171.49     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-OA10                                                                            | ALTERNATIVE LOAN TRUST 2007-OA10 STEP TSFR1M+61.448 09/25/2047                                                                   | CUSIP: 02149QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4465998 | PA      | $631475.55     | 0.00%             | 2047-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4                                                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 6.95% 12/17/2029                                                                      | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1205000 | PA      | $1236365.91    | 0.00%             | 2029-12-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2052#FS1863                                                                                                 | CUSIP: 3140XHB97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      314691 | PA      | $299396.58     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 02/01/2053#SD3099                                                                                                 | CUSIP: 3132DQNQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      315425 | PA      | $299799.42     | 0.00%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SERIES 2007-6                                                | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SERIES 2007-6 VAR 07/25/2037                                                      | CUSIP: 86364CAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1267070 | PA      | $795559.72     | 0.00%             | 2037-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVE SECS TR 2022-R08                                                                            | CONNECTICUT AVE SECS TR 2022-R08 1B1 SOFR30A+560 07/25/2042 144A                                                                 | CUSIP: 20755DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1590552.00    | 0.00%             | 2042-07-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2048#FS0517                                                                                                   | CUSIP: 3140XFSF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      289203 | PA      | $268653.51     | 0.00%             | 2048-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.375% 08/31/2028                                                                                                      | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12335000 | PA      | $12624101.56   | 0.03%             | 2028-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 2.976% 06/20/2071#CG2457                                                                                               | CUSIP: 3617WFWS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      618948 | PA      | $567411.72     | 0.00%             | 2071-06-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                                                | SABINE PASS LIQUEFACTION LLC 5.9% 09/15/2037                                                                                     | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     1188261 | PA      | $1264713.10    | 0.00%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2050#FS3189                                                                                                   | CUSIP: 3140XJRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      263303 | PA      | $259772.22     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2050#FS5024                                                                                                   | CUSIP: 3140XLSN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      291575 | PA      | $287027.97     | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 2021-GT2 A 3.85% 10/25/2026 144A                                                                              | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3897930.40    | 0.01%             | 2026-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2052#CB3234                                                                                                   | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3655781 | PA      | $3341184.62    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MTG SECS CORP                                                                    | CREDIT SUISS FB MTG SECS CORP 6.5% 01/25/2036                                                                                    | CUSIP: 225470RT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1740294 | PA      | $867672.49     | 0.00%             | 2036-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2050#FS5103                                                                                                 | CUSIP: 3140XLU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      435830 | PA      | $437900.83     | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 03/20/2053#MA8721                                                                                                     | CUSIP: 36179XVN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      326199 | PA      | $301141.86     | 0.00%             | 2053-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.17% 08/01/2028#BS9255                                                                                                | CUSIP: 3140LLH95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2336246 | PA      | $2406001.36    | 0.01%             | 2028-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 03/01/2037#RC2467                                                                                                   | CUSIP: 3133L8W43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      340110 | PA      | $319007.45     | 0.00%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 05/01/2036#RC1953                                                                                                   | CUSIP: 3133L8E27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      314565 | PA      | $293966.57     | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2037#FS0785                                                                                                   | CUSIP: 3140XF2T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      470734 | PA      | $440056.44     | 0.00%             | 2037-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 01/01/2041#FM8941                                                                                                   | CUSIP: 3140XC5B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      204582 | PA      | $197653.54     | 0.00%             | 2041-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2052#BW9886                                                                                                 | CUSIP: 3140N26Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5251554 | PA      | $5214146.09    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 07/01/2037#FS2984                                                                                                 | CUSIP: 3140XJJ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      178507 | PA      | $170350.70     | 0.00%             | 2037-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 04/01/2037#SB0814                                                                                                 | CUSIP: 3132CW3X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47684 | PA      | $45564.95      | 0.00%             | 2037-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 07/01/2036#FM8131                                                                                                 | CUSIP: 3140XCA99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106283 | PA      | $101659.25     | 0.00%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                                                  | VOLKSWAGEN INTL FINANCE NV 7.875%/VAR PERP REGS                                                                                  | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |      700000 | PA      | $964684.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC MTG BACKED TR 2006-6                                                                                   | CSMC MTG BACKED TR 2006-6 6% 07/25/2036                                                                                          | CUSIP: 22942JAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1911296 | PA      | $835356.19     | 0.00%             | 2036-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LNS 2021-C LLC                                                                          | COLLEGE AVE STUDENT LNS 2021-C LLC 2.72% 07/26/2055 144A                                                                         | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      279940 | PA      | $262777.73     | 0.00%             | 2055-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                                        | TELEFONICA EUROPE BV EUAMDB08+NA PERP REGS                                                                                       | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |      100000 | PA      | $130572.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                                                    | ENGIE SA 4.25% 09/06/2034 REGS                                                                                                   | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $499993.85     | 0.00%             | 2034-09-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS SARL                                                                                     | VIVION INVESTMENTS SARL PIK VAR 08/31/2028 REGS                                                                                  | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       38773 | PA      | $46054.63      | 0.00%             | 2028-08-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                                      | FEDERAL HOME LOAN BANKS 2.09% 02/22/2036                                                                                         | CUSIP: 3130ALDV3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     1760000 | PA      | $1463933.26    | 0.00%             | 2036-02-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                                                   | FEDERAL FARM CREDIT BANKS 2.35% 03/10/2036                                                                                       | CUSIP: 3133EMSR4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     1825000 | PA      | $1534510.90    | 0.00%             | 2036-03-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 09/01/2051#FS2766                                                                                                 | CUSIP: 3140XJCC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      213317 | PA      | $169526.46     | 0.00%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 07/01/2037#SB0855                                                                                                   | CUSIP: 3132CW5Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130465 | PA      | $126630.03     | 0.00%             | 2037-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 12/01/2035#FS1488                                                                                                   | CUSIP: 3140XGUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      125234 | PA      | $122648.93     | 0.00%             | 2035-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS SARL                                                                                     | VIVION INVESTMENTS SARL PIK VAR 02/28/2029 REGS                                                                                  | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $118757.43     | 0.00%             | 2029-02-28      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC3 TR                                                                                          | PRKCM 2023-AFC3 A2 TRUST 6.987% 09/25/2058 144A                                                                                  | CUSIP: 693984AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      508739 | PA      | $511324.28     | 0.00%             | 2058-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.716% 09/14/2028                                                                                   | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      405000 | PA      | $422268.36     | 0.00%             | 2028-09-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2023-NQM6                                                                          | BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM6 A2 6.956% 09/25/2063 144A                                                              | CUSIP: 10569DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      602263 | PA      | $605268.40     | 0.00%             | 2063-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                                                    | BHP BILLITON FIN USA LTD 5.25% 09/08/2033                                                                                        | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     3170000 | PA      | $3326778.34    | 0.01%             | 2033-09-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY 5.5% 03/15/2029                                                                                                 | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      320000 | PA      | $333534.80     | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                                  | CARVANA CO PIK VAR 06/01/2031 144A                                                                                               | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     3091000 | PA      | $3390001.46    | 0.01%             | 2031-06-01      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                                  | CARVANA CO PIK VAR 06/01/2030 144A                                                                                               | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2993047.50    | 0.01%             | 2030-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                                        | WEC ENERGY GROUP INC 5.6% 09/12/2026                                                                                             | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       97000 | PA      | $97705.83      | 0.00%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIGICEL LTD                                                                                                 | DIGICEL LTD                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      104255 | NS      | $1680590.60    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DIGICEL LTD                                                                                                 | DIGICEL LTD PFD PERP                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BM        |        6735 | NS      | $84658.95      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                        | ZF EUROPE FINANCE BV 6.125% 03/13/2029 REGS                                                                                      | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $123839.55     | 0.00%             | 2029-03-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                                                                            | REWE INT FINANCE 4.875% 09/13/2030 REGS                                                                                          | CUSIP: N/A<br>LEI: 5299003XLG8J4YTHLX44       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $253399.21     | 0.00%             | 2030-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                                               | AIB GROUP PLC 6.608%/VAR 09/13/2029 144A                                                                                         | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $423380.04     | 0.00%             | 2029-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 7% 01/15/2032 144A                                                                               | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      520000 | PA      | $544700.00     | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.25% 09/07/2028                                                                                          | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      485000 | PA      | $501563.18     | 0.00%             | 2028-09-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 5.65% 09/12/2028 144A                                                                              | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     4113000 | PA      | $4251649.11    | 0.01%             | 2028-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                                                | CAIXABANK SA 6.684%/VAR 09/13/2027 144A                                                                                          | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      265000 | PA      | $268764.65     | 0.00%             | 2027-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 6.692%/VAR 09/13/2034                                                                                               | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $3228002.82    | 0.01%             | 2034-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 6.496%/VAR 09/13/2027                                                                                               | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $607664.81     | 0.00%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006 7 TR                                                       | WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006 7 A1A TR STEP 09/25/2036                                                        | CUSIP: 93935HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      614371 | PA      | $164989.67     | 0.00%             | 2036-09-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                                       | MIDAMERICAN ENERGY CO 5.85% 09/15/2054                                                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      193000 | PA      | $201087.04     | 0.00%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 09/01/2053#CB7134                                                                                                 | CUSIP: 3140QS4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2199561 | PA      | $2327202.33    | 0.01%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                                             | STAR PARENT INC 9% 10/01/2030 144A                                                                                               | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      541000 | PA      | $549096.07     | 0.00%             | 2030-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP                                                                                            | GS MTG SECS CORP 6% 02/25/2036                                                                                                   | CUSIP: 362334BP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1534767 | PA      | $641634.40     | 0.00%             | 2036-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR1 TRUST 5% 05/19/2039 144A                                                                                | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1826000 | PA      | $1812443.05    | 0.00%             | 2039-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                         | WORLDLINE SA/FRANCE 4.125% 09/12/2028 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $217056.73     | 0.00%             | 2028-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                                                        | SARTORIUS FINANCE BV 4.875% 09/14/2035 REGS                                                                                      | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1262525.97    | 0.00%             | 2035-09-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2053#CB7099                                                                                                   | CUSIP: 3140QS3H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2573256 | PA      | $2626888.00    | 0.01%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LENDING FUNDING TRUST 2020-2                                                                                | LENDING FUNDING TRUST 2020-2 6.77% 04/21/2031                                                                                    | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3455000 | PA      | $3492482.26    | 0.01%             | 2031-04-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                                              | BRASKEM NETHERLANDS FIN BV 8.5% 01/12/2031 144A                                                                                  | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     4393000 | PA      | $1864389.20    | 0.00%             | 2031-01-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                                             | SYNEOS TERM B 1LN 9/27/2030                                                                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |       81264 | PA      | $78565.07      | 0.00%             | 2030-09-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006 7 TR                                                       | WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006-7 A1B TR STEP 09/25/2036                                                        | CUSIP: 93935HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1904448 | PA      | $514541.87     | 0.00%             | 2036-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                                              | CSMC 2021-BHAR TSFR1M+126.448 11/15/2038 144A                                                                                    | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      228000 | PA      | $226005.00     | 0.00%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                                                   | GATX CORP 6.05% 03/15/2034                                                                                                       | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      141000 | PA      | $153091.64     | 0.00%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                                            | ABN AMRO BANK NV 6.339%/VAR 09/18/2027 144A                                                                                      | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     3400000 | PA      | $3442512.92    | 0.01%             | 2027-09-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                                                | US FOODS INC 7.25% 01/15/2032 144A                                                                                               | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      110000 | PA      | $115203.22     | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                                      | MARVELL TECHNOLOGY INC 5.75% 02/15/2029                                                                                          | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     1467000 | PA      | $1533011.51    | 0.00%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                                                | SOUTHERN CO GAS CAP 5.75% 09/15/2033                                                                                             | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1494841.00    | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 5.75% 01/15/2034                                                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      216000 | PA      | $230899.71     | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                                       | WILLIAMS SCOTSMAN INC 7.375% 10/01/2031 144A                                                                                     | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      260000 | PA      | $272207.52     | 0.00%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 08/01/2042#FS3487                                                                                                   | CUSIP: 3140XJ2V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      275689 | PA      | $245852.85     | 0.00%             | 2042-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                                             | NEVADA POWER CO 6% 03/15/2054                                                                                                    | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113806.12     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC                                                              | DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC 8.5% 10/01/2030 144A                                                              | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      250000 | PA      | $265744.50     | 0.00%             | 2030-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.819%/VAR 09/15/2029                                                                                | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    48699000 | PA      | $50788886.90   | 0.11%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                                                   | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1167719.80    | 0.00%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                                                   | CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A                                                                                  | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |      693533 | PA      | $700823.47     | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LN MTG CORP MTN                                                                                    | FED HOME LN MTG CORP 1.22% 08/19/2030                                                                                            | CUSIP: 3134GXBA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1530000 | PA      | $1380471.75    | 0.00%             | 2030-08-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#FS5389                                                                                                 | CUSIP: 3140XL7B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6942161 | PA      | $6089737.56    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2053#FS4919                                                                                                 | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      468129 | PA      | $407429.26     | 0.00%             | 2053-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 09/01/2053#MA5138                                                                                                 | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2908597 | PA      | $2969092.36    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 07/01/2053#MA5072                                                                                                 | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10505221 | PA      | $10716463.46   | 0.02%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2051#FM9748                                                                                                 | CUSIP: 3140XDZN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38273 | PA      | $33788.83      | 0.00%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                                          | BAUSCH + LOMB CORP 8.375% 10/01/2028 144A                                                                                        | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       69000 | PA      | $71501.25      | 0.00%             | 2028-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MF1 2021-W10X                                                                                               | MF1 2021-W10X B TSFR1M+ 12/15/2034 144A                                                                                          | CUSIP: 55284DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $398451.80     | 0.00%             | 2034-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LENDMARK FDG TR 2021-2                                                                                      | LENDMARK FDG TR 2021-2 4.46% 04/20/2032 144A                                                                                     | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2816118.30    | 0.01%             | 2032-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                                              | NISSAN MOTOR ACCEPTANCE CO LLC 7.05% 09/15/2028 144A                                                                             | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207822.15     | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-C21                                                                               | BBCMS MORTGAGE TRUST 2023-C21 A3 CSTR 09/15/2056                                                                                 | CUSIP: 05553WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1721552.96    | 0.00%             | 2056-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 05-42CB A1 TSFR1M+79.448 10/25/2035                                                                                    | CUSIP: 12667G4S9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1086622 | PA      | $575404.42     | 0.00%             | 2035-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 05-42CB A2 TSFR1M+76.448 10/25/2035                                                                                    | CUSIP: 12667G4T7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      822784 | PA      | $434225.90     | 0.00%             | 2035-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 6.246%/VAR 09/22/2029 144A                                                                                          | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    10600000 | PA      | $11158377.26   | 0.02%             | 2029-09-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 4.75%/VAR 09/21/2031 REGS                                                                               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      605000 | PA      | $764726.96     | 0.00%             | 2031-09-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                                                   | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.15% 09/30/2030                                                       | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      221000 | PA      | $237234.18     | 0.00%             | 2030-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXVII                                                                                           | APIDOS CLO XXXVII A TSFR3M+139.161 10/22/2034 144A                                                                               | CUSIP: 03769HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1650000 | PA      | $1652113.65    | 0.00%             | 2034-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 8.5%/VAR 01/15/2084                                                                                                 | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3910000 | PA      | $4512605.29    | 0.01%             | 2084-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                                             | NCR ATLEOS CORP 9.5% 04/01/2029 144A                                                                                             | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     1482000 | PA      | $1591522.76    | 0.00%             | 2029-04-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                                                            | MOBICO GROUP PLC 4.875% 09/26/2031 REGS                                                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      660000 | PA      | $665482.03     | 0.00%             | 2031-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 8.25%/VAR 01/15/2084                                                                                                | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |      765000 | PA      | $824051.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                                                   | FEDERAL FARM CREDIT BANKS 1.77% 02/04/2031                                                                                       | CUSIP: 3133EMZ39<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      815000 | PA      | $742066.36     | 0.00%             | 2031-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC SVC CO OF NEW HAMPSHIRE                                                                              | PUBLIC SVC CO OF NEW HAMPSHIRE 5.35% 10/01/2033                                                                                  | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $3033924.42    | 0.01%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                                                    | BAYER AG 7%/VAR 09/25/2083 REGS                                                                                                  | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $130970.42     | 0.00%             | 2083-09-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2023-SFR2 TR                                                                           | PROGRESS RESIDENTIAL 2023-SFR2 TR 4.75% 10/17/2040 144A                                                                          | CUSIP: 74331GAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3231000 | PA      | $3198131.36    | 0.01%             | 2040-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MSCR TR MN7                                                                                     | FREDDIE MAC MSCR TR MN7 M2 SOFR30A+570 09/25/2043 144A                                                                           | CUSIP: 35563QAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1030000 | PA      | $1104292.36    | 0.00%             | 2043-09-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                                                   | FEDERAL FARM CREDIT BANKS 2.46% 02/05/2035                                                                                       | CUSIP: 3133ELLH5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      765000 | PA      | $666956.12     | 0.00%             | 2035-02-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 09/01/2053#QH0277                                                                                                 | CUSIP: 3133CCJW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      530759 | PA      | $561766.86     | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 09/01/2053#QH0300                                                                                                 | CUSIP: 3133CCKM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      397886 | PA      | $420353.68     | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                                      | FEDERAL HOME LOAN BANKS 1.75% 06/20/2031                                                                                         | CUSIP: 3130ANUL2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |      810000 | PA      | $735799.44     | 0.00%             | 2031-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                                               | CLUE OPCO LLC 9.5% 10/15/2031 144A                                                                                               | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6357000 | PA      | $6582991.35    | 0.01%             | 2031-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP                                                                                            | GS MTG SECS CORP VAR 09/25/2035 144A                                                                                             | CUSIP: 362341LS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      335912 | PA      | $296339.84     | 0.00%             | 2035-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                                             | FOUNDATION FINANCE TRUST 2023-2A A 6.53% 06/15/2049 144A                                                                         | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      177955 | PA      | $186313.51     | 0.00%             | 2049-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                                             | FOUNDATION FINANCE TRUST 2023-2 6.97% 06/15/2049 144A                                                                            | CUSIP: 35042RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1637137 | PA      | $1714873.66    | 0.00%             | 2049-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2014-1                                                                 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2014-1 VAR 06/25/2044 144A                                                        | CUSIP: 61763YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      585474 | PA      | $587740.59     | 0.00%             | 2044-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 09/30/2030                                                                                                      | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    56145000 | PA      | $58783376.51   | 0.13%             | 2030-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2023-4                                                                              | MOSAIC SOLAR LOAN TRUST 23-4 6.4% 05/20/2053 144A                                                                                | CUSIP: 618934AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      168494 | PA      | $169590.46     | 0.00%             | 2053-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 09/30/2028                                                                                                      | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       95000 | PA      | $97890.82      | 0.00%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA 6.316%/VAR 10/03/2029 144A                                                                                    | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     3655000 | PA      | $3847027.01    | 0.01%             | 2029-10-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.1% 06/01/2029#BS9253                                                                                                 | CUSIP: 3140LLH79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2526505 | PA      | $2614987.34    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                                       | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                                                      | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      775000 | PA      | $811697.91     | 0.00%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITIBANK NA 5.803% 09/29/2028                                                                                                    | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      500000 | PA      | $523660.34     | 0.00%             | 2028-09-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 10/01/2053#RJ0002                                                                                                 | CUSIP: 3142GQAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      800618 | PA      | $845827.41     | 0.00%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 10/01/2053#RJ0001                                                                                                 | CUSIP: 3142GQAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      791817 | PA      | $837766.26     | 0.00%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2045#FM2986                                                                                                   | CUSIP: 3140X6J85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6223793 | PA      | $6168720.77    | 0.01%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.65% 10/01/2028                                                                                   | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      500000 | PA      | $518697.45     | 0.00%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT CSTR 05/16/2065                                                                                   | CUSIP: 38381JNH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1365159 | PA      | $1256867.48    | 0.00%             | 2065-05-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.7% 09/01/2033#BS9351                                                                                                 | CUSIP: 3140LLL90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3907344 | PA      | $4027500.30    | 0.01%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.55% 09/01/2033#BS8897                                                                                                | CUSIP: 3140LK3F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3115000 | PA      | $3212319.76    | 0.01%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 6.125% 10/06/2028 144A                                                                                          | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1309536.19    | 0.00%             | 2028-10-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                                                | GUARDIAN LIFE GLOBAL FUNDING 5.737% 10/02/2028 144A                                                                              | CUSIP: 40139LBH5<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209068.08     | 0.00%             | 2028-10-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-4 TR                                                    | WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-4 3A1 TR STEP 05/25/2036                                                     | CUSIP: 939344AK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      145873 | PA      | $133864.04     | 0.00%             | 2036-05-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATIO 3% 08/20/2050                                                                            | CUSIP: 38382VHH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1767900 | PA      | $300087.04     | 0.00%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2051                                                                                     | CUSIP: 3136BHV89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      324722 | PA      | $296611.20     | 0.00%             | 2051-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047                                                                                  | CUSIP: 3136BLHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2649079 | PA      | $2441308.50    | 0.01%             | 2047-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                      | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 07/25/2048                                                           | CUSIP: 3137H3QP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      703014 | PA      | $643691.88     | 0.00%             | 2048-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                      | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 08/25/2048                                                           | CUSIP: 3137H3S94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      688333 | PA      | $629652.12     | 0.00%             | 2048-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049                                                                                   | CUSIP: 3137H4HQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      698490 | PA      | $634795.30     | 0.00%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2052#SD3290                                                                                                   | CUSIP: 3132DQUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1543436 | PA      | $1516952.75    | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 05/01/2036#FM7659                                                                                                 | CUSIP: 3140XBQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      282041 | PA      | $257554.99     | 0.00%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 02/20/2051                                                                                     | CUSIP: 38382RHG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     1489759 | PA      | $254332.28     | 0.00%             | 2051-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                        | LIFEPOINT HEALTH INC 11% 10/15/2030 144A                                                                                         | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108612.20     | 0.00%             | 2030-10-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 06/01/2051#FM7916                                                                                                 | CUSIP: 3140XBYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2998351 | PA      | $2632995.86    | 0.01%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM8 TRUST                                                                                         | OBX 2023-NQM8 TRUST 7.248% 09/25/2063 144A                                                                                       | CUSIP: 67118CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      584516 | PA      | $589104.52     | 0.00%             | 2063-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 03/01/2053#MA4964                                                                                                   | CUSIP: 31418EQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      441406 | PA      | $467691.29     | 0.00%             | 2053-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.25% 03/25/2049                                                                                  | CUSIP: 3136BMAZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      890217 | PA      | $848300.00     | 0.00%             | 2049-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.25% 07/25/2046                                                                                  | CUSIP: 3136BMGV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1572718 | PA      | $1521616.65    | 0.00%             | 2046-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 10/15/2026                                                                                                      | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4586000 | PA      | $4613623.50    | 0.01%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-4                                                                                 | CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028                                                                                        | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1893638 | PA      | $1915418.22    | 0.00%             | 2028-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 05/20/2051                                                                                     | CUSIP: 38382TBX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      506082 | PA      | $85330.97      | 0.00%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                                             | FOX CORP 6.5% 10/13/2033                                                                                                         | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      102000 | PA      | $111953.23     | 0.00%             | 2033-10-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.51% 10/01/2033#BS9185                                                                                                | CUSIP: 3140LLF30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3050000 | PA      | $3137459.06    | 0.01%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS                                                                                      | COUNTRYWIDE HOME LOANS TSFR1M+47.448 03/25/2035 144A                                                                             | CUSIP: 12669GXD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      799084 | PA      | $778081.92     | 0.00%             | 2035-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2053#MA5106                                                                                                   | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7040550 | PA      | $7101483.73    | 0.02%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LN PROGRAM 2023-A LLC                                                                         | ELFI GRADUATE LOAN PROGRAM 2023-A LLC 6.37% 02/04/2048 144A                                                                      | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      456539 | PA      | $480483.02     | 0.00%             | 2048-02-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                                | SM ENERGY CO 8.625% 11/01/2030 144A                                                                                              | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      770000 | PA      | $814927.96     | 0.00%             | 2030-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.4% 12/01/2030                                                                                               | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      170000 | PA      | $185141.20     | 0.00%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.55% 12/01/2033                                                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1179503.59    | 0.00%             | 2033-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 6.612%/VAR 10/19/2027 144A                                                                                               | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1055000 | PA      | $1071894.91    | 0.00%             | 2027-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 6.714%/VAR 10/19/2029 144A                                                                                               | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1540000 | PA      | $1635433.31    | 0.00%             | 2029-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 7.003%/VAR 10/19/2034 144A                                                                                               | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1731000 | PA      | $1945379.12    | 0.00%             | 2034-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 10/01/2053#CB7240                                                                                                   | CUSIP: 3140QTBJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      335707 | PA      | $347159.43     | 0.00%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 11/01/2053#SD8372                                                                                                 | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3255412 | PA      | $3320068.98    | 0.01%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 11/01/2053#SD8373                                                                                                   | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      816240 | PA      | $840132.33     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                                                 | NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A                                                                        | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      955000 | PA      | $970135.37     | 0.00%             | 2027-10-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRST                                                                                   | NAVIENT STUDENT LOAN TRUST 23-BA A1A 6.48% 03/15/2072 144A                                                                       | CUSIP: 63942TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       76616 | PA      | $79542.48      | 0.00%             | 2072-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING 2023-1 LLC                                                                   | GRANITE PARK EQUIPMENT LEASING 2023-1A E LLC 7% 06/20/2035 144A                                                                  | CUSIP: 387422AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1587000 | PA      | $1597158.70    | 0.00%             | 2035-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC                                                             | SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC 9.44% 09/20/2040 144A                                                            | CUSIP: 826944AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      258828 | PA      | $273544.03     | 0.00%             | 2040-09-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRST                                                                                   | NAVIENT STUDENT LOAN TRST SOFR30A+ 03/15/2072 144A                                                                               | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      106580 | PA      | $107538.59     | 0.00%             | 2072-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 09/20/2051#785616                                                                                                   | CUSIP: 3622ABDV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1526741 | PA      | $1341954.77    | 0.00%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2023-SFR2 TR                                                                           | PROGRESS RESIDENTIAL 2023-SFR2 TR 4.5% 10/17/2040 144A                                                                           | CUSIP: 74331GAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2550000 | PA      | $2520880.28    | 0.01%             | 2040-10-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 4% 04/04/2044 REGS                                                                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |      815000 | PA      | $1014720.21    | 0.00%             | 2044-04-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2023-B OWNER TR                                                                     | NISSAN AUTO RECEIVABLES 2023-B OWNER TR 5.93% 03/15/2028                                                                         | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2162092 | PA      | $2177512.67    | 0.00%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029                                                                                     | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    45125000 | PA      | $47589805.12   | 0.11%             | 2029-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 6.491%/VAR 10/23/2034                                                                                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      699000 | PA      | $776167.41     | 0.00%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 6.254%/VAR 10/23/2034                                                                                      | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $109964.58     | 0.00%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 6.087%/VAR 10/23/2029                                                                                      | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    29400000 | PA      | $30887887.84   | 0.07%             | 2029-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                                            | WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A                                                                           | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     4187659 | PA      | $4233616.17    | 0.01%             | 2038-08-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.45% 10/01/2033#BS9470                                                                                                | CUSIP: 3140LLQY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2049085.40    | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 6.615%/VAR 10/20/2027                                                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $2378751.34    | 0.01%             | 2027-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 6.875%/VAR 10/20/2034                                                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      865000 | PA      | $983712.19     | 0.00%             | 2034-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 9.5% 02/01/2029 144A                                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       30000 | PA      | $32176.59      | 0.00%             | 2029-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 9.875% 02/01/2032 144A                                                                                    | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1344000 | PA      | $1423886.02    | 0.00%             | 2032-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-3 LLC                                                                            | ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A                                                                            | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1806803 | PA      | $1827848.82    | 0.00%             | 2030-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 08/25/2050                                                                                     | CUSIP: 3137H6V28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1281620 | PA      | $1211307.05    | 0.00%             | 2050-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 08/25/2050                                                                                     | CUSIP: 3137H6UX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1281620 | PA      | $1211307.05    | 0.00%             | 2050-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                                                  | KENVUE INC 5.1% 03/22/2043                                                                                                       | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      140000 | PA      | $137629.98     | 0.00%             | 2043-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                                                  | KENVUE INC 5.05% 03/22/2028                                                                                                      | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      407000 | PA      | $416733.54     | 0.00%             | 2028-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                                 | MERCHANTS FLEET FUNDING LLC 7.21% 05/20/2036 144A                                                                                | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1417353 | PA      | $1421958.62    | 0.00%             | 2036-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2053#SD8371                                                                                                   | CUSIP: 3132DWJQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    23334636 | PA      | $23529298.19   | 0.05%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 6.484%/VAR 10/24/2029                                                                              | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    38750000 | PA      | $41021238.25   | 0.09%             | 2029-10-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TR VII                                                                             | WILLIS ENGINE STRUCTURED TR VII 23-A A 8% 10/15/2048 144A                                                                        | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      374262 | PA      | $383671.90     | 0.00%             | 2048-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 11/01/2035#MA4178                                                                                                 | CUSIP: 31418DUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12135 | PA      | $11126.69      | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2023-2                                                                   | GRACIE POINT INTERNATIONAL FUNDING 2023-2 SOFR90A+ 03/01/2027 144A                                                               | CUSIP: 38410JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       86051 | PA      | $86054.97      | 0.00%             | 2027-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 6.317%/VAR 10/25/2029                                                                                  | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      175000 | PA      | $185210.25     | 0.00%             | 2029-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 6.474%/VAR 10/25/2034                                                                                  | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      610000 | PA      | $683832.60     | 0.00%             | 2034-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC SECURITIZATION FUNDING II LLC                                                                  | DTE ELECTRIC SECURITIZATION FUNDING II LLC 6.09% 09/01/2038                                                                      | CUSIP: 23346TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $331832.69     | 0.00%             | 2038-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                                                | AUTOZONE INC 6.25% 11/01/2028                                                                                                    | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      440000 | PA      | $464738.17     | 0.00%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LNS                                                                                     | COLLEGE AVE STUDENT LNS 6.5% 06/25/2054 144A                                                                                     | CUSIP: 19425MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      240132 | PA      | $252362.47     | 0.00%             | 2054-06-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.875% 10/31/2030                                                                                                      | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   109029600 | PA      | $115383981.38  | 0.26%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMSR 2023-SFR2 TRUST                                                                                        | AMSR 2023-SFR2 E1 TRUST 3.95% 06/17/2040 REGS 144A                                                                               | CUSIP: 00178YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2650000 | PA      | $2569017.86    | 0.01%             | 2040-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TR 2023-2                                                                                        | FHF ISSUER TR 2023-2 7.97% 12/17/2029 144A                                                                                       | CUSIP: 30333LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3068532.30    | 0.01%             | 2029-12-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2052#CB4345                                                                                                 | CUSIP: 3140QPZK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      334157 | PA      | $333238.72     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIT MTG LN TR 2007-1                                                                                        | CIT MTG LN TR 2007-1 STEP 10/25/2037 144A                                                                                        | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $706027.42     | 0.00%             | 2037-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2023-D                                                                           | CPS AUTO RECEIVABLES TRUST 2023-D 7.17% 01/15/2030 144A                                                                          | CUSIP: 12598VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2254278 | PA      | $2276960.76    | 0.01%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C50                                                                            | WELLS FARGO COML MTG TR 2019-C50 XA CSTR 05/15/2052                                                                              | CUSIP: 95001XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8831291 | PA      | $292402.27     | 0.00%             | 2052-05-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 7.161%/VAR 10/30/2029                                                                                      | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2578317.80    | 0.01%             | 2029-10-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FIN CORP 7.624%/VAR 10/30/2031                                                                                       | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     4095000 | PA      | $4615675.73    | 0.01%             | 2031-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 6.407%/VAR 11/01/2029                                                                                             | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    22800000 | PA      | $24140851.36   | 0.05%             | 2029-11-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 05/01/2042#FS4603                                                                                                   | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3000173 | PA      | $2694748.42    | 0.01%             | 2042-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FIN CORP 7.964%/VAR 11/02/2034                                                                                       | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      250000 | PA      | $294280.28     | 0.00%             | 2034-11-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2048#FS5721                                                                                                   | CUSIP: 3140XMLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1567637 | PA      | $1468193.78    | 0.00%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                                                       | QUEST DIAGNOSTICS INC 6.4% 11/30/2033                                                                                            | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      150000 | PA      | $167704.52     | 0.00%             | 2033-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.5% 11/15/2033                                                                                                        | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   175900000 | PA      | $184262120.65  | 0.41%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.75% 11/15/2053                                                                                     | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42670000 | PA      | $43360054.12   | 0.10%             | 2053-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FINANCE LLC                                                                                | HILTON TERM B 1LN 11/08/2030                                                                                                     | CUSIP: 43289DAK9<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |      934016 | PA      | $937032.60     | 0.00%             | 2030-11-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| XEROX CORP                                                                                                  | XEROX TERM 1LN 11/19/2029                                                                                                        | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |      651054 | PA      | $416674.71     | 0.00%             | 2029-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIT MTG LN TR 2007-1                                                                                        | CIT MTG LN TR 2007-1 STEP 10/25/2037 144A                                                                                        | CUSIP: 12559QAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1938000 | PA      | $1922932.44    | 0.00%             | 2037-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.4% 10/25/2030                                                                                   | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2200000 | PA      | $2253798.36    | 0.01%             | 2030-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 6.798% 11/07/2028                                                                                       | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3215000 | PA      | $3388693.24    | 0.01%             | 2028-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 10% 02/07/2033                                                                                               | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1628000 | PA      | $1907130.04    | 0.00%             | 2033-02-07      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                                        | LXP INDUSTRIAL TRUST 6.75% 11/15/2028                                                                                            | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      113000 | PA      | $119713.00     | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 10/01/2052#QF0895                                                                                                   | CUSIP: 3133BM7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21131 | PA      | $21508.92      | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2052#FS2473                                                                                                   | CUSIP: 3140XHXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65669 | PA      | $66863.25      | 0.00%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 08/01/2052#SD1465                                                                                                   | CUSIP: 3132DNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      183659 | PA      | $186499.12     | 0.00%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 09/01/2052#QF0409                                                                                                   | CUSIP: 3133BMN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7304 | PA      | $7434.05       | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 06/01/2052#QE4965                                                                                                   | CUSIP: 3133BEQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4972 | PA      | $5062.79       | 0.00%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREEN TREE FINANCIAL CORP                                                                                   | GREEN TREE FINANCIAL CORP 98-4 M1 6.83% 04/01/2030                                                                               | CUSIP: 393505F64<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      176743 | PA      | $179906.17     | 0.00%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                                                  | HILCORP ENERGY I LP/FIN CO 8.375% 11/01/2033 144A                                                                                | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $131898.13     | 0.00%             | 2033-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                                     | SIMON PROPERTY GROUP LP 6.25% 01/15/2034                                                                                         | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      244000 | PA      | $270090.85     | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 6.1% 03/15/2034                                                                                                         | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      138000 | PA      | $152578.43     | 0.00%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 6.4% 03/15/2054                                                                                                         | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111746.44     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 6.15% 03/01/2029                                                                                                  | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2645124.23    | 0.01%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 6.5% 03/30/2034                                                                                                   | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3710549.34    | 0.01%             | 2034-03-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                              | BOMBARDIER INC 8.75% 11/15/2030 144A                                                                                             | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      355000 | PA      | $380326.41     | 0.00%             | 2030-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 5.85% 11/15/2033                                                                                                | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      125000 | PA      | $135300.14     | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                                                      | COSTA RICA REPUBLIC OF 7.3% 11/13/2054 144A                                                                                      | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      285000 | PA      | $325552.82     | 0.00%             | 2054-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                                                  | SYSCO CORP 5.75% 01/17/2029                                                                                                      | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      107000 | PA      | $112235.98     | 0.00%             | 2029-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2053#QG5549                                                                                                   | CUSIP: 3133C6EW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6006299 | PA      | $6062035.69    | 0.01%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 5.875% 11/15/2033                                                                                        | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1589809.77    | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 6.2% 11/15/2053                                                                                          | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      120000 | PA      | $130253.34     | 0.00%             | 2053-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP                                                            | OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 7.375% 02/15/2031 144A                                                          | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $84103.40      | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.65% 02/01/2034                                 | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3664140.33    | 0.01%             | 2034-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                                                       | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                                                        | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     2500000 | PA      | $2687616.75    | 0.01%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                                               | SMYRNA READY MIX CONCRETE LLC 8.875% 11/15/2031 144A                                                                             | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      225000 | PA      | $239036.40     | 0.00%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                                                     | INEOS QUATTRO FINANCE 2 9.625% 03/15/2029 144A                                                                                   | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $193500.00     | 0.00%             | 2029-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 8.75% 11/14/2053                                                                                            | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      788000 | PA      | $865460.40     | 0.00%             | 2053-11-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 8% 11/14/2035                                                                                               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1409000 | PA      | $1503755.25    | 0.00%             | 2035-11-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                              | VAR ENERGI ASA EUAMDB05+NA 11/15/2083 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |      100000 | PA      | $130433.83     | 0.00%             | 2083-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 9.25%/VAR PERP 144A                                                                                                 | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |      200000 | PA      | $233898.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 9.25%/VAR PERP 144A                                                                                                 | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |      200000 | PA      | $218014.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                                                   | AXALTA COATING SYSTEMS DUTCH HOLDING B BV 7.25% 02/15/2031 144A                                                                  | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |      360000 | PA      | $378457.42     | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WACHOVIA MORTGAGE LOAN TRUST SERIES 2006-AMN1                                                               | WACHOVIA MORTGAGE LOAN TRUST SERIES 2006-AMN1 A2 STEP 08/25/2036                                                                 | CUSIP: 92978EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2585390 | PA      | $851722.99     | 0.00%             | 2036-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5                                                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5 7.13% 02/15/2030                                                                      | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1467000 | PA      | $1513516.37    | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR CORP US                                                                          | SEALED AIR CORP/SEALED AIR CORP US 7.25% 02/15/2031 144A                                                                         | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $150535.67     | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY 5.95% 02/01/2029                                                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2098124.80    | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                                                                              | EPH FINANCING INTERNATIONAL AS 6.651% 11/13/2028 REGS                                                                            | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $255537.54     | 0.00%             | 2028-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2023-1 LLC                                                                            | SCF EQUIPMENT LEASING 2023-1A B LLC 6.37% 05/20/2032 144A                                                                        | CUSIP: 784024AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2564137.25    | 0.01%             | 2032-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLE TR 2023-4                                                                    | WESTLAKE AUTOMOBILE RECEIVABLE TR 2023-4A D 7.19% 07/16/2029 144A                                                                | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2180094.42    | 0.00%             | 2029-07-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#MA5191                                                                                                   | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      675423 | PA      | $695193.14     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TR 2007-A9                                                                 | RESIDENTIAL ASSET SECURITIZATION TR 2007-A9 A2 TSFR1M+633.552 09/25/2037                                                         | CUSIP: 761143AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2959140 | PA      | $415176.26     | 0.00%             | 2037-09-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TR 2007-A9                                                                 | RESIDENTIAL ASSET SECURITIZATION TR 2007-A9 A1 TSFR1M+66.448 09/25/2037                                                          | CUSIP: 761143AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2959151 | PA      | $705800.63     | 0.00%             | 2037-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                                                | AMS-OSRAM AG 12.25% 03/30/2029 144A                                                                                              | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     3900000 | PA      | $4154919.60    | 0.01%             | 2029-03-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF2 LLC                                                                                          | PRPM 2023-RCF2 LLC A1 VAR 11/25/2053 144A                                                                                        | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1028308 | PA      | $1022025.97    | 0.00%             | 2053-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                                                       | EG GLOBAL FINANCE PLC 11% 11/30/2028 144A                                                                                        | CUSIP: N/A<br>LEI: 549300TL8Q5207VYET27       | Long             | DBT              | CORP              | GB        |     3800000 | PA      | $4829949.86    | 0.01%             | 2028-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-NQM1                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2022-NQM1 VAR 05/25/2062 144A                                                                | CUSIP: 36264EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       63456 | PA      | $59906.41      | 0.00%             | 2062-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LN TR 06 FF13                                                                            | FIRST FRANKLIN MTG LN TRO6FF13 STEP 10/25/2036                                                                                   | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       32408 | PA      | $20084.32      | 0.00%             | 2036-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 7.125% 12/01/2031 144A                                                                                             | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104809.10     | 0.00%             | 2031-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      150000 | NC      | $25110.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM TERM J 1LN 02/28/2031                                                                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      179231 | PA      | $179186.00     | 0.00%             | 2031-02-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                                            | GGAM FINANCE LTD 8% 02/15/2027 144A                                                                                              | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      165000 | PA      | $166691.25     | 0.00%             | 2027-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TR 2006-A14CB                                                              | RESIDENTIAL AST TR 2006-A14CB 6.25% 12/25/2036                                                                                   | CUSIP: 76114BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      918579 | PA      | $635747.80     | 0.00%             | 2036-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6                                                               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 6.4% 03/17/2031                                                                    | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $517437.95     | 0.00%             | 2031-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029                                                                             | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     1059000 | PA      | $1127839.74    | 0.00%             | 2029-11-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                                         | SCHWAB CHARLES CORP 6.196%/VAR 11/17/2029                                                                                        | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      227000 | PA      | $240251.11     | 0.00%             | 2029-11-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                                          | AVIS BUDG CAR RENT LLC/FIN INC 8% 02/15/2031 144A                                                                                | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $232943.75     | 0.00%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                                                        | FLUTTER ENTERTAINMENT TERM B 1LN 11/30/2030                                                                                      | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      281831 | PA      | $276899.40     | 0.00%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC STEP 08/25/2035                                                                                                        | CUSIP: 12667GYX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1030728 | PA      | $992425.09     | 0.00%             | 2035-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 9.625%/VAR PERP                                                                                               | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |     1000000 | PA      | $1110617.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                                            | BAYER US FIN LLC 6.125% 11/21/2026 144A                                                                                          | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5469931.30    | 0.01%             | 2026-11-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                                            | BAYER US FIN LLC 6.375% 11/21/2030 144A                                                                                          | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1874140.31    | 0.00%             | 2030-11-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                                            | BAYER US FIN LLC 6.5% 11/21/2033 144A                                                                                            | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     1106000 | PA      | $1212224.86    | 0.00%             | 2033-11-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                                               | LGI HOMES INC 8.75% 12/15/2028 144A                                                                                              | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       95000 | PA      | $99119.39      | 0.00%             | 2028-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                                                 | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A                                                               | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      140000 | PA      | $148138.06     | 0.00%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.75% 11/15/2043                                                                                     | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13934000 | PA      | $14342222.73   | 0.03%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-2 LTD                                                                                 | BLUEMOUNTAIN CLO 2018-2 LTD B TSFR3M+196.161 08/15/2031 144A                                                                     | CUSIP: 09629VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501583.00     | 0.00%             | 2031-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXVII                                                                                           | APIDOS CLO XXXVII D TSFR3M+331.161 10/22/2034 144A                                                                               | CUSIP: 03769HAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250607.25     | 0.00%             | 2034-10-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ADMT 2023-NQM5 A1                                                                                           | ADMT 2023-NQM5 A1 7.049% 11/25/2068 144A                                                                                         | CUSIP: 00249XAA6<br>LEI: 984500L072D83D1AA637 | Long             | ABS-CBDO         | CORP              | US        |      255959 | PA      | $258720.01     | 0.00%             | 2068-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG SECS CORP                                                                                | WASHINGTON MUT MTG SECS CORP VAR 12/25/2035                                                                                      | CUSIP: 93934FHC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      397033 | PA      | $346443.79     | 0.00%             | 2035-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA2 TRUST                            | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA2 2A TRUST 12MTA+70 01/25/2047                          | CUSIP: 93935QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500018 | PA      | $427730.75     | 0.00%             | 2047-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-8                                                       | WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-8 STEP 10/25/2036                                                            | CUSIP: 93935EAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      230984 | PA      | $80640.25      | 0.00%             | 2036-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| THPT 2023-THL MORTGAGE TRUST                                                                                | THPT 2023-THL MORTGAGE TRUST VAR 12/10/2034 144A                                                                                 | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       87594 | PA      | $89127.80      | 0.00%             | 2034-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC                                                            | GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 3% 08/20/2051                                                                  | CUSIP: 38382XWM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       45928 | PA      | $7867.62       | 0.00%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                       | NORFOLK SOUTHERN CORP 5.55% 03/15/2034                                                                                           | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106443.78     | 0.00%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONN AVE SECS TR 2023-01                                                                        | MULTIFAMILY CONN AVE SECS TR 2023-01 M10 SOFR30A+650 11/25/2053 144A                                                             | CUSIP: 62548NAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3525000 | PA      | $4049414.60    | 0.01%             | 2053-11-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CWALT ALTERNATIVE LN TR SER 2006 OA17                                                                       | CWALT ALTRNTV LN TR SR 06 OA17 STEP 12/20/2046                                                                                   | CUSIP: 12668PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      819420 | PA      | $755761.59     | 0.00%             | 2046-12-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2007-8                                                                              | CHL MTG PASS-THROUGH TR 2007-8 6% 01/25/2038                                                                                     | CUSIP: 12545AAZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      261187 | PA      | $110523.01     | 0.00%             | 2038-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                                                          | BROOKFIELD FIN INC 6.35% 01/05/2034                                                                                              | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      141000 | PA      | $152837.22     | 0.00%             | 2034-01-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                                                     | BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A                                                                         | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2014929 | PA      | $2014928.87    | 0.00%             | 2040-12-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                                                     | BX COML MTG TR 2023-XL3 C TSFR1M+283.988 12/09/2040 144A                                                                         | CUSIP: 12434GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      378000 | PA      | $378000.00     | 0.00%             | 2040-12-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                                                     | BX COML MTG TR 2023-XL3 B TSFR1M+239.052 12/09/2040 144A                                                                         | CUSIP: 12434GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      697200 | PA      | $697200.00     | 0.00%             | 2040-12-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                                                     | BX COML MTG TR 2023-XL3 D TSFR1M+358.88 12/09/2040 144A                                                                          | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210000 | PA      | $210000.00     | 0.00%             | 2040-12-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CROSS 2023-H2 MORTGAGE TRUST                                                                                | CROSS 2023-H2 MORTGAGE TRUST STEP 11/25/2068 144A                                                                                | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       59419 | PA      | $59995.62      | 0.00%             | 2068-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR                                                                                              | TYSN 2023-CRNR A VAR 12/10/2038 144A                                                                                             | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $105389.79     | 0.00%             | 2033-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MUNICIPALITY                                                                          | ISTANBUL METROPOLITAN MUNICIPALITY 10.5% 12/06/2028 144A                                                                         | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |      600000 | PA      | $660264.00     | 0.00%             | 2028-12-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESECURITIZATION TR 2015-R2                                                                  | MORGAN STANLEY RESECURITIZATION TR 2015-R2 1B 12MTA+71 12/27/2046 144A                                                           | CUSIP: 61690HAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      890447 | PA      | $818972.65     | 0.00%             | 2046-12-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                                       | GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A                                                                                      | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |      997000 | PA      | $1045703.45    | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM3 TRUST                                                                                        | CSMC 2022-NQM3 TRUST 4.265% 03/25/2067 144A                                                                                      | CUSIP: 12661NAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      146000 | PA      | $148326.38     | 0.00%             | 2067-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2023-4                                                               | GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2023-4 6.48% 03/20/2057 144A                                                              | CUSIP: 38237YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1435194 | PA      | $1431548.32    | 0.00%             | 2057-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 08/01/2050#FP0025                                                                                                   | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5845705 | PA      | $4897339.08    | 0.01%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 03/25/2033                                                                                    | CUSIP: 3136BQSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      800000 | PA      | $821672.48     | 0.00%             | 2033-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARGENT SECS INC                                                                                             | ARGENT SECS INC STEP 05/25/2035                                                                                                  | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      415681 | PA      | $354811.33     | 0.00%             | 2035-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2050#SI2075                                                                                                   | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20943 | PA      | $17532.60      | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2053#FS5943                                                                                                 | CUSIP: 3140XMS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4448113 | PA      | $3881080.91    | 0.01%             | 2053-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/2052#FS6300                                                                                                   | CUSIP: 3140XNAA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3844346 | PA      | $3513522.74    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2048#CA2163                                                                                                 | CUSIP: 3140Q9MM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1499827 | PA      | $1512578.49    | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                                                 | TENNECO TERM A 1LN 11/17/2028                                                                                                    | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     1852029 | PA      | $1820007.56    | 0.00%             | 2028-11-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                                                      | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7% 01/15/2031 144A                                                        | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       47000 | PA      | $47853.05      | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                                                    | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 7.5% 12/15/2033 144A                                                                    | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      365000 | PA      | $393745.58     | 0.00%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                                                        | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                                                       | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129743.88     | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                                         | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                                                       | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      800000 | PA      | $824736.00     | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                                                       | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      166000 | PA      | $172812.31     | 0.00%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2050#SD7527                                                                                                   | CUSIP: 3132DVLG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1974074 | PA      | $1668619.28    | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                                                     | XPO INC 7.125% 02/01/2032 144A                                                                                                   | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      850000 | PA      | $890785.55     | 0.00%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSUMERS 2023 SECURITIZATION FUNDING LLC                                                                   | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.21% 09/01/2031                                                                       | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      473000 | PA      | $489654.94     | 0.00%             | 2031-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                                                        | CANTOR FITZGERALD LP 7.2% 12/12/2028 144A                                                                                        | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     5689000 | PA      | $6040379.49    | 0.01%             | 2028-12-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                                              | PROTECTIVE LIFE GLOBAL FUNDING 5.467% 12/08/2028 144A                                                                            | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      333000 | PA      | $344872.61     | 0.00%             | 2028-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECS I LLC                                                                        | BEAR STEARNS ASSET BACKED SECS I LLC 05-2 M5 STEP 06/25/2035                                                                     | CUSIP: 073877CH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $613397.10     | 0.00%             | 2035-06-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2023-PL1                                                                               | NELNET STUDENT LN TR 2023-PL1 A1A SOFR30A+ 11/25/2053 144A                                                                       | CUSIP: 64034UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       75744 | PA      | $76746.95      | 0.00%             | 2053-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.375% 12/15/2026                                                                                                      | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3153800 | PA      | $3173535.88    | 0.01%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NJ TR 2023-GSP                                                                                              | NJ TR 2023-GSP A VAR 12/06/2028                                                                                                  | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      143000 | PA      | $150752.06     | 0.00%             | 2029-01-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| C-BASS 2006-MH1 TR                                                                                          | C-BASS 2006-MH1 B2 TR STEP 10/25/2036 144A                                                                                       | CUSIP: 1248P8AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1068895 | PA      | $914487.29     | 0.00%             | 2036-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2023-RTL4                                                                              | LHOME MORTGAGE TRUST 2023-RTL4 STEP 11/25/2028 144A                                                                              | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1751481 | PA      | $1756080.81    | 0.00%             | 2028-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                                                | CHS/CMNTY HEALTH SYSTEMS INC 10.875% 01/15/2032 144A                                                                             | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      160000 | PA      | $173396.16     | 0.00%             | 2032-01-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                                                         | MSWF COMMERCIAL MORTGAGE TRUST 23-2 VAR 12/15/2056                                                                               | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2166853 | PA      | $119596.63     | 0.00%             | 2056-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 F1                                                                                            | FKH 2021-SFR1 F1 3.452% 08/17/2038 144A                                                                                          | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1484983.65    | 0.00%             | 2038-08-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 7.875% 03/15/2030                                                                                           | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      215000 | PA      | $224880.33     | 0.00%             | 2030-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 09/01/2036#SB8118                                                                                                 | CUSIP: 3132D6AT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1811455 | PA      | $1652207.91    | 0.00%             | 2036-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPR 2023-STON MTG TR                                                                                        | BPR 2023-STON MTG TR 7.497% 12/05/2039 144A                                                                                      | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      304000 | PA      | $314034.46     | 0.00%             | 2039-12-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 01/01/2054#                                                                                                         | CUSIP: 31418EZK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4126847 | PA      | $4163852.95    | 0.01%             | 2054-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 11/01/2053#DA1079                                                                                                 | CUSIP: 3140A1FV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      429720 | PA      | $438254.42     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#DA3452                                                                                                   | CUSIP: 3140A3ZS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      662770 | PA      | $682170.25     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2052#BV9808                                                                                                   | CUSIP: 3140MP3S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85042 | PA      | $82705.92      | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2051#BU1913                                                                                                   | CUSIP: 3140M3DT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127506 | PA      | $124401.36     | 0.00%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2053#CB7396                                                                                                   | CUSIP: 3140QTGE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      485108 | PA      | $471932.53     | 0.00%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                                                                  | DIGICEL GROUP HOLDINGS LTD 0% 12/31/2030 144A                                                                                    | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      151934 | PA      | $6229.31       | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-7                                                                             | ANGEL OAK MORTGAGE TRUST 2023-7 4.8% 11/25/2067 144A                                                                             | CUSIP: 03466DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      406764 | PA      | $406447.51     | 0.00%             | 2067-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                                                        | SAMARCO MINERACAO SA PIK STEP 06/30/2031 REGS                                                                                    | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |      365000 | PA      | $366708.49     | 0.00%             | 2031-06-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM6 TRUST                                                                                        | CSMC 2022-NQM6 TRUST VAR 12/25/2067 144A                                                                                         | CUSIP: 12663YAM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      465836 | PA      | $467433.63     | 0.00%             | 2067-12-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-5                                                                    | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-5 7.3% 04/17/2034 144A                                                                    | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2550000 | PA      | $2632503.72    | 0.01%             | 2034-04-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                                                   | FEDERAL FARM CREDIT BANKS 1.48% 11/26/2032                                                                                       | CUSIP: 3133EL4Y7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      965000 | PA      | $827909.31     | 0.00%             | 2032-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DTP COML MTG TR 2023-STE2                                                                                   | DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A                                                                                 | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1752000 | PA      | $1807040.13    | 0.00%             | 2041-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CY400081 08/17/61 S                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     1000000 | NC      | $3453.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CWALT ALTERNATIVE LN TR 2006-0C7                                                                            | CWALT ALTERNATIVE LN TR 2006-0C7 2A3 STEP 07/25/2046                                                                             | CUSIP: 23243VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      556725 | PA      | $518226.88     | 0.00%             | 2046-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS STRUCTURED PRODS TR 2007 EMX1                                                                  | BEAR STEARNS STR PR TR 07 EMX1 M1 STEP 03/25/2037 144A                                                                           | CUSIP: 07402LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       41767 | PA      | $41694.22      | 0.00%             | 2037-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 10/01/2053#SD8366                                                                                                   | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      302577 | PA      | $305195.61     | 0.00%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM4 TRUST                                                                                        | GCAT 2023-NQM4 TRUST 4.25% 05/25/2067 144A                                                                                       | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      224243 | PA      | $218568.59     | 0.00%             | 2067-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO 3 SARL                                                                                         | EPHIOS SUBCO 3 SARL 7.875% 01/31/2031 REGS                                                                                       | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |      235000 | PA      | $296438.14     | 0.00%             | 2031-01-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HONO 2021-LULU MORTGAGE TRUST                                                                               | HONO 2021-LULU MORTGAGE TRUST TSFR1M+126.448 10/15/2036 144A                                                                     | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      651409 | PA      | $644922.07     | 0.00%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                                          | ONE NEW YORK PLAZA TRUST 2020-1NYP TSFR1M+136.448 01/15/2036 144A                                                                | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17000 | PA      | $16543.21      | 0.00%             | 2036-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 12/31/2030                                                                                                       | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       36000 | PA      | $36357.19      | 0.00%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                                                                           | BEAR STRNS ASSET BCKD SEC I TR STEP 04/25/2036                                                                                   | CUSIP: 07387UFW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      573592 | PA      | $562926.23     | 0.00%             | 2036-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANC AMER MTG SECS INC                                                                                      | BANC AMER MTG SECS INC 5.5% 10/25/2033                                                                                           | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      127880 | PA      | $129087.21     | 0.00%             | 2033-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                                                       | CANADA GOVERNMENT OF 3% 06/01/2034                                                                                               | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      220000 | PA      | $161123.40     | 0.00%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                                                             | 245 PARK AVENUE TRUST 2017-245P E VAR 06/05/2037 144A                                                                            | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1008000 | PA      | $970888.46     | 0.00%             | 2037-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2021-7                                                                                    | J P MORGAN MTG TR 2023-HE3 A1 SOFR30A+160 05/25/2054 144A                                                                        | CUSIP: 465985AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      173336 | PA      | $173937.37     | 0.00%             | 2054-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                                           | GLOBAL PARTNERS LP / GLP FIN CORP 8.25% 01/15/2032 144A                                                                          | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $89800.80      | 0.00%             | 2032-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028                                                                                   | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202464.74     | 0.00%             | 2028-01-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 6.05% 03/05/2031                                                                                        | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208124.32     | 0.00%             | 2031-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                                         | PPL ELEC UTILS CORP 4.85% 02/15/2034                                                                                             | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      460000 | PA      | $470785.91     | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 3.875% 01/11/2029 REGS                                                                                                   | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     6500000 | PA      | $7909937.73    | 0.02%             | 2029-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 5.679%/VAR 01/05/2035                                                                                   | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $423857.76     | 0.00%             | 2035-01-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 5% 01/15/2034                                                                                     | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127529.56     | 0.00%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 5.176%/VAR 01/09/2030 144A                                                                                           | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1920000 | PA      | $1974791.62    | 0.00%             | 2030-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                                                     | DEERE JOHN CAPITAL CORP 4.5% 01/16/2029                                                                                          | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      122000 | PA      | $124653.42     | 0.00%             | 2029-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.15% 03/15/2034                                                                                                | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102595.57     | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                                                     | ENERSYS 6.625% 01/15/2032 144A                                                                                                   | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      230000 | PA      | $237240.63     | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                  | PACIFICORP 5.8% 01/15/2055                                                                                                       | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      137000 | PA      | $130499.29     | 0.00%             | 2055-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 01/01/2054#RJ0706                                                                                                 | CUSIP: 3142GQYC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3613034 | PA      | $3822699.47    | 0.01%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 11/01/2053#CB7520                                                                                                 | CUSIP: 3140QTLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1729941 | PA      | $1827626.98    | 0.00%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                             | DANSKE BANK AS (UNGTD) 3.875%/VAR 01/09/2032 REGS                                                                                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      405000 | PA      | $496110.52     | 0.00%             | 2032-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                           | UNION ELECTRIC CO 5.25% 01/15/2054                                                                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      275000 | PA      | $262061.66     | 0.00%             | 2054-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                                                   | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 5.1% 01/19/2029                                                        | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $154014.79     | 0.00%             | 2029-01-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                       | ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A                                                                                     | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     5920000 | PA      | $6051695.20    | 0.01%             | 2029-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.716%/VAR 01/18/2030 144A                                                                                               | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $415563.36     | 0.00%             | 2030-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2020-1                                                                              | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2020-1 AFX 2.61% 02/25/2050 144A                                                          | CUSIP: 92259LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      121281 | PA      | $113139.20     | 0.00%             | 2050-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR3 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR3 TRUST 3.5% 07/17/2038 144A                                                                              | CUSIP: 33768EAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      229000 | PA      | $227029.29     | 0.00%             | 2038-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.2% 06/01/2034                                                                                    | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      180000 | PA      | $182986.19     | 0.00%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 4.85% 01/15/2029                                                                                                | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      600000 | PA      | $614683.17     | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                                | ECOPETROL SA 8.375% 01/19/2036                                                                                                   | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      140000 | PA      | $143850.00     | 0.00%             | 2036-01-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC                                   | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 6.625% 01/15/2032 144A                                 | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $280562.89     | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-2                                                                 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-2 4.3265% 03/25/2067 144A                                                              | CUSIP: 24380XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $90684.20      | 0.00%             | 2067-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                                                                           | BRAZIL LETRAS DO TESOURO NACIONAL 0% 04/01/2026                                                                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   171800000 | PA      | $33088358.28   | 0.07%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS INC                                                                                         | WESTINGHOUSE TERM B 1LN 1/27/2031                                                                                                | CUSIP: N/A<br>LEI: 5493002M6GRSU1IWMG57       | Long             | LON              | CORP              | US        |      183053 | PA      | $182448.74     | 0.00%             | 2031-01-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1 6.55% 01/25/2054 144A                                                              | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      218281 | PA      | $223991.85     | 0.00%             | 2054-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BASTION FUNDING I LLC                                                                                       | BASTION FUNDING I LLC 7.119% 04/25/2038 144A                                                                                     | CUSIP: 07030UAA0<br>LEI: 549300NX3WVP5ASDEU57 | Long             | ABS-CBDO         | CORP              | US        |     1022562 | PA      | $1031867.36    | 0.00%             | 2038-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 6.066%/VAR 01/19/2035 144A                                                                               | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1052000 | PA      | $1122249.55    | 0.00%             | 2035-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                                                | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 6.625% 02/01/2032 144A                                                  | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      615000 | PA      | $639231.00     | 0.00%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP INC                                                                                | CHOBANI LLC/FINANCE CORP INC 7.625% 07/01/2029 144A                                                                              | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104021.40     | 0.00%             | 2029-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 07/01/2053#SD8341                                                                                                   | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       37749 | PA      | $38099.56      | 0.00%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                       | ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A                                                                                     | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     7937000 | PA      | $8019245.50    | 0.02%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2024-CES1                                                                                    | TOWD PT MTG TR 2024-CES1 5.848% 01/25/2064 144A                                                                                  | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      533890 | PA      | $536795.25     | 0.00%             | 2064-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA1 TRUST                            | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA1 TRUST 12MTA+72 12/25/2046                             | CUSIP: 93935NAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       12061 | PA      | $10765.82      | 0.00%             | 2046-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 5.75% 03/01/2029 144A                                                                                | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      848000 | PA      | $882204.64     | 0.00%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                                         | ACRISURE LLC / ACRISURE FINANCE INC 8.25% 02/01/2029 144A                                                                        | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $210051.66     | 0.00%             | 2029-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.198%/VAR 01/23/2030                                                                                     | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1030943.90    | 0.00%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.499%/VAR 01/23/2035                                                                                     | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1955000 | PA      | $2047874.74    | 0.00%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.173%/VAR 01/16/2030                                                                                             | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2055939.00    | 0.00%             | 2030-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                                                      | CORP ANDINA DE FOMENTO 5% 01/24/2029                                                                                             | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |      745000 | PA      | $771449.63     | 0.00%             | 2029-01-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                                            | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                                                          | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      515000 | PA      | $537382.27     | 0.00%             | 2032-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 05/01/2053#FS4662                                                                                                 | CUSIP: 3140XLFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2556721 | PA      | $2705288.33    | 0.01%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 5.676%/VAR 01/22/2035                                                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      349000 | PA      | $370411.77     | 0.00%             | 2035-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 08/20/2051#785575                                                                                                   | CUSIP: 3622ABCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1722856 | PA      | $1514333.76    | 0.00%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 12/20/2051#785792                                                                                                   | CUSIP: 3622ABKD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2033407 | PA      | $1787297.02    | 0.00%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL4 D TSFR1M+353.903 02/15/2039 144A                                                                         | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      311681 | PA      | $311681.42     | 0.00%             | 2039-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 2.25% 04/16/2065                                                                                  | CUSIP: 38384CEP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       95507 | PA      | $77932.06      | 0.00%             | 2065-04-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A                                                                         | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5850020 | PA      | $5850020.44    | 0.01%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL4 TSFR1M+194.132 02/15/2039 144A                                                                           | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      684900 | PA      | $684899.93     | 0.00%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL4 TSFR1M+418.81 02/15/2039 144A                                                                            | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      167828 | PA      | $167790.77     | 0.00%             | 2039-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2022-3                                                                              | VERUS SECURITIZATION TR 2022-3 B1 CSTR 02/25/2067 144A                                                                           | CUSIP: 92538UAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      158000 | PA      | $135354.21     | 0.00%             | 2067-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035                                                                                | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1822000 | PA      | $1909449.17    | 0.00%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                            | CSC HOLDINGS LLC 11.75% 01/31/2029 144A                                                                                          | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2219000 | PA      | $1581177.74    | 0.00%             | 2029-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                                                    | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                                                      | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $388236.93     | 0.00%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 01/31/2031                                                                                                          | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      125000 | PA      | $127626.95     | 0.00%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.678%/VAR 01/23/2035                                                                                             | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1794072.21    | 0.00%             | 2035-01-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.384%/VAR 01/23/2030                                                                                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      905000 | PA      | $938809.89     | 0.00%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022-6                                                                  | SANTANDER DRIVE AUTO RECEIVABLES TR 2022-6 5.69% 02/18/2031                                                                      | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3300000 | PA      | $3337589.97    | 0.01%             | 2031-02-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LN TR 2007-NS1                                                                               | SOUNDVIEW HOME LN TR 2007-NS1 STEP 01/25/2037                                                                                    | CUSIP: 83612QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       31423 | PA      | $33247.21      | 0.00%             | 2037-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 5.435%/VAR 01/24/2030                                                                                      | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2469869.66    | 0.01%             | 2030-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 5.711%/VAR 01/24/2035                                                                                      | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      585000 | PA      | $620710.51     | 0.00%             | 2035-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                                              | BRAZIL FEDERATIVE REPUBLIC OF 7.125% 05/13/2054                                                                                  | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      488000 | PA      | $497008.48     | 0.00%             | 2054-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-1                                                                             | ANGEL OAK MORTGAGE TRUST 2024-1 5.21% 08/25/2068 144A                                                                            | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-CBDO         | CORP              | US        |       61342 | PA      | $61826.59      | 0.00%             | 2068-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |       10000 | NC      | $1674.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2017-ASHF                                                                           | MORGAN STANLEY CAP I TR 2017-ASHF G TSFR1M+7.19700 11/15/2034 144A                                                               | CUSIP: 61691KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14000 | PA      | $13846.51      | 0.00%             | 2034-11-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                                                                  | JYSKE BANK AS 5.125%/VAR 05/01/2035 REGS                                                                                         | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |      159000 | PA      | $198636.54     | 0.00%             | 2035-05-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                                           | UNITED KINGDOM G.B. and N.IRELAND 4.375% 07/31/2054 REGS                                                                         | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    12865000 | PA      | $15597697.33   | 0.03%             | 2054-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MFA 2022-NQM1 TRUST                                                                                         | MFA 2022-NQM1 TRUST 4.26/VAR 12/25/2066 144A                                                                                     | CUSIP: 55284PAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      171000 | PA      | $161725.34     | 0.00%             | 2066-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 3.4% 01/15/2030                                                                                               | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1427916.12    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 3.2% 02/15/2031                                                                                               | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      157000 | PA      | $150093.43     | 0.00%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 2.7% 02/15/2032                                                                                               | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     7532000 | PA      | $6897372.28    | 0.02%             | 2032-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                        | ZF EUROPE FINANCE BV 4.75% 01/31/2029 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120061.21     | 0.00%             | 2029-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPER LLC/NGL ENERGY FIN CORP                                                                     | NGL ENERGY OPER LLC/FIN CORP 8.125% 02/15/2029 144A                                                                              | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $305728.56     | 0.00%             | 2029-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LENDMARK FDG TR 2024-1                                                                                      | LENDMARK FDG TR 2024-1 7.21% 06/21/2032 144A                                                                                     | CUSIP: 52603DAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $101761.34     | 0.00%             | 2032-06-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LENDMARK FDG TR 2024-1                                                                                      | LENDMARK FDG TR 2024-1 5.88% 06/21/2032 144A                                                                                     | CUSIP: 52603DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $526611.64     | 0.00%             | 2032-06-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                                   | CAESARS ENTERTAINMENT INC 6.5% 02/15/2032 144A                                                                                   | CUSIP: 12769GAC4<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |     1679000 | PA      | $1706194.76    | 0.00%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LOAN TR                                                                                      | SOUNDVIEW HOME LOAN TR VAR 11/25/2035                                                                                            | CUSIP: 83611MGX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       45000 | PA      | $38872.67      | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCIAL CORPORATION                                                                           | FIFTH THIRD FINANCIAL CORPORATION 5.982%/VAR 01/30/2030                                                                          | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5095000 | PA      | $5340655.58    | 0.01%             | 2030-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                                           | STATE STREET CORP 6.7%/VAR PERP                                                                                                  | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |      178000 | PA      | $186356.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                                         | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                                                         | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |      645000 | PA      | $539199.30     | 0.00%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                                                | HUNTINGTON BANCSHARES INC/OH 5.709%/VAR 02/02/2035                                                                               | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     3769000 | PA      | $3970148.93    | 0.01%             | 2035-02-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                                           | INEOS FINANCE PLC 7.5% 04/15/2029 144A                                                                                           | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $401700.78     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FIN CORP 5.7%/VAR 02/01/2030                                                                                         | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       26000 | PA      | $27077.27      | 0.00%             | 2030-02-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                                                     | UKG INC 6.875% 02/01/2031 144A                                                                                                   | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      415000 | PA      | $402611.71     | 0.00%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                                                     | KODIAK GAS SERVICES LLC 7.25% 02/15/2029 144A                                                                                    | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      450000 | PA      | $466618.95     | 0.00%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SESAC FINANCE LLC 2022-1                                                                                    | SESAC FINANCE LLC 2022-1 6.421% 01/25/2054 144A                                                                                  | CUSIP: 78396YAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       51940 | PA      | $53154.98      | 0.00%             | 2054-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                                                                          | FS LUXEMBOURG SARL 8.875% 02/12/2031 144A                                                                                        | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      335000 | PA      | $346725.00     | 0.00%             | 2031-02-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                                              | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                                                        | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |      332462 | PA      | $297241.08     | 0.00%             | 2030-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                                                        | FIESTA PURCHASER INC 7.875% 03/01/2031 144A                                                                                      | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $108154.40     | 0.00%             | 2031-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-A                                                                                 | NELNET STUDENT LN TR 2021-A 2.85% 04/20/2062 144A                                                                                | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      142000 | PA      | $130527.02     | 0.00%             | 2062-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                                                    | KLA CORP 4.7% 02/01/2034                                                                                                         | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23350.77      | 0.00%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                                                                     | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37800000 | PA      | $35409445.22   | 0.08%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                                                           | MF1 2024-FL14 A LLC TSFR1M+173.7 03/19/2039 144A                                                                                 | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100249.12     | 0.00%             | 2039-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-SJ2                                                                          | TOWD POINT MORTGAGE TRUST 2021-SJ2 2.5% 12/25/2061 144A                                                                          | CUSIP: 89180LAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1413532.05    | 0.00%             | 2061-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                                                 | ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A                                                                               | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105650.85     | 0.00%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                                   | IQVIA INC 5.7% 05/15/2028                                                                                                        | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3243870.00    | 0.01%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 2024-RTL4                                                                   | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4 STEP 02/25/2030 144A                                                           | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       16541 | PA      | $16551.52      | 0.00%             | 2030-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                                          | ONE NEW YORK PLAZA TRUST 2020-1NYP B TSFR1M+161.448 01/15/2036 144A                                                              | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $96375.00      | 0.00%             | 2036-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2006-QA10 TRUST                                                                                 | RALI SERIES 2006-QA10 A2 TRUST STEP 12/25/2036                                                                                   | CUSIP: 74922NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       86329 | PA      | $75518.91      | 0.00%             | 2036-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                                             | CANO HEALTH LLC                                                                                                                  | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |        9092 | NS      | $76736.48      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDSTORY SASU                                                                                              | GOLDSTORY SASU 6.75% 02/01/2030 REGS                                                                                             | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      282000 | PA      | $332478.88     | 0.00%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                                                         | NOVA CHEMICALS CORP 9% 02/15/2030 144A                                                                                           | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $318707.10     | 0.00%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                                           | POST HLDGS INC 6.25% 02/15/2032 144A                                                                                             | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      115000 | PA      | $118300.16     | 0.00%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.4% 05/08/2027                                                                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1194000 | PA      | $1212740.87    | 0.00%             | 2027-05-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                                 | CENCORA INC 5.125% 02/15/2034                                                                                                    | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      250000 | PA      | $259327.62     | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 02/01/2054#CB8018                                                                                                 | CUSIP: 3140QT4C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      603739 | PA      | $632076.25     | 0.00%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MF                                                                                      | BX COML MTG TR 2024-MF TSFR1M+373.83 02/15/2039 144A                                                                             | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      154069 | PA      | $154261.68     | 0.00%             | 2039-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                                                | ALIMENTATION COUCHE-TARD INC 5.267% 02/12/2034 144A                                                                              | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     2645000 | PA      | $2743894.14    | 0.01%             | 2034-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                                                     | BECTON DICKINSON and CO 4.874% 02/08/2029                                                                                        | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1280809.01    | 0.00%             | 2029-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.174%/VAR 02/13/2030                                                                                              | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      665000 | PA      | $685203.95     | 0.00%             | 2030-02-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.827%/VAR 02/13/2035                                                                                              | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1208000 | PA      | $1256879.58    | 0.00%             | 2035-02-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BENIN                                                                                           | REPUBLIC OF BENIN 7.96% 02/13/2038 144A                                                                                          | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      400000 | PA      | $419403.84     | 0.00%             | 2038-02-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS CO                                                                                              | AMER SPORTS CO 6.75% 02/16/2031 144A                                                                                             | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |      365000 | PA      | $380839.54     | 0.00%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                                                                              | ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 02/16/2036 REGS                                                                            | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $240266.48     | 0.00%             | 2036-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 4.7% 02/09/2034                                                                                                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     3179000 | PA      | $3252555.67    | 0.01%             | 2034-02-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 5.1% 02/09/2064                                                                                                 | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       58000 | PA      | $53954.64      | 0.00%             | 2064-02-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                                                          | CNA FINANCIAL CORP 5.125% 02/15/2034                                                                                             | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      115000 | PA      | $116696.63     | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MF                                                                                      | BX COML MTG TR 2024-MF TSFR1M+144.161 02/15/2039 144A                                                                            | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115109 | PA      | $115109.09     | 0.00%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                                   | ROGERS COMMUNICATIONS INC 5.3% 02/15/2034                                                                                        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     2725000 | PA      | $2784809.74    | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL MORTGAGE TRUST                                                                                 | MCR 2024-HTL E MORTGAGE TRUST TSFR1M+465.43 02/15/2037 144A                                                                      | CUSIP: 55286PAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       98294 | PA      | $97705.70      | 0.00%             | 2037-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 4.445% 02/14/2030                                                                                       | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      400000 | PA      | $489423.85     | 0.00%             | 2030-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                                          | TURKEY REPUBLIC OF 7.625% 05/15/2034                                                                                             | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      400000 | PA      | $428400.00     | 0.00%             | 2034-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 07/01/2032#G18651                                                                                                 | CUSIP: 3128MMWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      505219 | PA      | $490533.83     | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2029#AS7270                                                                                                 | CUSIP: 3138WHCG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68437 | PA      | $67279.02      | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 12/01/2033#FM4036                                                                                                 | CUSIP: 3140X7PW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2208390 | PA      | $2145021.20    | 0.00%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS THRU TR 2007-9                                                                                 | CHL MTG PASS THRU TR 2007-9 5.75% 07/25/2037                                                                                     | CUSIP: 12544XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       51808 | PA      | $22729.20      | 0.00%             | 2037-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                                                      | ARSENAL AIC PARENT LLC 11.5% 10/01/2031 144A                                                                                     | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1097311.87    | 0.00%             | 2031-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.25% 02/13/2034                                                                                          | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      962000 | PA      | $1007657.95    | 0.00%             | 2034-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.125% 02/13/2031                                                                                         | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1293585.98    | 0.00%             | 2031-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                         | CARRIER GLOBAL CORP 6.2% 03/15/2054                                                                                              | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      392000 | PA      | $431380.10     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                         | CARRIER GLOBAL CORP 5.9% 03/15/2034                                                                                              | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     2541000 | PA      | $2749128.23    | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                                             | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      830000 | PA      | $851787.50     | 0.00%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.625% 03/01/2032 144A                                                                                             | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      610000 | PA      | $631955.12     | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                                                | GALLAGHER (ARTHUR J.) and CO 5.45% 07/15/2034                                                                                    | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      162000 | PA      | $168012.33     | 0.00%             | 2034-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 5.497%/VAR 05/20/2030 144A                                                                                           | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      285000 | PA      | $295920.23     | 0.00%             | 2030-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 5.738%/VAR 02/20/2035 144A                                                                                           | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $953318.41     | 0.00%             | 2035-02-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                                          | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                                                         | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      836000 | PA      | $876625.42     | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC / SALLY CAP INC                                                                          | SALLY HOLDINGS LLC / CAP INC 6.75% 03/01/2032                                                                                    | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      645000 | PA      | $669615.14     | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                               | DTE ENERGY CO 5.1% 03/01/2029                                                                                                    | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      300000 | PA      | $308660.75     | 0.00%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 03/01/2054#MA5294                                                                                                   | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28664 | PA      | $28857.92      | 0.00%             | 2054-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2052#CB3771                                                                                                 | CUSIP: 3140QPFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2438549 | PA      | $2303268.50    | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-28CB                                                                            | ALTERNATIVE LOAN TRUST 2006-28CB 6.25% 10/25/2036                                                                                | CUSIP: 02147TAP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       45400 | PA      | $20715.58      | 0.00%             | 2036-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLP COML MTG 2024-INDS                                                                                      | BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A                                                                          | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2569968 | PA      | $2569967.51    | 0.01%             | 2041-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FINANCING I PTE LTD                                                                       | PEPSICO SINGAPORE FINANCING I PTE LTD 4.7% 02/16/2034                                                                            | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |      142000 | PA      | $144432.12     | 0.00%             | 2034-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                                                          | ARDONAGH FINCO LTD 6.875% 02/15/2031 REGS                                                                                        | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      235000 | PA      | $280953.45     | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FINANCING I PTE LTD                                                                       | PEPSICO SINGAPORE FINANCING I PTE LTD 4.55% 02/16/2029                                                                           | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |      184000 | PA      | $188032.59     | 0.00%             | 2029-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2024-HB1                                                                                   | OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A                                                                                     | CUSIP: 675952AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      175560 | PA      | $173299.12     | 0.00%             | 2037-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2029                                                                                          | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      220000 | PA      | $227264.38     | 0.00%             | 2029-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 5.1% 02/22/2031                                                                                          | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104586.08     | 0.00%             | 2031-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 5.2% 02/22/2034                                                                                          | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      143000 | PA      | $149671.96     | 0.00%             | 2034-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 5.5% 02/22/2044                                                                                          | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      298000 | PA      | $304700.72     | 0.00%             | 2044-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 5.55% 02/22/2054                                                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      489000 | PA      | $485122.19     | 0.00%             | 2054-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARGENT SECS TR 2006 M1                                                                                      | ARGENT SECS TR 2006 M1 STEP 07/25/2036                                                                                           | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      145350 | PA      | $39217.68      | 0.00%             | 2036-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                                                  | MARSH and MCLENNAN COS INC 5.15% 03/15/2034                                                                                      | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      111000 | PA      | $114547.91     | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2024-CES2                                                                                    | TOWD PT MTG TR 2024-CES2 6.125% 02/25/2064 144A                                                                                  | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      405243 | PA      | $408174.19     | 0.00%             | 2064-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERGY MO WEST STORM FDG I LLC                                                                              | EVERGY MO WEST STORM FDG I LLC 5.104% 12/01/2040                                                                                 | CUSIP: 30037HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      192415 | PA      | $200427.01     | 0.00%             | 2040-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.83% 02/01/2034#BZ0104                                                                                                | CUSIP: 3140NUDJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2429000 | PA      | $2556125.36    | 0.01%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2007-6                                                                        | CITIGROUP MORTGAGE LOAN TRUST 2007-6 TSFR1M+61.448 05/25/2037                                                                    | CUSIP: 17312VAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       64936 | PA      | $62932.82      | 0.00%             | 2037-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 5.834% 02/20/2031                                                                                               | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1379661.72    | 0.00%             | 2031-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 5.15% 02/21/2034                                                                                                      | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      148000 | PA      | $151377.66     | 0.00%             | 2034-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 5.6% 02/21/2054                                                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      155000 | PA      | $146381.39     | 0.00%             | 2054-02-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | USTN TII 2.125% 02/15/2054                                                                                                       | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    86600000 | PA      | $85376877.62   | 0.19%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.5% 02/15/2044                                                                                      | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1940000 | PA      | $1933861.72    | 0.00%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 12/20/2051#785805                                                                                                   | CUSIP: 3622ABKS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3036466 | PA      | $2671799.73    | 0.01%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 01/01/2053#RA8208                                                                                                   | CUSIP: 3133KQDM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33877 | PA      | $34276.06      | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                                                          | UNITED UTILITIES WATER FINANCE PLC 3.75% 05/23/2034 REGS                                                                         | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      395000 | PA      | $473394.14     | 0.00%             | 2034-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES1                                                                               | RCKT MORTGAGE TRUST 2024-CES1 1A1 6.025% 02/25/2044 144A                                                                         | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      923638 | PA      | $930998.80     | 0.00%             | 2044-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2024-1 LLC                                                               | GRACIE POINT INTERNATIONAL FUNDING 2024-1A A LLC SOFR90A+170 03/01/2028 144A                                                     | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      318000 | PA      | $318010.56     | 0.00%             | 2028-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.45% 04/01/2031                                                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1567000 | PA      | $1640948.42    | 0.00%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.6% 04/01/2034                                                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      510000 | PA      | $535543.73     | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 6% 04/01/2054                                                                                                            | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      354000 | PA      | $354272.87     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 5.5% 02/23/2054                                                                                       | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48771.90      | 0.00%             | 2054-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                                     | ASTRAZENECA FINANCE LLC 4.9% 02/26/2031                                                                                          | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      184000 | PA      | $191398.72     | 0.00%             | 2031-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                                           | CISCO SYSTEMS INC 5.05% 02/26/2034                                                                                               | CUSIP: 17275RBT8<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |      230000 | PA      | $238722.65     | 0.00%             | 2034-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 11/01/2053#FS7252                                                                                                   | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1732260 | PA      | $1747252.10    | 0.00%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 5.05% 03/15/2034                                                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1827182.17    | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 5.35% 03/15/2044                                                                                                      | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      213000 | PA      | $213557.08     | 0.00%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 5.4% 03/15/2054                                                                                                       | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      235000 | PA      | $230789.13     | 0.00%             | 2054-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A                                                                                | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     9929000 | PA      | $10354424.88   | 0.02%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                                                  | CATERPILLAR FINL SVCS CORP 4.85% 02/27/2029                                                                                      | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      189000 | PA      | $195100.08     | 0.00%             | 2029-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2052#FS7241                                                                                                 | CUSIP: 3140XPBK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3918877 | PA      | $3441354.01    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 02/28/2031                                                                                                       | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    67720000 | PA      | $69920900.00   | 0.16%             | 2031-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC STEP 06-OC1 1A1 03/25/2036                                                                                             | CUSIP: 12668BJD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       38851 | PA      | $39018.74      | 0.00%             | 2036-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL1 LLC                                                                                          | PRPM 2024-RPL1 LLC A1 4.2% 12/25/2064 144A                                                                                       | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      312991 | PA      | $310441.03     | 0.00%             | 2064-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTG LN TR 2006-AR35                                                                            | INDYMAC INDX MTG LN TR 2006-AR35 TSFR1M+45.448 01/25/2037                                                                        | CUSIP: 45667SAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       19941 | PA      | $18793.00      | 0.00%             | 2037-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 02/20/2054#MA9488                                                                                                   | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8173157 | PA      | $8327310.07    | 0.02%             | 2054-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                                      | WESCO DISTRIBUTION INC 6.625% 03/15/2032 144A                                                                                    | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1113087.83    | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                                      | WESCO DISTRIBUTION INC 6.375% 03/15/2029 144A                                                                                    | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      840000 | PA      | $863544.36     | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                                    | BUILDERS FIRSTSOURCE INC 6.375% 03/01/2034 144A                                                                                  | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103001.60     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                             | DANSKE BANK AS (UNGTD) 5.705%/VAR 03/01/2030 144A                                                                                | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $417458.96     | 0.00%             | 2030-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                                                 | HONEYWELL INTL INC 5.25% 03/01/2054                                                                                              | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      330000 | PA      | $317507.70     | 0.00%             | 2054-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-1R                                                                      | PMT CREDIT RISK TRANSFER TRUST 2024-1R A SOFR30A+350 PERP 144A                                                                   | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6638800 | PA      | $6699807.54    | 0.01%             | 2033-05-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 09/01/2053#RA9856                                                                                                   | CUSIP: 3133KR5R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1584565 | PA      | $1647287.16    | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                                                 | SEVERN TRENT WATER UTIL FIN 4% 03/05/2034 REGS                                                                                   | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      750000 | PA      | $915029.86     | 0.00%             | 2034-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                                                        | HEATHROW FUNDING LTD 6% 03/05/2032 REGS                                                                                          | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      465000 | PA      | $652408.48     | 0.00%             | 2032-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                  | FISERV INC 5.45% 03/15/2034                                                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1333000 | PA      | $1359094.74    | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                                     | KEYCORP 6.401%/VAR 03/06/2035                                                                                                    | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $3517023.59    | 0.01%             | 2035-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                                                 | HONEYWELL INTL INC 4.95% 09/01/2031                                                                                              | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104503.86     | 0.00%             | 2031-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 11/01/2053#SD4396                                                                                                 | CUSIP: 3132E03D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1594709 | PA      | $1627655.21    | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                                         | ALTICE FINANCING SA 9.625% 07/15/2027 144A                                                                                       | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      832000 | PA      | $622086.94     | 0.00%             | 2027-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 6.7%/VAR 09/01/2054                                                                                 | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      154000 | PA      | $159904.51     | 0.00%             | 2054-09-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                                            | BERRY GLOBAL INC 5.5% 04/15/2028                                                                                                 | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     4810000 | PA      | $4962260.41    | 0.01%             | 2028-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                                                  | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 8.625% 03/15/2029 144A                                                | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $323688.36     | 0.00%             | 2029-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                                            | RADIAN GROUP INC 6.2% 05/15/2029                                                                                                 | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |      250000 | PA      | $262460.69     | 0.00%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                                                       | AON NORTH AMERICA INC 5.3% 03/01/2031                                                                                            | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      109000 | PA      | $113771.81     | 0.00%             | 2031-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                                                       | AON NORTH AMERICA INC 5.45% 03/01/2034                                                                                           | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104335.07     | 0.00%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 11/01/2053#RJ0189                                                                                                   | CUSIP: 3142GQF72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      826218 | PA      | $858921.95     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2053#CB7123                                                                                                   | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1263591 | PA      | $1313608.36    | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LTD                                                                           | IRB INFRASTRUCTURE DEVELOP LTD 7.11% 03/11/2032 REGS                                                                             | CUSIP: N/A<br>LEI: 335800XGO3AITGW6AK27       | Long             | DBT              | CORP              | IN        |      900000 | PA      | $936000.00     | 0.00%             | 2032-03-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.75% 04/15/2054                                                                                   | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72183.89      | 0.00%             | 2054-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#FS6498                                                                                                   | CUSIP: 3140XNGG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4180683 | PA      | $4330803.99    | 0.01%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 02/01/2054#RJ0836                                                                                                 | CUSIP: 3142GQ4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      519215 | PA      | $530014.55     | 0.00%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                                          | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.875% 04/01/2030 144A                                                                        | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105380.39     | 0.00%             | 2030-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DK TR 2024-SPBX                                                                                             | DK TR 2024-SPBX TSFR1M+400 03/15/2034 144A                                                                                       | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      559000 | PA      | $560191.28     | 0.00%             | 2034-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-CP1                                                                                    | NYMT LOAN TRUST 2024-CP1 3.75% 02/25/2068 144A                                                                                   | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1205907 | PA      | $1158434.26    | 0.00%             | 2068-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTG LN TR 2006-16AX                                                                          | MORGAN STANLEY MTG 2006-16AX 2A3 STEP 11/25/2036                                                                                 | CUSIP: 617487AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       40045 | PA      | $10646.42      | 0.00%             | 2036-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                                                                           | BEAR STRNS ASSET BCKD SEC I TR TSFR1M+46.448 03/25/2036                                                                          | CUSIP: 07387UGB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      122681 | PA      | $30347.36      | 0.00%             | 2036-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-1                                                                          | ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028                                                                              | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2009614 | PA      | $2022618.07    | 0.00%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2050#FS3728                                                                                                 | CUSIP: 3140XKEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1207678 | PA      | $1168093.29    | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/01/2051#RA5287                                                                                                   | CUSIP: 3133KL2U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      233993 | PA      | $196250.81     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2051#CB1110                                                                                                   | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97402 | PA      | $81691.30      | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL5 C TSFR1M+194.087 03/15/2039 144A                                                                         | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2532600 | PA      | $2532600.00    | 0.01%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                                                                     | BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2041 144A                                                                         | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12253222 | PA      | $12257051.52   | 0.03%             | 2041-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2051#FM6338                                                                                                   | CUSIP: 3140XABG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32413 | PA      | $27205.42      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#FM6560                                                                                                   | CUSIP: 3140XAJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41955 | PA      | $35214.30      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL5 B TSFR1M+169.12 03/15/2039 144A                                                                          | CUSIP: 05612GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1907500 | PA      | $1907500.02    | 0.00%             | 2041-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 03/01/2054#CB8112                                                                                                   | CUSIP: 3140QUAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1009811 | PA      | $1040710.52    | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 03/01/2054#CB8113                                                                                                 | CUSIP: 3140QUAP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1036017 | PA      | $1081163.83    | 0.00%             | 2054-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                                                                         | XEROX HOLDINGS CORP 8.875% 11/30/2029 144A                                                                                       | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      180000 | PA      | $51353.46      | 0.00%             | 2029-11-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTG INVS TR 2006-AF2                                                                          | MERRILL LYNCH MTG INVS TR 2006-AF2 AV1 TSFR1M+43.448 09/25/2037                                                                  | CUSIP: 59023NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       25491 | PA      | $13066.30      | 0.00%             | 2037-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA FRN SOFR+87 03/11/2027 144A                                                                                   | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $251335.00     | 0.00%             | 2027-03-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                                                      | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 7.125% 03/15/2029 144A                                                    | CUSIP: 91740PAG3<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103333.10     | 0.00%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCHE HLDGS INC                                                                                             | ROCHE HLDGS INC 4.79% 03/08/2029 144A                                                                                            | CUSIP: 771196CJ9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      250000 | PA      | $257234.42     | 0.00%             | 2029-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 5.45% 02/15/2034                                                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      755000 | PA      | $790343.56     | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 7 LTD / GENERATE CLO 7 LLC                                                                     | GENERATE CLO 7 LTD / GENERATE CLO 7 LLC A1R TSFR3M+162 04/22/2037 144A                                                           | CUSIP: 37149LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250397.25     | 0.00%             | 2037-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                                               | CORECIVIC INC 8.25% 04/15/2029                                                                                                   | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |      175000 | PA      | $181730.33     | 0.00%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DK TR 2024-SPBX                                                                                             | DK TR 2024-SPBX TSFR1M+150 03/15/2034 144A                                                                                       | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197000 | PA      | $197000.00     | 0.00%             | 2034-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                                                  | ORSTED A/S EUAMDB05+NA 03/14/3024 REGS                                                                                           | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      100000 | PA      | $121852.50     | 0.00%             | 3024-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CALVERT US SELECT EQUITY ETF                                                                                | Eaton Vance Total Return Bond ETF                                                                                                | CUSIP: 61774R841<br>LEI: 549300FGTYBWACEOIO26 | Long             | EC               | RF                | US        |     3439515 | NS      | $178889175.15  | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| ISRAEL, STATE OF                                                                                            | ISRAEL STATE OF 5.5% 03/12/2034                                                                                                  | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      200000 | PA      | $207936.64     | 0.00%             | 2034-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                                                     | DEERE JOHN CAPITAL CORP 4.9% 03/07/2031                                                                                          | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      363000 | PA      | $377989.83     | 0.00%             | 2031-03-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                        | KEURIG DR PEPPER INC 5.3% 03/15/2034                                                                                             | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      106000 | PA      | $109065.57     | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.69%/VAR 03/12/2030                                                                                                | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $312750.41     | 0.00%             | 2030-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LOUISIANA LLC 5.7% 03/15/2054                                                                                            | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250825.13     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                                                     | DEERE JOHN CAPITAL CORP 4.85% 03/05/2027                                                                                         | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101158.37     | 0.00%             | 2027-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 5 LTD / SIGNAL PEAK CLO 5 LLC                                                               | SIGNAL PEAK CLO 5 LTD / SIGNAL PEAK CLO 5 LLC A1R TSFR3M+155 04/25/2037 144A                                                     | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250548.50     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 5.8% 03/08/2029                                                                                         | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1323707.31    | 0.00%             | 2029-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                                                         | BANCO BILBAO VIZ ARGENTARIA SA 6.033%/VAR 03/13/2035                                                                             | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $641710.04     | 0.00%             | 2035-03-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC                                                         | MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC B TSFR3M+205 04/25/2037 144A                                                 | CUSIP: 55821YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270589.41     | 0.00%             | 2037-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                                                         | BANCO BILBAO VIZ ARGENTARIA SA 5.381% 03/13/2029                                                                                 | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1800000 | PA      | $1872860.44    | 0.00%             | 2029-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 39 LTD AR TSFR3M+115 10/20/2030 144A                                                                 | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        6652 | PA      | $6652.47       | 0.00%             | 2030-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MTG TR 2022-2                                                                                | SG RESIDENTIAL MTG TR 2022-2 B1 CSTR 08/25/2062 144A                                                                             | CUSIP: 78434KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      104000 | PA      | $103143.73     | 0.00%             | 2062-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL1 TR                                                                                           | PRET 2024-RPL1 TR 3.9% 10/25/2063 144A                                                                                           | CUSIP: 693989AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600593 | PA      | $1556424.06    | 0.00%             | 2063-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                                         | RED ROCK RESORTS TERM B 1LN 03/14/2031                                                                                           | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |       92875 | PA      | $92843.27      | 0.00%             | 2031-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO FINCO LLC                                                                                     | DELIVERY HERO TERM B 1LN 12/12/2029                                                                                              | CUSIP: N/A<br>LEI: 529900KR9IO53KSCSQ67       | Long             | LON              | CORP              | US        |      537816 | PA      | $535933.93     | 0.00%             | 2029-12-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                                                                                      | STUBHUB TERM B 1LN 3/15/2030                                                                                                     | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |      135174 | PA      | $130555.34     | 0.00%             | 2030-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                                      | FEDERAL HOME LOAN BANKS 1.5% 09/30/2033                                                                                          | CUSIP: 3130AK6M3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     2000000 | PA      | $1662681.36    | 0.00%             | 2033-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                          | VICI PROPERTIES LP 5.75% 04/01/2034                                                                                              | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      855000 | PA      | $888235.53     | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 2023-MIC TRUST/THE                                                                                          | THE 2023-MIC TRUST CSTR 12/05/2038 144A                                                                                          | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       82000 | PA      | $88712.60      | 0.00%             | 2038-12-05      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                                          | ESSEX PORTFOLIO LP 5.5% 04/01/2034                                                                                               | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      525000 | PA      | $547580.38     | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                                                | CAIXABANK SA 5.673%/VAR 03/15/2030 144A                                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $417126.53     | 0.00%             | 2030-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                                                | CAIXABANK SA 6.037%/VAR 06/15/2035 144A                                                                                          | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     3330000 | PA      | $3573456.13    | 0.01%             | 2035-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                                             | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1236146.76    | 0.00%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 4.975%/VAR 03/14/2030                                                                                  | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205854.48     | 0.00%             | 2030-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 39 LTD BR TSFR3M+180 10/20/2030 144A                                                                 | CUSIP: 67592CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      360000 | PA      | $360950.40     | 0.00%             | 2030-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TR 2024-A                                                                          | HYUNDAI AUTO RECEIVABLES TR 2024-A 4.99% 02/15/2029                                                                              | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2941980 | PA      | $2966388.18    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2051#BQ9687                                                                                                   | CUSIP: 3140KVXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      375097 | PA      | $313892.39     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                                           | DELL INTL/EMC CORP 5.4% 04/15/2034                                                                                               | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113000 | PA      | $116988.34     | 0.00%             | 2034-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2024-A A1B SOFR30A+145 03/15/2056 144A                                                          | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10384505 | PA      | $10525213.88   | 0.02%             | 2056-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2024-A A1A 5.24% 03/15/2056 144A                                                                | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9069733 | PA      | $9383362.05    | 0.02%             | 2056-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2022-INV1                                                                        | BINOM SECURITIZATION TRUST 2022-INV1 A1 4.441% 08/25/2057 144A                                                                   | CUSIP: 090975AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      687232 | PA      | $678680.70     | 0.00%             | 2057-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTG LN TR 2006-12XS                                                                          | MORGAN STANLEY MTG 2006-12XS A4 STEP 10/25/2036                                                                                  | CUSIP: 61749EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       74268 | PA      | $16395.44      | 0.00%             | 2036-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 22 LTD / AIMCO CLO 22 LLC                                                                         | AIMCO CLO 22 LTD / AIMCO CLO 22 LLC A TSFR3M+150 04/19/2037 144A                                                                 | CUSIP: 00901UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1080000 | PA      | $1081816.56    | 0.00%             | 2037-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC SER 2015-6R                                                                                            | CSMC SER 2015-6R TSFR1M+29.448 03/27/2036 144A                                                                                   | CUSIP: 12650EBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       55005 | PA      | $47737.19      | 0.00%             | 2036-03-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC                                                   | BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC BR TSFR3M+185 10/25/2030 144A                                          | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      780000 | PA      | $784088.76     | 0.00%             | 2030-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2024-A 5.88% 03/15/2056 144A                                                                    | CUSIP: 831943AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      156000 | PA      | $162038.68     | 0.00%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-C35                                                                            | WELLS FARGO COML MTG TR 2016-C35 TSFR1M+116.448 07/15/2048 144A                                                                  | CUSIP: 95000FBA3<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1900325.85    | 0.00%             | 2048-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                                               | NEW SOUTH WALES TREASURY CORP 4.75% 02/20/2037 REGS                                                                              | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     7055000 | PA      | $4784467.26    | 0.01%             | 2037-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECS CORP MTG LN TR 2007- GEL2                                                             | STRUCTURED AS SECS CORP 7-GEL2 STEP 05/25/2037 144A                                                                              | CUSIP: 86363MAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       84527 | PA      | $71447.57      | 0.00%             | 2037-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOFI PERS LN TR 2024-1                                                                                      | SOFI PERS LN TR 2024-1A A 6.06% 02/12/2031 144A                                                                                  | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       93048 | PA      | $93638.14      | 0.00%             | 2031-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                                  | HUMANA INC 5.375% 04/15/2031                                                                                                     | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206115.05     | 0.00%             | 2031-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                                                          | POLAND REPUBLIC OF 5.5% 03/18/2054                                                                                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      370000 | PA      | $362096.80     | 0.00%             | 2054-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                                                          | POLAND REPUBLIC OF 5.125% 09/18/2034                                                                                             | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $207800.00     | 0.00%             | 2034-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                                | ING GROEP NV 5.335%/VAR 03/19/2030                                                                                               | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $207189.29     | 0.00%             | 2030-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.538%/VAR 03/14/2030                                                                                         | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2077957.78    | 0.00%             | 2030-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.552%/VAR 03/14/2028                                                                                         | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     8400000 | PA      | $8525325.82    | 0.02%             | 2028-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOFI PERS LN TR 2024-1                                                                                      | SOFI PERS LN TR 2024-1A R1 0% 02/12/2031 144A                                                                                    | CUSIP: 83407R105<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       10000 | PA      | $272714.06     | 0.00%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2053#SD4977                                                                                                   | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5927228 | PA      | $5978526.72    | 0.01%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                                   | L3HARRIS TECHNOLOGIES INC 5.25% 06/01/2031                                                                                       | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      107000 | PA      | $112122.14     | 0.00%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2024-1 LTD                                                                                   | INVESCO US CLO 2024-1 LTD AR TSFR3M+155 04/15/2037 144A                                                                          | CUSIP: 46148JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4340000 | PA      | $4339066.90    | 0.01%             | 2037-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 54 SR LN FD / DRYDEN 54 SR LN FD LLC                                                                 | DRYDEN 54 SR LN FD / DRYDEN 54 SR LN FD LLC AR TSFR3M+115 10/19/2029 144A                                                        | CUSIP: 26244RAF8<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |        4479 | PA      | $4479.57       | 0.00%             | 2029-10-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                                      | MOTOROLA SOLUTIONS INC 5.4% 04/15/2034                                                                                           | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1959791.66    | 0.00%             | 2034-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SG COML MTG SECS TR 2019-PRES                                                                               | SG COML MTG SECS TR 2019-PREZ E CSTR 09/15/2039 144A                                                                             | CUSIP: 78430EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72000 | PA      | $62199.69      | 0.00%             | 2039-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                     | AEP TRANSMISSION CO LLC 5.15% 04/01/2034                                                                                         | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2067241.78    | 0.00%             | 2034-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                                   | L3HARRIS TECHNOLOGIES INC 5.35% 06/01/2034                                                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       37000 | PA      | $38607.17      | 0.00%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2052#FS6943                                                                                                   | CUSIP: 3140XNWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      624893 | PA      | $565454.82     | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                                                           | M and T BANK CORP 6.082%/VAR 03/13/2032                                                                                          | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      712000 | PA      | $761758.43     | 0.00%             | 2032-03-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OC2 TRUST                            | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OC2 TRUST STEP 06/25/2037                                 | CUSIP: 93936LAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       32272 | PA      | $31079.83      | 0.00%             | 2037-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 06/01/2052#RA7575                                                                                                   | CUSIP: 3133KPMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1287190 | PA      | $1315626.48    | 0.00%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                                                 | STARWOOD PPTY TR INC 7.25% 04/01/2029 144A                                                                                       | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      435000 | PA      | $455817.36     | 0.00%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                                                   | BANK IRELAND GROUP PLC 5.601%/VAR 03/20/2030 144A                                                                                | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      665000 | PA      | $691918.61     | 0.00%             | 2030-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1                                                                                              | PRPM 2024-NQM1 6.265% 12/25/2068 144A                                                                                            | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      303455 | PA      | $306478.15     | 0.00%             | 2068-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2022-3                                                                         | DEEPHAVEN RESIDENTIAL MTG TR 2022-3 CSTR 07/25/2067 144A                                                                         | CUSIP: 24381YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $199215.18     | 0.00%             | 2067-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-2                                                                           | VERUS SECURITIZATION TRUST 2023-2 VAR 03/25/2068 144A                                                                            | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      228151 | PA      | $227691.48     | 0.00%             | 2068-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                                             | NORDEA BANK ABP FRN SOFR+74 03/19/2027 144A                                                                                      | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $200999.03     | 0.00%             | 2027-03-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                                                | BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A                                                                                      | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7402681 | PA      | $7404994.56    | 0.02%             | 2041-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                                                | BX 2024-CNYN TSFR1M+194.116 04/15/2041 144A                                                                                      | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      962498 | PA      | $963099.84     | 0.00%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                                                | BX 2024-CNYN B TSFR1M+169.152 04/15/2029 144A                                                                                    | CUSIP: 05612HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1159276 | PA      | $1160000.28    | 0.00%             | 2041-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                                                | BX 2024-CNYN E TSFR1M+368.86 04/05/2029 144A                                                                                     | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      104805 | PA      | $104477.38     | 0.00%             | 2041-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM TERM I 1LN 08/24/2028                                                                                                  | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       72970 | PA      | $72885.05      | 0.00%             | 2028-08-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                                                                        | HEATHROW FINANCE PLC 6.625% 03/01/2031 REGS                                                                                      | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      282000 | PA      | $388209.49     | 0.00%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB2 TRUST                                                                                         | OBX 2024-HYB2 TRUST VAR 04/25/2053 144A                                                                                          | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      345190 | PA      | $346817.52     | 0.00%             | 2053-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SMITH and NEPHEW PLC                                                                                        | SMITH and NEPHEW PLC 5.15% 03/20/2027                                                                                            | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $252894.32     | 0.00%             | 2027-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                                                         | COMMONSPIRIT HEALTH 5.205% 12/01/2031                                                                                            | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     9840000 | PA      | $10258223.22   | 0.02%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LL                                                                                  | CRESCENT ENERGY FINANCE LLC 7.875% 04/15/2032 144A                                                                               | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      435000 | PA      | $443149.73     | 0.00%             | 2032-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 43 LTD                                                                                         | SYMPHONY CLO 43 LTD A1 TSFR3M+152 04/15/2037 144A                                                                                | CUSIP: 87170BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4315000 | PA      | $4320907.24    | 0.01%             | 2037-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1                                                                               | CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A                                                                              | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1661843 | PA      | $1677521.26    | 0.00%             | 2029-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2016-1                                                                                       | TOWD PT MTG TR 2016-1 VAR 02/25/2055 144A                                                                                        | CUSIP: 89172EAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $495872.35     | 0.00%             | 2055-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER FRN SOFR+104 03/19/2027 144A                                                                                    | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251264.55     | 0.00%             | 2027-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.79%/VAR 03/21/2030                                                                                              | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      100000 | PA      | $121160.19     | 0.00%             | 2030-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.955%/VAR 03/21/2035                                                                                             | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      300000 | PA      | $361651.53     | 0.00%             | 2035-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                                                | BX 2024-CNYN TSFR1M+269.009 04/15/2041 144A                                                                                      | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1071581 | PA      | $1072920.90    | 0.00%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5                                                           | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5 STEP 04/25/2030 144A                                                           | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      233000 | PA      | $233867.13     | 0.00%             | 2030-04-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2021-FRR1                                                                                | GAM RE-REMIC TRUST 2021-FRR1 2B 0% 11/29/2050 144A                                                                               | CUSIP: 364614AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3400000 | PA      | $3104447.18    | 0.01%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2016-3 LTD                                                                                 | BLUEMOUNTAIN CLO 2016-3 LTD A1R2 TSFR3M+120 11/15/2030 144A                                                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |      136942 | PA      | $137021.22     | 0.00%             | 2030-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                                                        | APPALACHIAN POWER CO 5.65% 04/01/2034                                                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1055687.40    | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                                    | TOYOTA MOTOR CREDIT CORP 5.1% 03/21/2031                                                                                         | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      193000 | PA      | $201954.03     | 0.00%             | 2031-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LL                                                                                  | CRESCENT ENERGY FINANCE LLC 7.625% 04/01/2032 144A                                                                               | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1077153.78    | 0.00%             | 2032-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                                                      | THE CAMPBELL'S COMPANY 5.3% 03/20/2026                                                                                           | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200103.38     | 0.00%             | 2026-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                                    | TOYOTA MOTOR CREDIT CORP 5% 03/19/2027                                                                                           | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      221000 | PA      | $224016.88     | 0.00%             | 2027-03-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                                                   | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A                                                                  | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $361190.20     | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HINNT 2024-A LLC                                                                                            | HINNT 2024-A LLC 8% 03/15/2043 144A                                                                                              | CUSIP: 40472QAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      734456 | PA      | $727636.46     | 0.00%             | 2043-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC                                                     | MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC 6.75% 04/01/2032 144A                                                    | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      515000 | PA      | $519275.02     | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2 LLC                                                                                         | VOYA CLO 2019-2 LLC AR TSFR3M+120 07/20/2032 144A                                                                                | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      288553 | PA      | $288780.37     | 0.00%             | 2032-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR1 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR1 TR 4.88% 02/17/2041 144A                                                                          | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3977987.20    | 0.01%             | 2041-02-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                                         | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 04/01/2032 144A                                                                         | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1995000 | PA      | $2064380.12    | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG TERM B 1LN 04/16/2031                                                                                                        | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |       19899 | PA      | $19932.97      | 0.00%             | 2031-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 03/31/2029                                                                                                      | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10900000 | PA      | $11129070.26   | 0.02%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 03/31/2031                                                                                                      | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       46000 | PA      | $47234.45      | 0.00%             | 2031-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AURIUM CLO II DAC                                                                                           | AURIUM CLO II DAC A1RR 3MEUR+93 06/22/2034 144A                                                                                  | CUSIP: N/A<br>LEI: 213800HRTED9UC792482       | Long             | ABS-CBDO         | CORP              | IE        |     1000000 | PA      | $1181017.47    | 0.00%             | 2034-06-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                                                                                 | PROGROUP AG 5.375% 04/15/2031 REGS                                                                                               | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      311000 | PA      | $377948.22     | 0.00%             | 2031-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A                                                                          | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      345000 | PA      | $353181.62     | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                                                   | PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A                                                                                 | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $295030.34     | 0.00%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DC TRUST 2024-HLTN                                                                                          | DC TRUST 2024-HLTN VAR 04/13/2028 144A                                                                                           | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88000 | PA      | $87970.54      | 0.00%             | 2040-04-13      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| DC TRUST 2024-HLTN                                                                                          | DC TRUST 2024-HLTN VAR 04/13/2028 144A                                                                                           | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30000 | PA      | $30448.41      | 0.00%             | 2040-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-PLND                                                                    | MORGAN STANLEY CAPITAL I TRUST 2019-PLND A TSFR1M+111.448 05/15/2036 144A                                                        | CUSIP: 61691XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $120000.00     | 0.00%             | 2036-05-15      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| ESAB CORP                                                                                                   | ESAB CORP 6.25% 04/15/2029 144A                                                                                                  | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      443000 | PA      | $454100.69     | 0.00%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                                                            | LSEG US FIN CORP 4.875% 03/28/2027 144A                                                                                          | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |      300000 | PA      | $302740.24     | 0.00%             | 2027-03-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                                   | MGM RESORTS INTERNATIONAL 6.5% 04/15/2032                                                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1911936.20    | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                                                  | PHINIA INC 6.75% 04/15/2029 144A                                                                                                 | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      540000 | PA      | $558111.06     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 04/01/2042#SC0481                                                                                                   | CUSIP: 3132D9RA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1028548 | PA      | $923372.47     | 0.00%             | 2042-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 08/01/2053#SD8348                                                                                                   | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8822353 | PA      | $8898707.93    | 0.02%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H2 MORTGAGE TRUST                                                                                | CROSS 2024-H2 MORTGAGE TRUST 6.093% 04/25/2069 144A                                                                              | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      561139 | PA      | $566139.57     | 0.00%             | 2069-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                                                 | SAMMONS FINANCIAL GROUP INC 6.875% 04/15/2034 144A                                                                               | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $6197292.80    | 0.01%             | 2034-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                                  | PENSKE TRUCK LEASING CO LP /CORP 5.35% 03/30/2029 144A                                                                           | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $309976.14     | 0.00%             | 2029-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA NATL OIL CORP                                                                                         | KOREA NATL OIL CORP 4.875% 04/03/2029 144A                                                                                       | CUSIP: 50065LAH3<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | CORP              | KR        |      300000 | PA      | $308440.72     | 0.00%             | 2029-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                                                         | PUBLIC SVC ENTERPRISE GRP INC 5.2% 04/01/2029                                                                                    | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      300000 | PA      | $310053.16     | 0.00%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                                                   | MATADOR RES CO 6.5% 04/15/2032 144A                                                                                              | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      900000 | PA      | $919134.59     | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                                            | GGAM FINANCE LTD 6.875% 04/15/2029 144A                                                                                          | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      145000 | PA      | $149360.88     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                                                  | VMED O2 UK FINANCING I PLC 7.75% 04/15/2032 144A                                                                                 | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199944.04     | 0.00%             | 2032-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 03/01/2054#MA5296                                                                                                 | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14653964 | PA      | $14930129.29   | 0.03%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 04/01/2054#CB8330                                                                                                 | CUSIP: 3140QUHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5578599 | PA      | $5715112.18    | 0.01%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR and UTILS CORP                                                                                | ALGONQUIN PWR and UTILS CORP STEP 06/15/2026                                                                                     | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     3670000 | PA      | $3682324.70    | 0.01%             | 2026-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 5.634% 04/04/2034 144A                                                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2458945.09    | 0.01%             | 2034-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1                                                                   | JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1 5.99% 09/01/2054 144A                                                                  | CUSIP: 465970AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      729943 | PA      | $737281.60     | 0.00%             | 2064-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                                                     | GENESEE and WYOMING TERM B 1LN 04/10/2031                                                                                        | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |      241938 | PA      | $241528.63     | 0.00%             | 2031-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS TRUST 2024-A                                                                      | COLLEGE AVE STUDENT LOANS TRUST 2024-A SOFR30A+175 06/25/2054 144A                                                               | CUSIP: 19424RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      302736 | PA      | $306954.69     | 0.00%             | 2054-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                                                                      | CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A                                                                     | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1781912 | PA      | $1791087.23    | 0.00%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2050#FM5179                                                                                                   | CUSIP: 3140X8XH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1813684 | PA      | $1526246.25    | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                                             | CSL FINANCE PLC 5.106% 04/03/2034 144A                                                                                           | CUSIP: 12661PAG4<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      640000 | PA      | $662673.57     | 0.00%             | 2034-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                                                  | VMED O2 UK FINANCING I PLC 5.625% 04/15/2032 REGS                                                                                | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      257000 | PA      | $294853.23     | 0.00%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 08/01/2050#SI2064                                                                                                   | CUSIP: 3133USJH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1789049 | PA      | $1637888.88    | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2006-17                                                                             | CHL MTG PASS-THROUGH TR 2006-17 A6 6% 12/25/2036                                                                                 | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       14022 | PA      | $5912.21       | 0.00%             | 2036-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                                 | VISTRA CORP 8.875%/VAR PERP 144A                                                                                                 | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |     1775000 | PA      | $1955109.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR2 TRUST                                                                        | PROGRESS RESIDENTIAL 2024-SFR2 E1 TRUST CSTR VAR 04/17/2041 144A                                                                 | CUSIP: 74290XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $95379.45      | 0.00%             | 2041-04-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC                                                   | BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC A1R TSFR3M+119 10/25/2030 144A                                         | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       54614 | PA      | $54733.19      | 0.00%             | 2030-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN FUJI EUR CLO V DAC                                                                             | BLUEMOUNTAIN FUJI EUR CLO V DAC A 3MEUR+91 01/15/2033 144A                                                                       | CUSIP: N/A<br>LEI: 635400IYPG2G6NM3OV52       | Long             | ABS-CBDO         | CORP              | IE        |      576640 | PA      | $680345.90     | 0.00%             | 2033-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR US CLO II LTD / CAP FOUR US CLO II LLC                                                         | CAPITAL FOUR US CLO II LTD / CAP FOUR US CLO II LLC AR TSFR3M+190 01/20/2037 144A                                                | CUSIP: 14016CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250213.50     | 0.00%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.95% 04/04/2034                                                                                        | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      275000 | PA      | $291745.82     | 0.00%             | 2034-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2024-1 LTD                                                                                         | VOYA CLO 2024-1 LTD A1 TSFR3M+152 04/15/2037 144A                                                                                | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4109000 | PA      | $4120205.24    | 0.01%             | 2037-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                           | RAKUTEN GROUP INC 9.75% 04/15/2029 REGS                                                                                          | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      900000 | PA      | $998930.01     | 0.00%             | 2029-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                                                    | AMPHENOL CORPORATION NEW 5.05% 04/05/2027                                                                                        | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101304.57     | 0.00%             | 2027-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF COLORADO                                                                               | PUBLIC SERVICE CO OF COLORADO 5.35% 05/15/2034                                                                                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     3825000 | PA      | $3992851.63    | 0.01%             | 2034-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                                                    | AMPHENOL CORPORATION NEW 5.25% 04/05/2034                                                                                        | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      112000 | PA      | $117324.22     | 0.00%             | 2034-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                                                    | TOTALENERGIES CAPITAL SA 5.638% 04/05/2064                                                                                       | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     1020000 | PA      | $1010458.98    | 0.00%             | 2064-04-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                                                    | TOTALENERGIES CAPITAL SA 5.488% 04/05/2054                                                                                       | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $444786.21     | 0.00%             | 2054-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                                                 | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7% 05/01/2031 144A                                                                   | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104988.40     | 0.00%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 5.3% 04/05/2029                                                                                                     | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $829173.47     | 0.00%             | 2029-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV                                                                                               | CSMC 2021-ADV A TSFR1M+151.448 07/15/2038 144A                                                                                   | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $446681.95     | 0.00%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COM MTG TR 2021                                                                               | CREDIT SUISSE COM MTG TR 2021-SOP2 A STEP 06/15/2034 144A                                                                        | CUSIP: 12657VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       97725 | PA      | $95916.72      | 0.00%             | 2034-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NATIONAL MORTGAGE 24-H04 FA SOFR30A+ 02/20/2074                                                                       | CUSIP: 38383KQT2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      270727 | PA      | $271681.97     | 0.00%             | 2074-02-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                                                     | GENESEE and WYOMING INC 6.25% 04/15/2032 144A                                                                                    | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      560000 | PA      | $577212.16     | 0.00%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                                              | BRANDYWINE OPER PARTNERSHIP LP 8.875% 04/12/2029                                                                                 | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     4381000 | PA      | $4654037.06    | 0.01%             | 2029-04-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COS GLOBAL FUNDING                                                                          | MUTUAL OF OMAHA COS GLOBAL FUNDING 5.35% 04/09/2027 144A                                                                         | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3294182.52    | 0.01%             | 2027-04-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 04/01/2054#CB8339                                                                                                   | CUSIP: 3140QUHR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      280241 | PA      | $289889.31     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                                                   | CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A                                                                                  | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |     1501468 | PA      | $1520332.00    | 0.00%             | 2036-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                                            | WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A                                                                  | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     1887510 | PA      | $1908576.22    | 0.00%             | 2039-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                                                                      | HTL COMMERCIAL MORTGAGE TRUST 2024-T53 VAR 05/10/2039 144A                                                                       | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2073000 | PA      | $2135274.99    | 0.00%             | 2039-05-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-2R                                                                      | PMT CREDIT RISK TRANSFER TRUST 2024-2R SOFR30A+335 03/29/2027 144A                                                               | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4595677 | PA      | $4633759.93    | 0.01%             | 2027-03-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                                                                      | HTL COMMERCIAL MORTGAGE TRUST 2024-T53 A VAR 05/10/2039 144A                                                                     | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101133.67     | 0.00%             | 2039-05-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                                         | JAPAN GOVERNMENT OF 1.8% 03/20/2054                                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   430000000 | PA      | $1980067.88    | 0.00%             | 2054-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2018-1 LLC                                                                                       | CLOVER CLO 2018-1 LLC A1RR TSFR3M+153 04/20/2037 144A                                                                            | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $350727.30     | 0.00%             | 2037-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                                          | REGAL REXNORD CORP 6.4% 04/15/2033                                                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |       49000 | PA      | $53278.96      | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                                                     | DEERE JOHN CAPITAL CORP 5.1% 04/11/2034                                                                                          | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      128000 | PA      | $133757.36     | 0.00%             | 2034-04-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 280 PK AVE 2017-280P MTG TR                                                                                 | 280 PK AVE 2017-280P E MTG TR STEP 09/15/2034 144A                                                                               | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      154796 | PA      | $152861.05     | 0.00%             | 2034-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                                                  | NUVEEN LLC 5.55% 01/15/2030 144A                                                                                                 | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $208758.69     | 0.00%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 21 LTD / AIMCO CLO 21 LLC                                                                         | AIMCO CLO 21 LTD / AIMCO CLO 21 LLC A1 TSFR3M+150 04/18/2037 144A                                                                | CUSIP: 00901WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4144000 | PA      | $4151471.63    | 0.01%             | 2037-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                                                   | ENDO FINANCE HOLDINGS INC 8.5% 04/15/2031 144A                                                                                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $106279.30     | 0.00%             | 2031-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CD and R FIREFLY BIDCO LTD                                                                                  | CD and R FIREFLY BIDCO LTD 8.625% 04/30/2029 REGS                                                                                | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |      282000 | PA      | $397866.53     | 0.00%             | 2029-04-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                                               | BAT INTL FINANCE PLC 4.125% 04/12/2032 REGS                                                                                      | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      825000 | PA      | $1010377.59    | 0.00%             | 2032-04-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 5.2% 04/18/2027                                                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      460000 | PA      | $465905.16     | 0.00%             | 2027-04-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 5.4% 04/18/2034                                                                                           | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $2001776.35    | 0.00%             | 2034-04-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC                                                                           | ADVANTAGE SALES and MARKETING TERM B 1LN 10/28/2027                                                                              | CUSIP: 00769EBA7<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |      212929 | PA      | $174335.25     | 0.00%             | 2027-10-28      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2052#BW7443                                                                                                 | CUSIP: 3140N0HV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2927989 | PA      | $2907132.25    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2053#DA1025                                                                                                   | CUSIP: 3140A1D79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98186 | PA      | $101068.82     | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 02/01/2054#SD8402                                                                                                   | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      305812 | PA      | $314429.27     | 0.00%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 6% 04/15/2034 144A                                                                                      | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2702000 | PA      | $2864438.84    | 0.01%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-4                                                                             | ANGEL OAK MORTGAGE TRUST 2024-4 6.197% 01/25/2069 144A                                                                           | CUSIP: 034943AA8<br>LEI: 25490046TFINGL6XED11 | Long             | ABS-CBDO         | CORP              | US        |      306971 | PA      | $310220.64     | 0.00%             | 2069-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                                              | TD SYNNEX CORP 6.1% 04/12/2034                                                                                                   | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      300000 | PA      | $317989.01     | 0.00%             | 2034-04-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                                        | DUKE ENERGY CORP NEW 3.75% 04/01/2031                                                                                            | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      300000 | PA      | $363485.42     | 0.00%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECS 2024-1 LLC                                                                                | BUSINESS JET SECS 2024-1 LLC 9.132% 05/15/2039 144A                                                                              | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      921504 | PA      | $957999.34     | 0.00%             | 2039-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REGATTA IX FUNDING LTD                                                                                      | REGATTA IX FUNDING LTD B1R TSFR3M+200 04/17/2037 144A                                                                            | CUSIP: 75887VAN1<br>LEI: 254900JVS76S6N8G1I74 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1252341.25    | 0.00%             | 2037-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#FS7496                                                                                                 | CUSIP: 3140XPKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      536059 | PA      | $472749.28     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2052#SD5251                                                                                                 | CUSIP: 3132DSZQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      438905 | PA      | $387069.80     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                                                         | QUEBEC PROVINCE CDA 4.45% 09/01/2034                                                                                             | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     8000000 | PA      | $6288567.13    | 0.01%             | 2034-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                                                          | RWE FINANCE US LLC 5.875% 04/16/2034 144A                                                                                        | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      881000 | PA      | $935262.91     | 0.00%             | 2034-04-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                                                | TRANSOCEAN INTERNATIONAL LTD 8.25% 05/15/2029 144A                                                                               | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      840000 | PA      | $874582.80     | 0.00%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                                                | TRANSOCEAN INTERNATIONAL LTD 8.5% 05/15/2031 144A                                                                                | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      830000 | PA      | $877754.36     | 0.00%             | 2031-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                                         | JAPAN GOVERNMENT OF 1.6% 03/20/2044                                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   530000000 | PA      | $2794696.63    | 0.01%             | 2044-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                                                         | NEW IMMO HLD SA 5.875% 04/17/2028 REGS                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $122768.88     | 0.00%             | 2028-04-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 VAR 02/25/2063 144A                                                                       | CUSIP: 173106AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      398943 | PA      | $355166.55     | 0.00%             | 2063-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 SA VAR 02/25/2063 144A                                                                    | CUSIP: 173106AK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        8300 | PA      | $8056.80       | 0.00%             | 2063-02-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 M2 CSTR 02/25/2063 144A                                                                             | CUSIP: 173106AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      304204 | PA      | $268420.73     | 0.00%             | 2063-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 VAR 02/25/2063 144A                                                                                 | CUSIP: 173106AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      164547 | PA      | $29248.94      | 0.00%             | 2063-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 VAR 02/25/2063 144A                                                                                 | CUSIP: 173106AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       64822 | PA      | $54046.71      | 0.00%             | 2063-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 4.1% 02/25/2063 144A                                                                                | CUSIP: 173106AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6574196 | PA      | $6376497.63    | 0.01%             | 2063-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 VAR 02/25/2063 144A                                                                                 | CUSIP: 173106AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      298036 | PA      | $34481.99      | 0.00%             | 2063-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 VAR 02/25/2063 144A                                                                       | CUSIP: 173106AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      179547 | PA      | $159905.55     | 0.00%             | 2063-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 X VAR 02/25/2063 144A                                                                               | CUSIP: 173106AJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8578114 | PA      | $5146.87       | 0.00%             | 2063-02-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 4.17631% 02/25/2063 144A                                                                            | CUSIP: 173106AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      593449 | PA      | $536660.92     | 0.00%             | 2063-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                                                                                 | CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029                                                                                      | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2023162 | PA      | $2048192.35    | 0.00%             | 2029-01-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XXXVII LLC                                                                                   | MADISON PK FDG XXXVII LLC AR2 TSFR3M+153 04/15/2037 144A                                                                         | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5600000 | PA      | $5607448.00    | 0.01%             | 2037-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC                                                            | TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 2024-GR6A A1 SONIO+92.5 07/20/2053 144A                                         | CUSIP: N/A<br>LEI: 635400ZB5U3EBVBSFK52       | Long             | ABS-CBDO         | CORP              | GB        |      312176 | PA      | $421358.70     | 0.00%             | 2053-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.571%/VAR 04/22/2028                                                                                      | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      500000 | PA      | $508965.38     | 0.00%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO FRN SOFR+92 04/22/2028                                                                                     | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      500000 | PA      | $502647.87     | 0.00%             | 2028-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.581%/VAR 04/22/2030                                                                                      | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      300000 | PA      | $313322.83     | 0.00%             | 2030-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.766%/VAR 04/22/2035                                                                                      | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4735000 | PA      | $5071817.36    | 0.01%             | 2035-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028                                                                                     | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6355000 | PA      | $6471350.20    | 0.01%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW FRN SOFR+107 04/22/2028                                                                                   | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      800000 | PA      | $804944.00     | 0.00%             | 2028-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 6% 04/22/2064 144A                                                                                         | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     8200000 | PA      | $8179162.49    | 0.02%             | 2064-04-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                                                | VALLOUREC SA 7.5% 04/15/2032 144A                                                                                                | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |      265000 | PA      | $281371.44     | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                                   | SUNOCO LP 7.25% 05/01/2032 144A                                                                                                  | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      425000 | PA      | $449048.20     | 0.00%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                                       | ZF NORTH AMER CAP INC 6.75% 04/23/2030 144A                                                                                      | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      170000 | PA      | $171896.18     | 0.00%             | 2030-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                                       | ZF NORTH AMER CAP INC 6.875% 04/23/2032 144A                                                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      135000 | PA      | $135445.10     | 0.00%             | 2032-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 7.5%/VAR PERP                                                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |      490000 | PA      | $521629.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP /SIX FLAGS THEME PARKS INC/ CANADA'S WONDERLAND CO                             | SIX FLAGS ENTERTAINMENT CORP /SIX FLAGS THEME PARKS INC/ CANADA'S WONDERLAND CO 6.625% 05/01/2032 144A                           | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $167753.69     | 0.00%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.652%/VAR 04/13/2028                                                                                             | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      400000 | PA      | $407076.67     | 0.00%             | 2028-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.831%/VAR 04/19/2035                                                                                             | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1383000 | PA      | $1477890.92    | 0.00%             | 2035-04-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                                                     | JANE STREET GRP/JSG FIN 7.125% 04/30/2031 144A                                                                                   | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104039.13     | 0.00%             | 2031-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2024-2                                                                  | SANTANDER DRIVE AUTO RECEIVABLES TR 2024-2 6.28% 08/15/2031                                                                      | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1038363.00    | 0.00%             | 2031-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                                                    | UNITED NATURAL FOODS TERM B 1LN 05/01/2031                                                                                       | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |      173979 | PA      | $175357.30     | 0.00%             | 2031-05-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 04/01/2054#SD7569                                                                                                   | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4638757 | PA      | $4852815.67    | 0.01%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 12/01/2050#RA4142                                                                                                 | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1178766 | PA      | $1042498.47    | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE CO PTY LTD                                                                           | SYDNEY ARPT FIN CO PTY LTD 5.9% 04/19/2034 REGS                                                                                  | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |      620000 | PA      | $449985.69     | 0.00%             | 2034-04-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUMA INTL FINANCING SA                                                                                      | PUMA INTL FINANCING SA 7.75% 04/25/2029 REGS                                                                                     | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |      900000 | PA      | $933139.59     | 0.00%             | 2029-04-25      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DRYDEN 83 CLO LTD                                                                                           | DRYDEN 83 CLO LTD AR TSFR3M+153 04/18/2037 144A                                                                                  | CUSIP: 26246EAL2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |     5321000 | PA      | $5327864.09    | 0.01%             | 2037-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2052#FS7746                                                                                                 | CUSIP: 3140XPTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1201252 | PA      | $1062384.57    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TR 2023-1                                                                             | SCCU AUTO RECEIVABLES TR 2023-1 5.7% 08/15/2029 144A                                                                             | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $511242.10     | 0.00%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.727%/VAR 04/25/2030                                                                              | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1718679.98    | 0.00%             | 2030-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES3                                                                               | RCKT MORTGAGE TRUST 2024-CES3 VAR 05/25/2044 144A                                                                                | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570217 | PA      | $577954.62     | 0.00%             | 2044-05-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AREIT 2024-CRE9 LTD / AREIT 2024-CRE9 LLC                                                                   | AREIT 2024-CRE9 LTD / AREIT 2024-CRE9 LLC CD TSFR1M+168.645 05/17/2041 144A                                                      | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      159940 | PA      | $160577.58     | 0.00%             | 2041-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING B.V.                                                                                       | BOELS TOPHOLDING BV 5.75% 05/15/2030 REGS                                                                                        | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      102000 | PA      | $124341.86     | 0.00%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD ADMIN FIN CORP REV                                                                           | FLORIDA ST BD 5.526% 7/1/2034                                                                                                    | CUSIP: 341271AH7<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     1500000 | PA      | $1615336.65    | 0.00%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                                           | ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A                                                                          | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1928218.04    | 0.00%             | 2028-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                                           | ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A                                                                          | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      373473 | PA      | $374399.97     | 0.00%             | 2026-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2052#SD7553                                                                                                   | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12451425 | PA      | $11434400.07   | 0.03%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV2 MTG LN TR                                                                                    | COLT 2024-INV2 MORTGAGE LOAN TRUST 6.421% 05/25/2069 144A                                                                        | CUSIP: 12622SAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      708508 | PA      | $717929.08     | 0.00%             | 2069-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES LN FDG V LTD / ARES LN FDG V LLC                                                                       | ARES LN FDG V LTD / ARES LN FDG V LLC A1 TSFR3M+150 07/27/2037 144A                                                              | CUSIP: 04020QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4720000 | PA      | $4730728.56    | 0.01%             | 2037-07-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                                                               | CASSA DEPOSITI E PRESTITI SPA 5.875% 04/30/2029 144A                                                                             | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     2200000 | PA      | $2325806.71    | 0.01%             | 2029-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD / BIRCH GROVE CLO LLC                                                                   | BIRCH GROVE CLO LTD / BIRCH GROVE CLO LLC A1RR TSFR3M+159 07/17/2037 144A                                                        | CUSIP: 09075JAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $701610.00     | 0.00%             | 2037-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITIBANK NA FRN SOFRINDX+59 04/30/2026                                                                                           | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300116.49     | 0.00%             | 2026-04-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                                            | VAIL RESORTS INC 6.5% 05/15/2032 144A                                                                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      500000 | PA      | $517845.00     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                      | OCP SA 6.75% 05/02/2034 144A                                                                                                     | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     2395000 | PA      | $2599461.15    | 0.01%             | 2034-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                      | OCP SA 7.5% 05/02/2054 144A                                                                                                      | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      290000 | PA      | $325368.89     | 0.00%             | 2054-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#SD3952                                                                                                 | CUSIP: 3132E0L91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2563700 | PA      | $2248905.00    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2024-1                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2024-1 5.79% 05/14/2041 144A                                                                    | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      777000 | PA      | $826982.93     | 0.00%             | 2041-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                                           | GXO LOGISTICS INC 6.25% 05/06/2029                                                                                               | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      800000 | PA      | $844598.03     | 0.00%             | 2029-05-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                                                                                  | MAHLE GMBH 6.5% 05/02/2031 REGS                                                                                                  | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $248744.72     | 0.00%             | 2031-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2051#FM8179                                                                                                 | CUSIP: 3140XCCR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4616458 | PA      | $4027965.82    | 0.01%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GWT 2024-WLF2                                                                                               | GWT 2024-WLF2 TSFR1M+169.124 05/15/2041 144A                                                                                     | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      561000 | PA      | $561350.63     | 0.00%             | 2041-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2018-1 LTD                                                                               | ROCKFORD TOWER CLO 2018-1 LTD B TSFR3M+198.161 05/20/2031 144A                                                                   | CUSIP: 77342JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1754310.25    | 0.00%             | 2031-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                                                                            | MULTIVERSITY SPA 7.125% 05/17/2031 REGS                                                                                          | CUSIP: N/A<br>LEI: 815600DE3C22B6887254       | Long             | DBT              | CORP              | IT        |      282000 | PA      | $345549.03     | 0.00%             | 2031-05-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                           | ILIAD HOLDING SAS 6.875% 04/15/2031 REGS                                                                                         | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      201000 | PA      | $252853.69     | 0.00%             | 2031-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                                                      | HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A                                                                                      | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      630000 | PA      | $653929.29     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FS5385                                                                                                 | CUSIP: 3140XL6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      196108 | PA      | $172702.51     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                                                     | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                                                    | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $130040.56     | 0.00%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BETHP 2021                                                                                                  | BETHP 2021 D TSFR3M+321.161 10/15/2036 144A                                                                                      | CUSIP: 087598AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $244850.00     | 0.00%             | 2036-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2016-1 LTD                                                                                         | VOYA CLO 2016-1 LTD A1R TSFR3M+133.161 01/20/2031 144A                                                                           | CUSIP: 92915CAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        1375 | PA      | $1375.26       | 0.00%             | 2031-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO 2016-1 LTD                                                                               | CANYON CAPITAL CLO 2016-1 LTD AR TSFR3M+133.161 07/15/2031 144A                                                                  | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       60177 | PA      | $60232.10      | 0.00%             | 2031-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2018-1 LTD                                                                               | ROCKFORD TOWER CLO 2018-1 LTD A TSFR3M+136.161 05/20/2031 144A                                                                   | CUSIP: 77342JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       62047 | PA      | $62069.31      | 0.00%             | 2031-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                               | DTE ENERGY CO 5.85% 06/01/2034                                                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      800000 | PA      | $860478.46     | 0.00%             | 2034-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DRYDEN 55 CLO LTD                                                                                           | DRYDEN 55 CLO LTD A1 TSFR3M+128.161 04/15/2031 144A                                                                              | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       38383 | PA      | $38439.60      | 0.00%             | 2031-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                                                 | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809% 05/08/2027                                                                    | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      800000 | PA      | $807151.87     | 0.00%             | 2027-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CR AUTO TR 2024-1                                                                                  | FLAGSHIP CREDIT AUTO TRUST 2024-1 5.64% 03/15/2028 144A                                                                          | CUSIP: 33843VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       95348 | PA      | $95467.35      | 0.00%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 05/01/2054#                                                                                                         | CUSIP: 3140QUNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3275630 | PA      | $3373813.23    | 0.01%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                                                    | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    76741000 | PA      | $76495189.37   | 0.17%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.5% 05/15/2027                                                                                                        | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4760000 | PA      | $4815967.18    | 0.01%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                                                    | BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A                                                                                 | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6139424 | PA      | $6143261.04    | 0.01%             | 2041-05-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                                          | REGAL REXNORD CORP 6.05% 04/15/2028                                                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      500000 | PA      | $518461.17     | 0.00%             | 2028-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER                            | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A                              | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $217428.12     | 0.00%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                       | FOUNDRY JV HOLDCO LLC 6.15% 01/25/2032 144A                                                                                      | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1716272.10    | 0.00%             | 2032-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                       | FOUNDRY JV HOLDCO LLC 6.25% 01/25/2035 144A                                                                                      | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1211270.14    | 0.00%             | 2035-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM2 TR                                                                                            | OBX 2024-NQM2 A1 TR 5.878% 12/25/2063 144A                                                                                       | CUSIP: 67118HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      717390 | PA      | $721470.75     | 0.00%             | 2063-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2024-3 LTD                                                                                   | INVESCO US CLO 2024-3 LTD A TSFR3M+151 07/20/2037 144A                                                                           | CUSIP: 46148HAB4<br>LEI: 254900GU4U8LUX3GA959 | Long             | ABS-CBDO         | CORP              | JE        |     4204000 | PA      | $4215754.38    | 0.01%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                                                           | KINROSS GOLD CORP 6.25% 07/15/2033                                                                                               | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |     5585000 | PA      | $6142537.54    | 0.01%             | 2033-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                                                                            | DLLAD 2024-1 LLC 5.3% 07/20/2029 144A                                                                                            | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      979000 | PA      | $999303.38     | 0.00%             | 2029-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 40 SENIOR LOAN FUND                                                                                  | DRYDEN 40 SENIOR LOAN FUND AR2 TSFR3M+115 08/15/2031 144A                                                                        | CUSIP: 26244GAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       99834 | PA      | $99931.95      | 0.00%             | 2031-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                                                                     | AROUNDTOWN FINANCE SARL 7.875%/VAR PERP                                                                                          | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | EP               | CORP              | LU        |      750000 | PA      | $768227.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                                   | BLOCK INC 6.5% 05/15/2032                                                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1383680.86    | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H3 MTG TR                                                                                        | CROSS 2024-H3 MORTGAGE TRUST 6.272% 06/25/2069 144A                                                                              | CUSIP: 22758DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      711006 | PA      | $719180.18     | 0.00%             | 2069-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 7%/VAR 06/01/2054                                                                                            | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      736000 | PA      | $798987.62     | 0.00%             | 2054-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 6.875%/VAR 02/01/2055                                                                                        | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      591000 | PA      | $618839.06     | 0.00%             | 2055-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                               | INTERCONTINENTAL EXCHANGE INC 5.25% 06/15/2031                                                                                   | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104945.08     | 0.00%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                              | ITC HLDGS CORP 5.65% 05/09/2034 144A                                                                                             | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1301619.41    | 0.00%             | 2034-05-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.55% 09/25/2046                                                                                  | CUSIP: 3136AWGE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1923729 | PA      | $1796182.19    | 0.00%             | 2046-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.7% 05/25/2047                                                                                   | CUSIP: 3136AWLF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     9983473 | PA      | $9338044.92    | 0.02%             | 2047-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                                                  | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                                                | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      455000 | PA      | $460907.72     | 0.00%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 5.7% 08/15/2034                                                                                        | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1351700.06    | 0.00%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.45% 06/01/2031                                                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      240000 | PA      | $251425.00     | 0.00%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 8.125%/VAR PERP                                                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |      290000 | PA      | $327056.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2024-C26                                                                                       | BBCMS MTG TR 2024-C26 VAR 05/15/2057                                                                                             | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       26000 | PA      | $28215.91      | 0.00%             | 2057-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UK LOGISTICS 2024-1 DAC                                                                                     | UK LOGISTICS 2024-1X A DAC SONIO+ 05/15/2034 REGS                                                                                | CUSIP: N/A<br>LEI: 635400H22JMICKOJRJ36       | Long             | ABS-MBS          | CORP              | IE        |       60989 | PA      | $82343.92      | 0.00%             | 2034-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5.55% 06/01/2031                                                                                                 | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      147000 | PA      | $155100.69     | 0.00%             | 2031-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 6% 06/01/2044                                                                                                    | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      214000 | PA      | $217290.88     | 0.00%             | 2044-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 5.414% 05/10/2029                                                                                 | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      375000 | PA      | $391001.52     | 0.00%             | 2029-05-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                                                | COCA COLA CO 5.3% 05/13/2054                                                                                                     | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      218000 | PA      | $216602.88     | 0.00%             | 2054-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS and RESORTS LP                                                                                  | HOST HOTELS and RESORTS LP 5.7% 07/01/2034                                                                                       | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      750000 | PA      | $781921.34     | 0.00%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 5.617%/VAR 09/13/2030 144A                                                                                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      330000 | PA      | $345494.75     | 0.00%             | 2030-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                                    | CLOUD SOFTWARE GROUP INC 8.25% 06/30/2032 144A                                                                                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      312000 | PA      | $312261.39     | 0.00%             | 2032-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                                                   | Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034                                                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     1063000 | PA      | $1125326.29    | 0.00%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 7.5% 05/15/2031                                                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      465000 | PA      | $480737.00     | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                                                  | HESS MIDSTREAM PARTNERS LP 6.5% 06/01/2029 144A                                                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $243168.13     | 0.00%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028                                                                                          | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5600000 | PA      | $5702425.62    | 0.01%             | 2028-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.733%/VAR 05/17/2032                                                                                          | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      645000 | PA      | $683898.91     | 0.00%             | 2032-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 5.688%/VAR 05/14/2028 144A                                                                                | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      340000 | PA      | $346537.12     | 0.00%             | 2028-05-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                     | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL D TSFR1M+ 05/15/2037 144A                                                                | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      255000 | PA      | $255159.32     | 0.00%             | 2037-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                        | LAS VEGAS SANDS CORP 5.9% 06/01/2027                                                                                             | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1017491.80    | 0.00%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 5.905%/VAR 05/14/2035 144A                                                                                | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      665000 | PA      | $707272.21     | 0.00%             | 2035-05-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                     | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL A TSFR1M+154.123 05/15/2037 144A                                                         | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      492000 | PA      | $491692.50     | 0.00%             | 2037-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                                              | MASTERCARD INC 4.875% 05/09/2034                                                                                                 | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      145000 | PA      | $149572.01     | 0.00%             | 2034-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                        | LAS VEGAS SANDS CORP 6% 08/15/2029                                                                                               | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2992840.65    | 0.01%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                                                           | NATIONAL RURAL UTL COOP FIN 5.15% 06/15/2029                                                                                     | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4146200.72    | 0.01%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-C                                                                                 | SMB PRIVATE ED LN TR 2024-C SOFR30A+110 06/17/2052 144A                                                                          | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      131976 | PA      | $131753.97     | 0.00%             | 2052-06-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 5.75% 11/15/2029 144A                                                                                | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     2325000 | PA      | $2429678.71    | 0.01%             | 2029-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 5.492%/VAR 05/14/2030                                                                             | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104436.02     | 0.00%             | 2030-05-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                                                     | ENI SPA 5.95% 05/15/2054 144A                                                                                                    | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     1560000 | PA      | $1600391.44    | 0.00%             | 2054-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD FINL NETWORK CC MASTR TR                                                                              | WORLD FINL NETWORK CC MASTR TR 5.47% 02/15/2031                                                                                  | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $814505.60     | 0.00%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029                                  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4171000 | PA      | $4371543.22    | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034                                 | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6266000 | PA      | $6664055.73    | 0.01%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-KING                                                                                    | BX COML MTG TR 2024-KING TSFR1M+ 05/15/2039 144A                                                                                 | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      167791 | PA      | $167895.93     | 0.00%             | 2034-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2052#                                                                                                         | CUSIP: 3140XPX95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9239783 | PA      | $8447546.62    | 0.02%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF3 LLC                                                                                          | PRPM 2024-RCF3 LLC 4% 05/25/2054 144A                                                                                            | CUSIP: 74390BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      938918 | PA      | $931779.50     | 0.00%             | 2054-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 02/01/2054#FS7274                                                                                                   | CUSIP: 3140XPCL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3691633 | PA      | $3717353.47    | 0.01%             | 2054-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2053#CB7100                                                                                                   | CUSIP: 3140QS3J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3977907 | PA      | $4017306.56    | 0.01%             | 2053-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2019-1 LTD                                                                                  | EATON VANCE CLO 2019-1 LTD AR2 TSFR3M+151 07/15/2037 144A                                                                        | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |     4460000 | PA      | $4468175.18    | 0.01%             | 2037-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#SD2494                                                                                                 | CUSIP: 3132DPXX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       91206 | PA      | $86003.95      | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2051#CB1642                                                                                                 | CUSIP: 3140QLZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      479106 | PA      | $453275.44     | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 01/01/2052#FS7820                                                                                                   | CUSIP: 3140XPVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12509280 | PA      | $10534589.88   | 0.02%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 06/01/2054#                                                                                                       | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7035654 | PA      | $7165278.55    | 0.02%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 05/01/2052#QE4719                                                                                                   | CUSIP: 3133BEG49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40958 | PA      | $39922.82      | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2054#MA5388                                                                                                 | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3241488 | PA      | $3302576.78    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B                                                              | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.41% 05/17/2027 144A                                                             | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3866638 | PA      | $3881417.28    | 0.01%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 5.625% 07/01/2034                                                                                    | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      233000 | PA      | $245630.94     | 0.00%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                                                | AMPRION GMBH 3.625% 05/21/2031 REGS                                                                                              | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $242856.29     | 0.00%             | 2031-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS JERSEY BORROWER SPV LTD                                                                | VANTAGE DATA CENTERS JERSEY BORROWER SPV LTD 6.172% 05/28/2039 REGS                                                              | CUSIP: N/A<br>LEI: 213800S5S638C9IBQ379       | Long             | ABS-CBDO         | CORP              | JE        |      330000 | PA      | $455360.66     | 0.00%             | 2039-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2                                                               | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A                                                              | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1451726 | PA      | $1468142.35    | 0.00%             | 2029-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 6.95%/VAR 11/30/2054                                                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      375000 | PA      | $391811.25     | 0.00%             | 2054-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                                                                | SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A                                                                               | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2078393 | PA      | $2087661.67    | 0.00%             | 2027-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                                                         | JOHNSON and JOHNSON 4.8% 06/01/2029                                                                                              | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      243000 | PA      | $251578.94     | 0.00%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                                            | LPL HOLDINGS INC 5.7% 05/20/2027                                                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101663.18     | 0.00%             | 2027-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-4                                                                           | VERUS SECURITIZATION TRUST 2024-4 STEP 06/25/2069 144A                                                                           | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |      907703 | PA      | $918235.76     | 0.00%             | 2069-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP                                                              | BLUE RACER MS LLC / BR FIN CORP 7% 07/15/2029 144A                                                                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $250056.48     | 0.00%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 5.85% 05/17/2027                                                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1727858.26    | 0.00%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                                                         | CRH SMW FINANCE DAC 5.2% 05/21/2029                                                                                              | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     1165000 | PA      | $1207672.30    | 0.00%             | 2029-05-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                                         | NATWEST MARKETS PLC 5.41% 05/17/2029 144A                                                                                        | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     1750000 | PA      | $1822380.77    | 0.00%             | 2029-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TR 2024-1                                                                                         | BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A                                                                                    | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      839380 | PA      | $846870.60     | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                                                     | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                                                   | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      410000 | PA      | $411026.64     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2024-1                                                               | GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2024-1 6.25% 06/20/2057 144A                                                              | CUSIP: 38237BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2484863 | PA      | $2446550.88    | 0.01%             | 2057-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                                                                       | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028                                                                           | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1511451.75    | 0.00%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2024-A                                                            | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2024-A 5.66% 10/15/2072 144A                                                           | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      470290 | PA      | $484837.34     | 0.00%             | 2072-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 5.227% 11/17/2034                                                                                     | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      445000 | PA      | $465799.61     | 0.00%             | 2034-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 5.5% 06/01/2034                                                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6841359.16    | 0.02%             | 2034-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 4.97% 10/17/2029                                                                                      | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      275000 | PA      | $284804.17     | 0.00%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2 TR                                                                                           | GCAT 2024-NQM2 A1 TR 6.085% 06/25/2059 144A                                                                                      | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      791383 | PA      | $800343.94     | 0.00%             | 2059-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.625% 05/15/2044                                                                                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10900000 | PA      | $11023902.37   | 0.02%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAP CLO 7 LTD / ANCHORAGE CAP CLO 7 LLC                                                           | ANCHORAGE CAP CLO 7 LTD / ANCHORAGE CAP CLO 7 LLC BR3 TSFR3M+205 04/28/2037 144A                                                 | CUSIP: 03328TBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $701164.80     | 0.00%             | 2037-04-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO DAC                                                                                              | ARBOUR CLO DAC AR 3MEUR+133 05/15/2038 144A                                                                                      | CUSIP: N/A<br>LEI: 549300YXBWG4ECHKDX72       | Long             | ABS-CBDO         | CORP              | IE        |     1000000 | PA      | $1182174.25    | 0.00%             | 2038-05-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LTD                                                                                     | CITY FOOTBALL GROUP TERM B 1LN 7/18/2030                                                                                         | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |      360156 | PA      | $357793.25     | 0.00%             | 2030-07-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 16 LTD                                                                                         | GENERATE CLO 16 LTD B TSFR3M+185 07/20/2037 144A                                                                                 | CUSIP: 37149YAG4<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500877.00     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                                                     | HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A                                                                                     | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |       95000 | PA      | $98172.21      | 0.00%             | 2029-06-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#CB2276                                                                                                 | CUSIP: 3140QMQ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1699820 | PA      | $1489506.71    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                                            | CALIFORNIA RES CORP 8.25% 06/15/2029 144A                                                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      185000 | PA      | $194214.67     | 0.00%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 5.3% 06/01/2034                                                                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      240000 | PA      | $250752.75     | 0.00%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 5.65% 06/15/2054                                                                                             | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      139000 | PA      | $135726.47     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                                            | ENTERGY CORP NEW 7.125%/VAR 12/01/2054                                                                                           | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     1246000 | PA      | $1303571.43    | 0.00%             | 2054-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP INC                                                                                    | ALTA EQUIPMENT GROUP INC 9% 06/01/2029 144A                                                                                      | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $963092.26     | 0.00%             | 2029-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA MTG TR                                                                                       | DBSG 2024-ALTA A MTG TR VAR 06/10/2037 144A                                                                                      | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      121211 | PA      | $122966.67     | 0.00%             | 2037-06-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                                         | GRAY TELEVISION INC 10.5% 07/15/2029 144A                                                                                        | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      257000 | PA      | $275522.25     | 0.00%             | 2029-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BX 2024 VLT4                                                                                                | BX 2024 VLT4 E TSFR1M+288.94 07/15/2029 144A                                                                                     | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $217662.50     | 0.00%             | 2041-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2009-12                                                                                 | CITIGROUP MTG LN TR 2009-12 11.151088% 07/25/2037 144A                                                                           | CUSIP: 173097AK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      353306 | PA      | $152923.03     | 0.00%             | 2037-07-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 7 LTD                                                                                       | CROWN POINT CLO 7 LTD AR TSFR3M+123 10/20/2031 144A                                                                              | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       43121 | PA      | $43133.99      | 0.00%             | 2031-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                                                          | NORTHWESTERN MUTUAL GLOBAL FUNDING 5.16% 05/28/2031 144A                                                                         | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      280000 | PA      | $292128.41     | 0.00%             | 2031-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                                               | NSTAR ELEC CO 5.4% 06/01/2034                                                                                                    | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104578.01     | 0.00%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                               | AEP TEXAS INC 5.45% 05/15/2029                                                                                                   | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2606752.63    | 0.01%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                               | AEP TEXAS INC 5.7% 05/15/2034                                                                                                    | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1467079.37    | 0.00%             | 2034-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 5.625% 05/30/2037 144A                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1800000 | PA      | $2162951.88    | 0.00%             | 2037-05-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 7.125%/VAR PERP                                                                                                    | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     1540000 | PA      | $1591737.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                                               | BMP 2024-MF23 C TSFR1M+194.113 06/15/2041 144A                                                                                   | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1060000 | PA      | $1060993.75    | 0.00%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                                               | BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A                                                                            | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4040000 | PA      | $4041262.50    | 0.01%             | 2041-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                                               | BMP 2024-MF23 TSFR1M+174.142 06/15/2041 144A                                                                                     | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1590000 | PA      | $1590993.75    | 0.00%             | 2041-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO 2019                                                                                                  | AIMCO 2019 ARR TSFR3M+141 07/22/2037 144A                                                                                        | CUSIP: 00901AAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2821000 | PA      | $2824723.72    | 0.01%             | 2037-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                                         | US LBM TERM B 1LN 06/06/2031                                                                                                     | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      138942 | PA      | $114349.32     | 0.00%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CWALT TR 2006-J4                                                                                            | CWALT TR 2006-J4 6% 07/25/2036                                                                                                   | CUSIP: 23242WAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      223444 | PA      | $122304.75     | 0.00%             | 2036-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                                           | HEALTHPEAK PROPERTIES TERM DD 1LN 8/20/2027                                                                                      | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |      225641 | PA      | $222820.58     | 0.00%             | 2027-08-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                                           | HEALTHPEAK PROPERTIES TERM DD 1LN 2/22/2027                                                                                      | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |      225641 | PA      | $222820.58     | 0.00%             | 2027-02-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BX 2024 VLT4                                                                                                | BX 2024 VLT4 F TSFR1M+393.788 07/15/2029 144A                                                                                    | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      390000 | PA      | $389519.36     | 0.00%             | 2041-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                                          | RGA GLOBAL FUNDING 5.448% 05/24/2029 144A                                                                                        | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2076140.64    | 0.00%             | 2029-05-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                                    | SENSATA TECHNOLOGIES INC 6.625% 07/15/2032 144A                                                                                  | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      600000 | PA      | $628072.80     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM8 TRUST                                                                                         | OBX 2024-NQM8 A1 TRUST 6.233% 05/25/2064 144A                                                                                    | CUSIP: 67119CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1392041 | PA      | $1408675.31    | 0.00%             | 2064-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                          | ELM TRUST 2024-ELM E10 VAR 06/10/2027 144A                                                                                       | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      514000 | PA      | $515291.22     | 0.00%             | 2039-06-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+51.448 09/25/2049                                                                         | CUSIP: 3136B5P58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      567293 | PA      | $565122.54     | 0.00%             | 2049-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                          | ELM TRUST 2024-ELM VAR 06/10/2027 144A                                                                                           | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460000 | PA      | $462105.83     | 0.00%             | 2039-06-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.281% 05/30/2029 144A                                                                                                   | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2068880.42    | 0.00%             | 2029-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                          | ELM TRUST 2024-ELM VAR 06/10/2027 144A                                                                                           | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460000 | PA      | $461559.17     | 0.00%             | 2039-06-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.936%/VAR 05/30/2035 144A                                                                                               | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1305000 | PA      | $1377187.30    | 0.00%             | 2035-05-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 5.75% 02/15/2035                                                                                | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      145000 | PA      | $153708.98     | 0.00%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                                | UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A                                                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      350000 | PA      | $358192.10     | 0.00%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE MTG SECS INC MTG LN TR SER 2006-PR1                                                                | DEUTSCHE MTG SECS INC MTG6-PR1 CWA1 VAR 06/25/2035 144A                                                                          | CUSIP: 25157GCT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       60886 | PA      | $30318.24      | 0.00%             | 2035-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 02/01/2052#QD7596                                                                                                 | CUSIP: 3133B5NM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2342193 | PA      | $2058987.96    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                                           | CI FINL CORP 7.5% 05/30/2029 144A                                                                                                | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2135897.58    | 0.00%             | 2029-05-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2024-1 LLC                                                                           | SERVICE EXPERTS ISSUER 2024-1 LLC 6.39% 11/20/2035 144A                                                                          | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      137444 | PA      | $141206.03     | 0.00%             | 2035-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                          | ELM TRUST 2024-ELM VAR 06/10/2027 144A                                                                                           | CUSIP: 26860XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2185000 | PA      | $8534.61       | 0.00%             | 2039-06-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                          | ELM TRUST 2024-ELM VAR 06/10/2027 144A                                                                                           | CUSIP: 26860XAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2414000 | PA      | $1416.29       | 0.00%             | 2039-06-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MTG TR 2024-RPL2                                                                         | CHASE HOME LENDING MTG TR 2024-RPL2 A1A VAR 08/25/2064 144A                                                                      | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3393153 | PA      | $3061808.01    | 0.01%             | 2064-08-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                                               | BROOKFIELD 24-MF23 E TSFR1M+338.905 06/15/2041 144A                                                                              | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      124000 | PA      | $124155.00     | 0.00%             | 2041-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PRKCM 2024-HOME1 TR                                                                                         | PRKCM 2024-HOME1 TR VAR 05/25/2059 144A                                                                                          | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1818512 | PA      | $1844702.37    | 0.00%             | 2059-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COLT 2024-3 MTG LN TR                                                                                       | COLT 2024-3 MORTGAGE LOAN TRUST 6.393% 06/25/2069 144A                                                                           | CUSIP: 19688VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1392112 | PA      | $1410794.30    | 0.00%             | 2069-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                                          | CFMT 2024-HB13 LLC VAR 05/25/2034 144A                                                                                           | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1306365 | PA      | $1294401.64    | 0.00%             | 2034-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CMALT CITIMORTGAGE ALTERNATIVE LN TR SER 2007 A6                                                            | CMALT CITIMORTGAGE SER 2007 A6 1A21 5.5% 06/25/2037                                                                              | CUSIP: 18976GAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      125944 | PA      | $107083.83     | 0.00%             | 2037-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PGA TR 2024-RSR2                                                                                            | PGA NATIONAL RESORT COMMERCIAL MORTGAGE TRUST 24-RSR2 A TSFR1M+189.09 06/15/2026 144A                                            | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $119887.50     | 0.00%             | 2039-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REDEXIS GAS SA                                                                                              | REDEXIS GAS SA 4.375% 05/30/2031 REGS                                                                                            | CUSIP: N/A<br>LEI: 95980020140005441198       | Long             | DBT              | CORP              | ES        |      800000 | PA      | $980564.39     | 0.00%             | 2031-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MILTONIA MORTGAGE FINANCE SRL                                                                               | MILTONIA MORTGAGE FINANCE SRL STEP 04/28/2062 REGS                                                                               | CUSIP: N/A<br>LEI: 815600BC278905BA4594       | Long             | ABS-CBDO         | CORP              | IT        |      100000 | PA      | $118390.26     | 0.00%             | 2062-04-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                                          | PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A                                                                                        | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2815010 | PA      | $2757703.44    | 0.01%             | 2054-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.15% 06/15/2029                                                                                           | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1067237.66    | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A                                                                                     | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8343388 | PA      | $8437306.51    | 0.02%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A                                                                                     | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5227825 | PA      | $5355468.10    | 0.01%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A                                                                                     | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4349938 | PA      | $4505493.00    | 0.01%             | 2054-07-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#FS3201                                                                                                   | CUSIP: 3140XJRX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3056564 | PA      | $2567374.96    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2024-HE2                                                                                  | J P MORGAN MTG TR 2024-HE2 SOFR30A+120 10/25/2054 144A                                                                           | CUSIP: 46593HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      416285 | PA      | $416709.80     | 0.00%             | 2054-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NATL MTG AS GTD RE PTT SOFR30A+78 12/25/2047                                                                             | CUSIP: 3136BR5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1653738 | PA      | $1661624.66    | 0.00%             | 2047-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TR 2007-1                                                                                | BEAR STEARNS ALT-A TR 2007-1 21A1 CSTR 01/25/2047                                                                                | CUSIP: 07386XAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      179148 | PA      | $85921.87      | 0.00%             | 2047-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                                                        | BANK OF MONTREAL QUE 5.511% 06/04/2031                                                                                           | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $264956.14     | 0.00%             | 2031-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                                                | ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A                                                                               | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      246505 | PA      | $248100.47     | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL / GENPACT USA INC                                                                   | GENPACT LUXEMBOURG SARL / GENPACT USA INC 6% 06/04/2029                                                                          | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2875000 | PA      | $2985207.81    | 0.01%             | 2029-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                                          | CNO GLOBAL FUNDING 5.875% 06/04/2027 144A                                                                                        | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      450000 | PA      | $458765.37     | 0.00%             | 2027-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXI LTD                                                                               | MADISON PARK FUNDING XXXI LTD B1R TSFR3M+180 07/23/2037 144A                                                                     | CUSIP: 55819DBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $601371.60     | 0.00%             | 2037-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE 2024-2 LLC                                                                                    | PALMER SQUARE 2024-2 LLC B TSFR3M+165 07/20/2037 144A                                                                            | CUSIP: 69703LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250742.25     | 0.00%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE AMERICA LLC                                                                                  | SOLVAY FINANCE AMERICA LLC 5.65% 06/04/2029 144A                                                                                 | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2077443.02    | 0.00%             | 2029-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NATL MTG AS GTD RE PTT SOFR30A+80 01/25/2051                                                                             | CUSIP: 3136BR4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      665501 | PA      | $669263.03     | 0.00%             | 2051-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 03/15/2050                                                                               | CUSIP: 3137HCXU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1858661 | PA      | $1854752.74    | 0.00%             | 2050-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HLTN COML MTG TR 2024-DPLO                                                                                  | HLTN COML MTG TR 2024-DPLO TSFR1M+164.15 06/15/2041 144A                                                                         | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1601000 | PA      | $1601494.71    | 0.00%             | 2041-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX NAV DIST DOCK and WHARF FAC REV                                                            | PORT BEAUMONT T 10% 7/1/2026                                                                                                     | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      325000 | PA      | $325706.42     | 0.00%             | 2026-07-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+90 12/15/2050                                                                             | CUSIP: 3137HCY22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1596668 | PA      | $1596741.21    | 0.00%             | 2050-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-1 LTD                                                                                     | CIFC FUNDING 2021-1 LTD BR TSFR3M+175 07/25/2037 144A                                                                            | CUSIP: 12563EAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250574.25     | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                                                             | BX TR 2021-ACNT TSFR1M+149.14 07/15/2029 144A                                                                                    | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      899000 | PA      | $896752.50     | 0.00%             | 2041-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2024-PALM                                                                                                | BX 2024-PALM TSFR1M+154.1 06/15/2037 144A                                                                                        | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      605769 | PA      | $605769.17     | 0.00%             | 2037-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 10/01/2049#SI2041                                                                                                   | CUSIP: 3133USHS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5471622 | PA      | $5014444.25    | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 5.3% 06/01/2034                                                                                    | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104699.95     | 0.00%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 5.5% 03/15/2055                                                                                   | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      885000 | PA      | $883888.34     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XXIII LTD                                                                            | ATLAS SENIOR LOAN FUND XXIII LTD B TSFR3M+200 07/20/2037 144A                                                                    | CUSIP: 04942HAE5<br>LEI: 213800M7WM9TKCR3TF76 | Long             | ABS-CBDO         | CORP              | JE        |    14000000 | PA      | $14071904.00   | 0.03%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                                                 | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7% 06/15/2032 144A                                                                   | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      230000 | PA      | $241431.69     | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX 2024-PALM                                                                                                | BX 2024-PALM D TSFR1M+264 06/15/2037 144A                                                                                        | CUSIP: 05612UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2116437 | PA      | $2113695.75    | 0.00%             | 2037-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 3.75% 01/15/2031                                                                                          | CUSIP: 718172DL0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2921389.06    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS XI LTD                                                                                  | OHA CREDIT PARTNERS XI LTD A1R2 TSFR3M+146 04/20/2037 144A                                                                       | CUSIP: 67109FAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $751320.00     | 0.00%             | 2037-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                                                  | ALLIANT ENERGY FINANCE LLC 5.4% 06/06/2027 144A                                                                                  | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2177894.25    | 0.00%             | 2027-06-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                                           | HYATT HOTELS CORP 5.25% 06/30/2029                                                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1962984.34    | 0.00%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                                                    | NEW YORK LIFE GLOBAL FDG 5% 06/06/2029 144A                                                                                      | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3616901.93    | 0.01%             | 2029-06-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2024-CES3                                                                                    | TOWD POINT MORTGAGE TRUST 2024-CES3 6.29% 05/25/2064 144A                                                                        | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1203794 | PA      | $1217623.92    | 0.00%             | 2064-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                                           | HERC HOLDINGS INC 6.625% 06/15/2029 144A                                                                                         | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154874.70     | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 5 LTD / 1988 CLO 5 LLC                                                                             | 1988 CLO 5 LTD / 1988 CLO 5 LLC A1 TSFR3M+154 07/15/2037 144A                                                                    | CUSIP: 68252PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250687.25     | 0.00%             | 2037-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 11/01/2035#QN4142                                                                                                 | CUSIP: 3133GAS72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59967 | PA      | $54985.40      | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 05/01/2036#BR1069                                                                                                 | CUSIP: 3140KYFK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50163 | PA      | $45808.06      | 0.00%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 06/01/2036#BR2059                                                                                                 | CUSIP: 3140L0JD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51828 | PA      | $47328.22      | 0.00%             | 2036-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 03/01/2036#BR4700                                                                                                 | CUSIP: 3140L3GJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46697 | PA      | $42715.45      | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 11/01/2035#FM4368                                                                                                 | CUSIP: 3140X72A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29004 | PA      | $26595.01      | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 04/01/2036#FM6100                                                                                                 | CUSIP: 3140X9X67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48285 | PA      | $44093.01      | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 03/01/2036#FM6804                                                                                                 | CUSIP: 3140XAR20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13462 | PA      | $12293.62      | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MTG TR 2022-2                                                                                | SG RESIDENTIAL MTG TR 2022-2 VAR 08/25/2062 144A                                                                                 | CUSIP: 78434KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      485000 | PA      | $483062.67     | 0.00%             | 2062-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 B1 3.172% 02/25/2049 144A                                                              | CUSIP: 10569TAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      491388 | PA      | $437583.91     | 0.00%             | 2049-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                          | ROYALTY PHARMA PLC 5.4% 09/02/2034                                                                                               | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $103487.00     | 0.00%             | 2034-09-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                                      | PUGET SOUND ENERGY INC 5.685% 06/15/2054                                                                                         | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      931000 | PA      | $940836.37     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNRUN ARTEMIS ISSUER 2024-2 LLC                                                                            | SUNRUN ARTEMIS ISSUER 2024-2 LLC 6.25% 07/30/2059 144A                                                                           | CUSIP: 86771BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4857618 | PA      | $4926682.40    | 0.01%             | 2059-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                                                  | MASTEC INC 5.9% 06/15/2029                                                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      610000 | PA      | $640249.91     | 0.00%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                                        | DUKE ENERGY CORP NEW 5.8% 06/15/2054                                                                                             | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      912000 | PA      | $904301.79     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC                                         | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                                           | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $73715.78      | 0.00%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD                                                                 | AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A                                                               | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3409073 | PA      | $3512851.16    | 0.01%             | 2049-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                                                           | RESTAURANT BRANDS TERM B6 1LN 9/20/2030                                                                                          | CUSIP: N/A<br>LEI: 549300RHSHNRWI5LLA86       | Long             | LON              | CORP              | CA        |      219611 | PA      | $219244.34     | 0.00%             | 2030-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 6.75%/VAR 06/15/2054                                                                                | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      371000 | PA      | $394711.30     | 0.00%             | 2054-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| F and G GLOBAL FUNDING                                                                                      | F and G GLOBAL FUNDING 5.875% 06/10/2027 144A                                                                                    | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3046685.82    | 0.01%             | 2027-06-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 4 LTD                                                                                       | BIRCH GROVE CLO 4 LTD A1R TSFR3M+148 07/15/2037 144A                                                                             | CUSIP: 09077CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      240000 | PA      | $240463.68     | 0.00%             | 2037-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                                                  | PINNACLE WEST CAPITAL CORP FRN SOFR+82 06/10/2026                                                                                | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4104513.03    | 0.01%             | 2026-06-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                                              | PROTECTIVE LIFE GLOBAL FUNDING 5.215% 06/12/2029 144A                                                                            | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3096898.50    | 0.01%             | 2029-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                                                        | HOWARD MIDSTREAM ENERGY PARTNERS LLC 7.375% 07/15/2032 144A                                                                      | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      405000 | PA      | $427402.58     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MTG TR                                                                                         | MCR 2024-TWA MTG TR 8.725% 06/12/2039 144A                                                                                       | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       78000 | PA      | $78888.25      | 0.00%             | 2039-06-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                                                        | WRANGLER HOLDCO CORP 6.625% 04/01/2032 144A                                                                                      | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      880000 | PA      | $916705.68     | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.25% 07/01/2029                                                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $5028986.68    | 0.01%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.6% 09/01/2034                                                                                               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      115000 | PA      | $120152.71     | 0.00%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.05% 09/01/2054                                                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      131000 | PA      | $128097.31     | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MTG TR                                                                                       | COMM 2024-WCL1 MTG TR TSFR1M+259 07/15/2034 144A                                                                                 | CUSIP: 20047DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      237000 | PA      | $237221.10     | 0.00%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MTG TR                                                                                       | COMM 2024-WCL1 MTG TR TSFR1M+184.1 07/15/2034 144A                                                                               | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $400123.92     | 0.00%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MTG TR                                                                                         | MCR 2024-TWA MTG TR 0.92% 06/12/2039 144A                                                                                        | CUSIP: 582923AV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      783000 | PA      | $5262.62       | 0.00%             | 2039-06-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                                        | 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A                                                                            | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      280000 | PA      | $287969.64     | 0.00%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 06/15/2027                                                                                                      | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3477000 | PA      | $3526981.88    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MTG TR                                                                                         | MCR 2024-TWA MTG TR 5.924% 06/12/2039 144A                                                                                       | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $172077.52     | 0.00%             | 2039-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO III LTD                                                                                         | ELMWOOD CLO III LTD ERR TSFR3M+595 07/18/2037 144A                                                                               | CUSIP: 29002JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $384221.20     | 0.00%             | 2037-07-18      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO III LTD                                                                                         | ELMWOOD CLO III LTD A1RR TSFR3M+138 07/18/2037 144A                                                                              | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12000000 | PA      | $12026580.00   | 0.03%             | 2037-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 08/01/2052#SD1939                                                                                                 | CUSIP: 3132DPEL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11334196 | PA      | $11264085.96   | 0.03%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 11/01/2053#RJ0190                                                                                                   | CUSIP: 3142GQF80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1161309 | PA      | $1196572.17    | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISS FT BS MTG ACC CRP                                                                              | CREDIT SUISS FT BS MTG ACC CRP 6.5% 12/25/2035                                                                                   | CUSIP: 2254W0NE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      189176 | PA      | $79696.10      | 0.00%             | 2035-12-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2054#CB8715                                                                                                   | CUSIP: 3140QUVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      648660 | PA      | $665853.30     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                                 | MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A                                                                                | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2053015 | PA      | $2064537.69    | 0.00%             | 2037-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2053#QH3307                                                                                                 | CUSIP: 3133CFU80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      607900 | PA      | $618985.66     | 0.00%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MTG TR                                                                                         | MCR 2024-TWA MTG TR 7.402% 06/12/2039 144A                                                                                       | CUSIP: 582923AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $242681.21     | 0.00%             | 2039-06-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS MLP                                                                                        | BUCKEYE PARTNERS MLP 6.875% 07/01/2029 144A                                                                                      | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      220000 | PA      | $228255.94     | 0.00%             | 2029-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC / VALOR CO-ISSUER INC                                                                        | VFH PARENT LLC / VALOR CO-ISSUER INC 7.5% 06/15/2031 144A                                                                        | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $286225.50     | 0.00%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2054#CB8711                                                                                                   | CUSIP: 3140QUVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3700082 | PA      | $3810987.79    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 06/01/2054#CB8729                                                                                                 | CUSIP: 3140QUVX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1345401 | PA      | $1404029.73    | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITYCON OYJ                                                                                                 | CITYCON OYJ 7.875%/VAR PERP REGS                                                                                                 | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | EP               | CORP              | FI        |      320000 | PA      | $330123.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 4.75% 06/17/2044 REGS                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1460447.51    | 0.00%             | 2044-06-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                                                                               | TAKE-TWO INTERACTV SOFTWR INC 5.6% 06/12/2034                                                                                    | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      836000 | PA      | $871134.01     | 0.00%             | 2034-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP 2018-1 LTD                                                                             | TOORAK MORTGAGE CORP 2018-1 LTD 3.287% 07/25/2056 144A                                                                           | CUSIP: 89688WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $86682.12      | 0.00%             | 2056-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2024-5                                                                              | VERUS SECURITIZATION TRUST 2024-5 6.192% 06/25/2069 144A                                                                         | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-CBDO         | CORP              | US        |     2321555 | PA      | $2350848.53    | 0.01%             | 2069-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                                                                               | TAKE-TWO INTERACTV SOFTWR INC 5.4% 06/12/2029                                                                                    | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      209000 | PA      | $216626.19     | 0.00%             | 2029-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOLIANT LOWER INTERMEDIATE LLC                                                                              | SOLIANT TERM 1LN 07/18/2031                                                                                                      | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      409894 | PA      | $299222.95     | 0.00%             | 2031-07-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 07/01/2052#SD5368                                                                                                 | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2957793 | PA      | $2564105.02    | 0.01%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROJECT INFINITY                                                                                            | PROJECT INFINITY 12.85% 09/13/2027                                                                                               | CUSIP: 211926AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      488206 | PA      | $487620.15     | 0.00%             | 2027-09-13      | Fixed         | 0.13%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2054#MA5419                                                                                                   | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1824357 | PA      | $1835015.49    | 0.00%             | 2054-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JW COMMERCIAL MORTGAGE TRUST 2024-MRCO                                                                      | JW COMMERCIAL MORTGAGE TRUST 2024-MRCO TSFR1M+318.889 06/15/2039 144A                                                            | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      307000 | PA      | $307191.81     | 0.00%             | 2039-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JW COMMERCIAL MORTGAGE TRUST 2024-MRCO                                                                      | JW COMMERCIAL MORTGAGE TRUST 2024-MRCO TSFR1M+162.115 06/15/2039 144A                                                            | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1338000 | PA      | $1340518.38    | 0.00%             | 2039-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO VII DAC                                                                                    | INVESCO EURO CLO VII DAC A 3MEUR+99 01/15/2035 144A                                                                              | CUSIP: N/A<br>LEI: 549300XOAYC161SHT264       | Long             | ABS-CBDO         | CORP              | IE        |     1934000 | PA      | $2277718.89    | 0.01%             | 2035-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI A CSTR 07/15/2035 144A                                                           | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137000 | PA      | $138152.64     | 0.00%             | 2035-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB14 LLC                                                                                          | CFMT LLC 2024-HB14 M3 3% 06/25/2034 144A                                                                                         | CUSIP: 12530XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      104000 | PA      | $100486.84     | 0.00%             | 2034-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP 12/15/56 S                                                                                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      300000 | NC      | $-3524.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 04/01/2054#SD5459                                                                                                 | CUSIP: 3132DTB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1425768 | PA      | $1454420.29    | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.6% 06/18/2031                                                                                         | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      167000 | PA      | $175471.49     | 0.00%             | 2031-06-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                                       | WILLIAMS SCOTSMAN INC 6.625% 06/15/2029 144A                                                                                     | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      800000 | PA      | $826357.60     | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 2% 05/25/2045                                                                                         | CUSIP: 3136BBQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      991870 | PA      | $948294.92     | 0.00%             | 2045-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                                                                        | GCAT 2021-NQM3 B1 TRUST 3.471% 05/25/2066 144A                                                                                   | CUSIP: 36167HAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $78672.47      | 0.00%             | 2066-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                                                      | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.78% 09/15/2027                                                                          | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       71646 | PA      | $71726.64      | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                                                      | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.4% 11/15/2028                                                                           | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $705673.01     | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                                                                       | HPEFS EQUIP TR 2024-2 5.36% 10/20/2031 144A                                                                                      | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1143235 | PA      | $1149433.81    | 0.00%             | 2031-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                                  | PENSKE TRUCK LEASING CO LP /CORP 5.25% 07/01/2029 144A                                                                           | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $361234.82     | 0.00%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISIO 2022-1 TRUST                                                                                          | VISIO 2022-1 TRUST 6.17204% 08/25/2057 144A                                                                                      | CUSIP: 92838CAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $199706.36     | 0.00%             | 2057-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD                                                                   | NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD AR2 TSFR3M+140 07/18/2038 144A                                                         | CUSIP: 64131JAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4828000 | PA      | $4833557.03    | 0.01%             | 2038-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     2400000 | NC      | $-28194.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                                                        | PROLOGIS INTL FDG II SA 4.375% 07/01/2036 REGS                                                                                   | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $246928.70     | 0.00%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                              | HOME DEPOT INC 4.95% 06/25/2034                                                                                                  | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      750000 | PA      | $775172.18     | 0.00%             | 2034-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM9 TR                                                                                            | OBX 2024-NQM9 A1 TRUST VAR 01/25/2064 144A                                                                                       | CUSIP: 67119DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2720280 | PA      | $2749917.38    | 0.01%             | 2064-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                                                      | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1 B2 SOFR30A+ 05/20/2032 144A                                               | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      138210 | PA      | $138618.01     | 0.00%             | 2032-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 5.2% 07/01/2029                                                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     3060000 | PA      | $3168673.05    | 0.01%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                                             | SEALED AIR CORP 6.5% 07/15/2032 144A                                                                                             | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      260000 | PA      | $267781.54     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                              | AIR LEASE CORP 5.3% 06/25/2026                                                                                                   | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3010556.46    | 0.01%             | 2026-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LIMITED                                                                                  | MGM CHINA HOLDINGS LIMITED 7.125% 06/26/2031 REGS                                                                                | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |      450000 | PA      | $475962.75     | 0.00%             | 2031-06-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                                             | MASTERBRAND INC 7% 07/15/2032 144A                                                                                               | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      320000 | PA      | $322058.56     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                                    | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.125% 09/25/2027 144A                                                                  | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     7852000 | PA      | $7987266.48    | 0.02%             | 2027-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                                    | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+96 09/25/2027 144A                                                             | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3012269.10    | 0.01%             | 2027-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                                                 | CENTERPOINT ENERGY RES CORP 5.4% 07/01/2034                                                                                      | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |       34000 | PA      | $35487.80      | 0.00%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                                                                     | JAZZ PHARMACEUTICALS TERM B2 1LN 05/05/2028                                                                                      | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |      223094 | PA      | $223683.42     | 0.00%             | 2028-05-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                                                       | REPUBLIC SERVICES INC 5% 11/15/2029                                                                                              | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103679.82     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      600000 | NC      | $-7048.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTINUUM GREEN ENERGY INDIA PVT / CO-ISSUERS                                                               | CONTINUUM GREEN ENERGY INDIA PVT / CO-ISSUERS 7.5% 06/26/2033 REGS                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |      846675 | PA      | $884775.38     | 0.00%             | 2033-06-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER FRN SOFR+104 06/24/2027 144A                                                                                    | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3321582.00    | 0.01%             | 2027-06-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                 | NUTRIEN LTD 5.2% 06/21/2027                                                                                                      | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     5775000 | PA      | $5865149.08    | 0.01%             | 2027-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-VI LTD                                                                                    | CIFC FUNDING 2019-VI LTD A1R TSFR3M+145 07/16/2037 144A                                                                          | CUSIP: 12555XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      310000 | PA      | $310190.65     | 0.00%             | 2037-07-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO VI LTD                                                                                          | ELMWOOD CLO VI LTD ARR TSFR3M+138 07/18/2037 144A                                                                                | CUSIP: 29001VAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250278.00     | 0.00%             | 2037-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 2 LTD / AGL CORE 2 LLC                                                                         | AGL CORE CLO 2 LTD / AGL CORE 2 LLC A1R TSFR3M+146 07/20/2037 144A                                                               | CUSIP: 001200AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250635.75     | 0.00%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                                                          | BROOKFIELD FIN INC 5.675% 01/15/2035                                                                                             | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $103310.82     | 0.00%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-11 LTD                                                                                  | CARLYLE US CLO 2021-11 LTD A1R TSFR3M+141 07/25/2037 144A                                                                        | CUSIP: 143122AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5360000 | PA      | $5366319.44    | 0.01%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV 5.5% 06/26/2034 144A                                                                                        | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      660000 | PA      | $688549.54     | 0.00%             | 2034-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV 5.125% 06/26/2029 144A                                                                                      | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     7130000 | PA      | $7345552.52    | 0.02%             | 2029-06-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H4 MORTGAGE TRUST                                                                                | CROSS 2024-H4 A1 MORTGAGE TRUST VAR 07/25/2069 144A                                                                              | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1535286 | PA      | $1553968.04    | 0.00%             | 2069-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO, LIMIT                                                                              | BAIN CAPITAL CREDIT CLO, LIMIT A1 TSFR3M+152 07/15/2037 144A                                                                     | CUSIP: 056921AA7<br>LEI: 254900KJZFJF5PZOFD13 | Long             | ABS-CBDO         | CORP              | KY        |      380000 | PA      | $380741.38     | 0.00%             | 2037-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 30 LTD / ELMWOOD CLO 30 LLC                                                                     | ELMWOOD CLO 30 LTD / ELMWOOD CLO 30 LLC A TSFR3M+143 07/17/2037 144A                                                             | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250601.00     | 0.00%             | 2037-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMD2 RE-REMIC TR 2019-FRR1                                                                                  | BMD2 RE-REMIC TR 2019-FRR1 0% 05/25/2052 144A                                                                                    | CUSIP: 055631BY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3122298.00    | 0.01%             | 2052-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 3 LP                                                                                  | PK ALIFT LOAN FUNDING 3 LP 5.842% 09/15/2039 144A                                                                                | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      762375 | PA      | $782424.82     | 0.00%             | 2039-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                                  | AVIATION CAPITAL GROUP LLC 5.375% 07/15/2029 144A                                                                                | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3925323.58    | 0.01%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                                                                 | OCP CLO LTD AR2 TSFR3M+140 07/20/2037 144A                                                                                       | CUSIP: 67113LAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250743.50     | 0.00%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XVIII LLC                                                                                      | OWL ROCK CLO XVIII LLC A TSFR3M+170 07/24/2036 144A                                                                              | CUSIP: 69122HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250563.75     | 0.00%             | 2036-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                                                                           | DARKTRACE TERM 1LN 10/09/2031                                                                                                    | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      235105 | PA      | $222762.10     | 0.00%             | 2031-10-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 06/30/2031                                                                                                       | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7542400 | PA      | $7791947.39    | 0.02%             | 2031-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      300000 | NC      | $-3524.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC AMER FDG 2007-1 TR                                                                                     | BANC AMER FDG 2007-1 1A6 TR 5.75% 01/25/2037                                                                                     | CUSIP: 05951FBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         901 | PA      | $785.55        | 0.00%             | 2037-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGATTA XXVII FUNDING LTD                                                                                   | REGATTA XXVII FUNDING LTD A1 TSFR3M+153 04/26/2037 144A                                                                          | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250485.00     | 0.00%             | 2037-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTG PASSTHRU TR                                                                               | FIRST HORIZON MTG PASSTHRU TR 2005-AA12 2A1 CSTR 02/25/2036                                                                      | CUSIP: 32051GQ81<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         838 | PA      | $508.41        | 0.00%             | 2036-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CR FDG 17 LLC                                                                                           | OHA CR FDG 17 LLC A TSFR3M+148 04/20/2037 144A                                                                                   | CUSIP: 67109SAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      250000 | PA      | $250059.50     | 0.00%             | 2037-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWDAY FDG MASTER ISSUER PLC                                                                                | NEWDAY FDG MASTER ISSUER PLC SONIO+265 07/15/2032 REGS                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $136675.97     | 0.00%             | 2032-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      900000 | NC      | $-10572.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO 2024-1 LTD                                                                             | VERDELITE STATIC CLO 2024-1 LTD A TSFR3M+113 07/20/2032 144A                                                                     | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     2856055 | PA      | $2855955.37    | 0.01%             | 2032-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.81% 06/01/2031#BZ1178                                                                                                | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      261000 | PA      | $273723.54     | 0.00%             | 2031-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                                                                    | NORTHRIVER MIDSTREAM FIN 6.75% 07/15/2032 144A                                                                                   | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      270000 | PA      | $277638.57     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                                 | IMPERIAL BRANDS FINANCE PLC 5.875% 07/01/2034 144A                                                                               | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $2540133.05    | 0.01%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC                                                                       | DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC A1R2 TSFR3M+138 07/15/2037 144A                                                            | CUSIP: 26246BAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5727000 | PA      | $5732824.36    | 0.01%             | 2037-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2051#FS4922                                                                                                   | CUSIP: 3140XLPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5688759 | PA      | $5231215.76    | 0.01%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                                                                           | PICARD GROUPE SAS 6.375% 07/01/2029 REGS                                                                                         | CUSIP: N/A<br>LEI: 969500C0PA29TV19CT55       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $122983.95     | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                                              | RCI BANQUE S A 5.5%/VAR 10/09/2034 REGS                                                                                          | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $499841.29     | 0.00%             | 2034-10-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRMI SECURITIZATION TR 2024-CMG1                                                                            | PRMI SECURITIZATION TR 2024-CMG1 SOFR30A+130 07/25/2054 144A                                                                     | CUSIP: 74275VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1366595 | PA      | $1362674.75    | 0.00%             | 2054-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 5.45% 06/15/2029                                                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1541757.84    | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                                            | VODAFONE GROUP PLC 5.75% 06/28/2054                                                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      119000 | PA      | $117384.72     | 0.00%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2047#CA0257                                                                                                 | CUSIP: 3140Q7JB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      115326 | PA      | $111018.90     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2047#CA0526                                                                                                 | CUSIP: 3140Q7SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      174964 | PA      | $168429.40     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2048#CA0990                                                                                                 | CUSIP: 3140Q8C45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      191340 | PA      | $184073.91     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXV DAC                                                                                         | HARVEST CLO XXV DAC AR 3MEUR+95 10/21/2034 144A                                                                                  | CUSIP: N/A<br>LEI: 6354001WPDJHCROVSI55       | Long             | ABS-CBDO         | CORP              | IE        |     3500000 | PA      | $4129417.27    | 0.01%             | 2034-10-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2047#ZM4961                                                                                                 | CUSIP: 3131XYQN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39667 | PA      | $38161.00      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2047#ZM5206                                                                                                 | CUSIP: 3131XYYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9512 | PA      | $9151.02       | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2047#ZM4388                                                                                                 | CUSIP: 3131XX2V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6363 | PA      | $6125.67       | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2047#ZM3810                                                                                                 | CUSIP: 3131XXGT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11613 | PA      | $11179.53      | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2047#ZA4942                                                                                                 | CUSIP: 31329NP36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      150583 | PA      | $144958.13     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2047#ZM4038                                                                                                 | CUSIP: 3131XXPX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17795 | PA      | $17130.80      | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2047#ZA4926                                                                                                 | CUSIP: 31329NPK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       96916 | PA      | $93296.55      | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2047#ZM4140                                                                                                 | CUSIP: 3131XXS51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5454 | PA      | $5250.47       | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 5.136% 07/02/2031 144A                                                                                          | CUSIP: 62954WAN5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $259723.40     | 0.00%             | 2031-07-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV2 TRUST                                                                                         | TRK 2021-INV2 B1 TRUST 4.104% 11/25/2056 144A                                                                                    | CUSIP: 87267TAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      148000 | PA      | $128937.53     | 0.00%             | 2056-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3                                                          | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3 A1A 3.25% 09/25/2064 144A                                                     | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1842534 | PA      | $1677179.13    | 0.00%             | 2064-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHA LOAN FUNDING 2016-1 LTD                                                                                 | OHA LOAN FUNDING 2016-1 LTD A1R2 TSFR3M+146 07/20/2037 144A                                                                      | CUSIP: 67110UAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250736.50     | 0.00%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                                            | ESSENT GROUP LTD 6.25% 07/01/2029                                                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |     3000000 | PA      | $3156946.02    | 0.01%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST 2024-IND                                                                     | ARES COMMERCIAL MORTGAGE TRUST 2024-IND A TSFR1M+169.163 07/15/2041 144A                                                         | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430000 | PA      | $430398.22     | 0.00%             | 2041-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 06/20/2054#MA9726                                                                                                     | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      366202 | PA      | $374951.88     | 0.00%             | 2054-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2054#MA5389                                                                                                   | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      334490 | PA      | $343601.32     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                                | TAKEDA PHARMACEUTICAL CO LTD 5.65% 07/05/2044                                                                                    | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      292000 | PA      | $298494.88     | 0.00%             | 2044-07-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                                  | MIZUHO FINL GROUP INC 5.382%/VAR 07/10/2030                                                                                      | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     3232000 | PA      | $3361136.69    | 0.01%             | 2030-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                         | NOMURA HOLDINGS INC FRN SOFR+125 07/02/2027                                                                                      | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     3000000 | PA      | $3024159.93    | 0.01%             | 2027-07-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2063#BF0733                                                                                                   | CUSIP: 3140FXY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2466329 | PA      | $2188578.87    | 0.00%             | 2063-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                                                  | MONDELEZ INTL INC 4.625% 07/03/2031                                                                                              | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3145059.64    | 0.01%             | 2031-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD                                                                 | AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A                                                               | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3064264 | PA      | $3157545.50    | 0.01%             | 2049-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2052#CB4121                                                                                                   | CUSIP: 3140QPSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      719313 | PA      | $699552.16     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM2 TR                                                                                           | PRPM 2024-NQM2 A1 TR VAR 06/25/2069 144A                                                                                         | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1993553 | PA      | $2025046.18    | 0.00%             | 2069-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#SD5202                                                                                                   | CUSIP: 3132DSX72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6018809 | PA      | $5853464.18    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                                              | BFLD 2024-WRHS A TSFR1M+149.21 08/15/2026 144A                                                                                   | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      834297 | PA      | $834558.05     | 0.00%             | 2039-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                                             | CANO HEALTH LLC WT                                                                                                               | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |         279 | NS      | $387.81        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4                                                                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4 B2 CSTR 09/25/2067 144A                                                                | CUSIP: 268432AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      111000 | PA      | $108366.17     | 0.00%             | 2067-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                                                                  | BFLD TRUST 2024-VICT A TSFR1M+189 07/15/2041 144A                                                                                | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2906000 | PA      | $2909645.87    | 0.01%             | 2041-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC 6.2153% 07/15/2043 144A                                                          | CUSIP: 95004AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      415000 | PA      | $427787.85     | 0.00%             | 2043-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC VAR 07/15/2043 144A                                                              | CUSIP: 95004AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3278000 | PA      | $27257.55      | 0.00%             | 2043-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC 6.4319% 07/15/2043 144A                                                          | CUSIP: 95004AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      264000 | PA      | $271115.49     | 0.00%             | 2043-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC 7.0816% 07/15/2043 144A                                                          | CUSIP: 95004AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $113659.62     | 0.00%             | 2043-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2054#CB8850                                                                                                   | CUSIP: 3140QUZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3781638 | PA      | $3953780.93    | 0.01%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 07/01/2054#CB8867                                                                                                 | CUSIP: 3140QUZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6431639 | PA      | $6807381.54    | 0.02%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                                                | FIBERCOP SPA 6.375% 11/15/2033 144A                                                                                              | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      275000 | PA      | $279031.50     | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONNI COMMERICAL MORTGAGE TRUST 2024-APT                                                                     | ONNI COMMERICAL MORTGAGE TRUST 2024-APT VAR 07/15/2039 144A                                                                      | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $102247.33     | 0.00%             | 2039-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.316% 07/09/2029                                                                                   | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     6100000 | PA      | $6345146.19    | 0.01%             | 2029-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.424% 07/09/2031                                                                                   | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1882000 | PA      | $1984963.47    | 0.00%             | 2031-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK III LTD                                                                                      | SANDSTONE PEAK III LTD A1 TSFR3M+163 04/25/2037 144A                                                                             | CUSIP: 799928AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2001128.00    | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LCM 31 LTD                                                                                                  | LCM 31 LTD AR TSFR3M+128 07/20/2034 144A                                                                                         | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4502754.00    | 0.01%             | 2034-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2054#CB8821                                                                                                   | CUSIP: 3140QUYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4206495 | PA      | $4371687.00    | 0.01%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                                                                             | AMBER FINCO PLC 6.625% 07/15/2029 REGS                                                                                           | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      135000 | PA      | $166501.86     | 0.00%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 4 LTD / GENERATE CLO 4 LLC                                                                     | GENERATE CLO 4 LTD / GENERATE CLO 4 LLC ARR TSFR3M+143 07/20/2037 144A                                                           | CUSIP: 37148BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $751651.50     | 0.00%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 07/01/2054#CB8875                                                                                                 | CUSIP: 3140QU2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1584566 | PA      | $1651884.12    | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIXTH STR CLO IX LTD/LLC                                                                                    | SIXTH STR CLO IX LTD/LLC AR TSFR3M+138 07/21/2037 144A                                                                           | CUSIP: 83012CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250284.50     | 0.00%             | 2037-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2054#CB8689                                                                                                 | CUSIP: 3140QUUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3284669 | PA      | $3365047.16    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2054#CB8857                                                                                                   | CUSIP: 3140QUZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1901914 | PA      | $1958327.50    | 0.00%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.375% 07/15/2027                                                                                                      | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45460000 | PA      | $46017730.56   | 0.10%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                                               | CALI 2024-SUN TSFR1M+189.107 07/15/2041 144A                                                                                     | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $320100.00     | 0.00%             | 2041-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EDENBROOK MORTGAGE FUNDING PLC                                                                              | EDENBROOK MORTGAGE FUNDING PLC STEP 03/22/2057 REGS                                                                              | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-CBDO         | CORP              | GB        |       99231 | PA      | $135721.75     | 0.00%             | 2057-03-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.365%/VAR 07/15/2028                                                                                         | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     4000000 | PA      | $4070965.64    | 0.01%             | 2028-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.439% 07/15/2031                                                                                             | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     3800000 | PA      | $4019364.23    | 0.01%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 5.05% 07/12/2029                                                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     6747000 | PA      | $6981023.27    | 0.02%             | 2029-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                                                   | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.95%/VAR 03/10/2055                                                          | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $158531.22     | 0.00%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 5.15% 11/15/2031                                                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      470000 | PA      | $492137.20     | 0.00%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 02/01/2043#ZS3684                                                                                                 | CUSIP: 3132A4CV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1408588 | PA      | $1364001.02    | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2042#ZS3589                                                                                                 | CUSIP: 3132A37A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1945325 | PA      | $1883465.32    | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 5.05% 07/12/2027                                                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      237000 | PA      | $240930.29     | 0.00%             | 2027-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KRATON CORP                                                                                                 | KRATON CORP 5% 07/15/2027 144A                                                                                                   | CUSIP: 50077CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3046169.55    | 0.01%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                                                   | SAUDI ARABIAN OIL COMPANY 5.25% 07/17/2034 144A                                                                                  | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3000000 | PA      | $3107820.00    | 0.01%             | 2034-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF4 LLC                                                                                          | PRPM 2024-RCF4 A1 LLC VAR 07/25/2054 144A                                                                                        | CUSIP: 74448JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3525641 | PA      | $3499314.95    | 0.01%             | 2054-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 17 LTD / AIMCO CLO 17 LLC                                                                         | AIMCO CLO 17 LTD / AIMCO CLO 17 LLC A1R TSFR3M+135 07/20/2037 144A                                                               | CUSIP: 00889JAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4828000 | PA      | $4834580.56    | 0.01%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                                         | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                                                         | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      355000 | PA      | $362426.96     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                                                      | LOGICOR FINANCING SARL 4.25% 07/18/2029 REGS                                                                                     | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      280000 | PA      | $343704.15     | 0.00%             | 2029-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.75000 12/18/24 10Y LCH                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    14400000 | NC      | $202322.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1                                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 VAR 09/25/2068 144A                                                     | CUSIP: 61775VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100425.88     | 0.00%             | 2068-09-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                                                | BANQUE FED CRED MUTUEL PARIS FRN SOFRINDX+107 02/16/2028 144A                                                                    | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2017803.42    | 0.00%             | 2028-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 2.875% 10/05/2029 REGS                                                                                            | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    19500000 | PA      | $23510318.78   | 0.05%             | 2029-10-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021                                                                             | VERUS SECURITIZATION TRUST 2021 3.203% 06/25/2066 144A                                                                           | CUSIP: 92539LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $79777.84      | 0.00%             | 2066-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4 VAR 08/25/2052 144A                                                                | CUSIP: 92259KAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       65020 | PA      | $63442.21      | 0.00%             | 2052-08-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2019-2                                                                      | RESIDENTIAL MORTGAGE LOAN TRUST 2019-2 6.037% 05/25/2059 144A                                                                    | CUSIP: 76119DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540000 | PA      | $536041.96     | 0.00%             | 2059-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONE TR 2024-DFW1                                                                                           | CONE TR 2024-DFW1 E TSFR1M+388.79 08/15/2026 144A                                                                                | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      315000 | PA      | $314775.44     | 0.00%             | 2041-08-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2053#FS6793                                                                                                   | CUSIP: 3140XNRP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      345413 | PA      | $336032.07     | 0.00%             | 2053-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 11/01/2053#RJ0135                                                                                                   | CUSIP: 3142GQEH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      894604 | PA      | $870307.44     | 0.00%             | 2053-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2054#CB7923                                                                                                   | CUSIP: 3140QTYV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5728471 | PA      | $5572891.78    | 0.01%             | 2054-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#QE7991                                                                                                   | CUSIP: 3133BH2Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2337387 | PA      | $2274636.54    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2052#BW6180                                                                                                   | CUSIP: 3140MX2N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      295233 | PA      | $287306.68     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 10/01/2053#RJ0049                                                                                                   | CUSIP: 3142GQBT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8872060 | PA      | $8946072.70    | 0.02%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 09/01/2053#SD4998                                                                                                   | CUSIP: 3132DSRT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5185582 | PA      | $5230462.06    | 0.01%             | 2053-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2053#SD4987                                                                                                   | CUSIP: 3132DSRG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1093628 | PA      | $1104460.16    | 0.00%             | 2053-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 07/01/2054#SD8446                                                                                                 | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9297494 | PA      | $9466901.53    | 0.02%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2052#QE4613                                                                                                   | CUSIP: 3133BEDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      150449 | PA      | $146527.37     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2052#RA7485                                                                                                   | CUSIP: 3133KPJ66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       83251 | PA      | $81172.04      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/01/2052#RA7920                                                                                                   | CUSIP: 3133KPYR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      244849 | PA      | $238582.01     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 03/01/2053#SD3107                                                                                                   | CUSIP: 3132DQNY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      224380 | PA      | $219758.80     | 0.00%             | 2053-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 01/01/2053#QF5422                                                                                                   | CUSIP: 3133BTAX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      718982 | PA      | $699455.66     | 0.00%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2048#FS1044                                                                                                   | CUSIP: 3140XGES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87136 | PA      | $85940.17      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#SD1488                                                                                                   | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       86529 | PA      | $84422.59      | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2051#BU3612                                                                                                   | CUSIP: 3140M5AN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      622574 | PA      | $607416.92     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#SD5321                                                                                                   | CUSIP: 3132DS4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      111144 | PA      | $108194.54     | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2052#BV2634                                                                                                   | CUSIP: 3140MF4U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      669153 | PA      | $651397.66     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2052#FS3392                                                                                                   | CUSIP: 3140XJXW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83273 | PA      | $81193.57      | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2052#BW1463                                                                                                   | CUSIP: 3140MSTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88813 | PA      | $86372.92      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2052#BV9499                                                                                                   | CUSIP: 3140MPRV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      147748 | PA      | $143728.11     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2052#QE5566                                                                                                   | CUSIP: 3133BFFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1083598 | PA      | $1054744.04    | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2053#CB7216                                                                                                   | CUSIP: 3140QTAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26536 | PA      | $25815.24      | 0.00%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#SD1967                                                                                                   | CUSIP: 3132DPFG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      231754 | PA      | $225604.82     | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#SD4554                                                                                                   | CUSIP: 3132DSBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      799500 | PA      | $777536.42     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2052#BW8859                                                                                                   | CUSIP: 3140N1ZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      472897 | PA      | $460038.94     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONE TR 2024-DFW1                                                                                           | CONE TR 2024-DFW1 A TSFR1M+164.173 08/15/2026 144A                                                                               | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $319914.02     | 0.00%             | 2041-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#SD3246                                                                                                   | CUSIP: 3132DQTB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6466870 | PA      | $6293972.59    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO FRN SOFR+93 07/22/2028                                                                                     | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4020803.96    | 0.01%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                                                      | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2056000 | PA      | $2117946.15    | 0.00%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2024-2 LTD / TCW CLO 2024-2 LLC                                                                     | TCW CLO 2024-2 LTD / TCW CLO 2024-2 LLC C TSFR3M+215 07/17/2037 144A                                                             | CUSIP: 87252GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300404.70     | 0.00%             | 2037-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT VAR 09/16/2063                                                                                    | CUSIP: 38381JDG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       53137 | PA      | $48600.13      | 0.00%             | 2063-09-16      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2024-A LLC                                                                       | ELFI GRADUATE LOAN PROGRAM 2024-A LLC 5.56% 08/25/2049 144A                                                                      | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      902931 | PA      | $927412.30     | 0.00%             | 2049-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 5.606%/VAR 07/21/2039                                                                                  | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      120000 | PA      | $126195.41     | 0.00%             | 2039-07-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                                                       | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 5.75% 10/01/2031 144A                                                                      | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1700000 | PA      | $1791627.64    | 0.00%             | 2031-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 6.85%/VAR PERP                                                                                            | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      930000 | PA      | $980822.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.33%/VAR 07/23/2035                                                                               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2456722.63    | 0.01%             | 2035-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-5C1                                                                            | WELLS FARGO COML MTG TR 2024-5C1 5.928% 07/15/2057                                                                               | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $2001874.01    | 0.00%             | 2057-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBACORE EURO CLO IV DAC                                                                                    | ALBACORE EURO CLO IV DAC AR 3MEUR+99 07/15/2035 144A                                                                             | CUSIP: N/A<br>LEI: 635400OMGYX1QQYCTI48       | Long             | ABS-CBDO         | CORP              | IE        |      999835 | PA      | $1182548.74    | 0.00%             | 2035-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO                                           | PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO A 3MEUR+99 05/15/2034 144A                                     | CUSIP: N/A<br>LEI: 254900G4AVDGFB7U1712       | Long             | ABS-CBDO         | CORP              | IE        |     3425562 | PA      | $4047636.42    | 0.01%             | 2034-05-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                                           | GEO GROUP INC/THE 10.25% 04/15/2031                                                                                              | CUSIP: 36162JAH9<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107368.70     | 0.00%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                                           | GEO GROUP INC/THE 8.625% 04/15/2029                                                                                              | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |      315000 | PA      | $327762.54     | 0.00%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                                              | GREENSAIF PIPELINES BIDCO SARL 6.1027% 08/23/2042 144A                                                                           | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     3525000 | PA      | $3690538.58    | 0.01%             | 2042-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.32%/VAR 07/19/2035                                                                                              | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      550000 | PA      | $569497.63     | 0.00%             | 2035-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.042%/VAR 07/19/2030                                                                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5761000 | PA      | $5927747.25    | 0.01%             | 2030-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC                                                                     | DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC A1R TSFR3M+136 07/18/2037 144A                                                           | CUSIP: 26253MAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     8569000 | PA      | $8577569.00    | 0.02%             | 2037-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 07/01/2054#CB8874                                                                                                 | CUSIP: 3140QU2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1343295 | PA      | $1397844.63    | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 06/01/2054#CB8727                                                                                                 | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      823792 | PA      | $855337.75     | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES5                                                                               | RCKT MORTGAGE TRUST 2024-CES5 A1A STEP 08/25/2044 144A                                                                           | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      926444 | PA      | $935346.26     | 0.00%             | 2044-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | RFR USD SOFR-3.69392 09/03/24 7Y CME                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -8625000 | NC      | $-59887.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 07/01/2054#QI9064                                                                                                 | CUSIP: 3133WGB95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42754 | PA      | $44708.79      | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                                                            | TOWD POINT MORTGAGE TRUST 2024-3 5.1% 07/25/2065 144A                                                                            | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2898573 | PA      | $2959317.27    | 0.01%             | 2065-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 73 EURO CLO 2019 BV                                                                                  | DRYDEN 73 EURO CLO 2019 BV A1 3MEUR+94 01/15/2034 144A                                                                           | CUSIP: N/A<br>LEI: 7245006HR170Y6CVKT47       | Long             | ABS-CBDO         | CORP              | IE        |     2561196 | PA      | $3026305.61    | 0.01%             | 2034-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-7                                                             | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-7 A11 6.64343% 06/25/2055 144A                                                     | CUSIP: 16159TAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3175901 | PA      | $3197531.35    | 0.01%             | 2055-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.1%/VAR 07/23/2030                                                                                               | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      425000 | PA      | $439808.60     | 0.00%             | 2030-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R05                                                                | CONNECTICUT AVENUE SECURITIES TRUST 2024-R05 2M2 SOFR30A+170 07/25/2044 144A                                                     | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250871.10     | 0.00%             | 2044-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 5.401%/VAR 07/23/2035                                                                             | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      110000 | PA      | $114579.05     | 0.00%             | 2035-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                                | SM ENERGY CO 6.75% 08/01/2029 144A                                                                                               | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      390000 | PA      | $398758.23     | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 07/31/2031                                                                                                      | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   232900000 | PA      | $239239421.55  | 0.53%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 06/20/2054#MA9719                                                                                                   | CUSIP: 36179YYQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       57642 | PA      | $50926.63      | 0.00%             | 2054-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 07/20/2054#MA9773                                                                                                   | CUSIP: 36179Y2E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      668877 | PA      | $590951.59     | 0.00%             | 2054-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MFRA TRST                                                                                                   | MFRA TRUST VAR 02/25/2066 144A                                                                                                   | CUSIP: 55287AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3332394 | PA      | $3225481.69    | 0.01%             | 2066-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                                                  | GRIFOLS SA 7.5% 05/01/2030 REGS                                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      973000 | PA      | $1202433.16    | 0.00%             | 2030-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 STEP 09/25/2061 144A                                                               | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6148853 | PA      | $6088149.33    | 0.01%             | 2061-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 07/20/2054#MA9780                                                                                                     | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3028221 | PA      | $3099630.12    | 0.01%             | 2054-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-RR1 TRUST                                                                                         | NYMT 2024-RR1 TRUST 7.375% 05/25/2064 144A                                                                                       | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      312886 | PA      | $315480.37     | 0.00%             | 2064-05-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 7% 01/15/2030 144A                                                                                        | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2010000 | PA      | $2038851.54    | 0.00%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO FRN SOFR+93 07/26/2028                                                                                       | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3716798.00    | 0.01%             | 2028-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                                                 | NATIONWIDE BUILDING SOC(UNGTD) 5.127% 07/29/2029 144A                                                                            | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      297000 | PA      | $306907.68     | 0.00%             | 2029-07-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2020-1 LTD                                                                                  | EATON VANCE CLO 2020-1 LTD ARR TSFR3M+139 10/15/2037 144A                                                                        | CUSIP: 278300AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3921000 | PA      | $3932688.50    | 0.01%             | 2037-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 09/01/2053#SD7565                                                                                                 | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6877669 | PA      | $7106257.44    | 0.02%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS A PASS THROUGH TRUST                                                           | UNITED AIRLINES 2024-1 CLASS A PASS THROUGH TRUST 5.45% 08/15/2038                                                               | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      578883 | PA      | $605344.36     | 0.00%             | 2038-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.75% 07/15/2064                                                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      105000 | PA      | $103434.12     | 0.00%             | 2064-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.625% 07/15/2054                                                                                         | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      880000 | PA      | $868207.08     | 0.00%             | 2054-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.5% 07/15/2044                                                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4505000 | PA      | $4487185.56    | 0.01%             | 2044-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.8% 01/15/2030                                                                                           | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     6450000 | PA      | $6634624.28    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                                                      | BX COMMERCIAL MORTGAGE TRUST 2024-AIRC TSFR1M+169.124 08/15/2039 144A                                                            | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4708307 | PA      | $4720624.90    | 0.01%             | 2041-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TR 2024-A                                                                                   | USAA AUTO OWNER TR 2024-A 5.03% 03/15/2029 144A                                                                                  | CUSIP: 90327VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2293333 | PA      | $2311190.28    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT TR 2024-EXTR                                                                                            | EQT TR 2024-EXTR A VAR 07/05/2041 144A                                                                                           | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      705000 | PA      | $722803.37     | 0.00%             | 2041-07-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                                         | CLYDESDALE ACQUISITION HOLDINGS INC 6.875% 01/15/2030 144A                                                                       | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      300000 | PA      | $304599.00     | 0.00%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 06/01/2052#SD1082                                                                                                   | CUSIP: 3132DNFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1858429 | PA      | $1690953.51    | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2052#RA6926                                                                                                   | CUSIP: 3133KNVT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      580364 | PA      | $528063.72     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 10/01/2051#CB1872                                                                                                   | CUSIP: 3140QMCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4150586 | PA      | $3784330.39    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS0840                                                                                                   | CUSIP: 3140XF5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2094169 | PA      | $1905449.12    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2052#FS0898                                                                                                   | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5003780 | PA      | $4552854.86    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO INC                                                                                            | PERFICIENT TERM B 1LN 10/02/2031                                                                                                 | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |       74438 | PA      | $63271.88      | 0.00%             | 2031-10-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                                      | GROUP 1 AUTOMOTIVE INC 6.375% 01/15/2030 144A                                                                                    | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      370000 | PA      | $379282.19     | 0.00%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHASE MTG FIN TR SER 2007-S5                                                                                | CHASE MTG FIN TR SER 2007-S5 6% 07/25/2037                                                                                       | CUSIP: 161631AK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2466875 | PA      | $1033374.78    | 0.00%             | 2037-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2024-R1                                                                                           | CIM TRUST 2024-R1 4.75% 06/25/2064 144A                                                                                          | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6575556 | PA      | $6619720.86    | 0.01%             | 2064-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-1                                                                        | CITIGROUP MORTGAGE LOAN TRUST 2024-1 SOFR30A+135 07/25/2054 144A                                                                 | CUSIP: 17332CBX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3726069 | PA      | $3750097.43    | 0.01%             | 2054-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E RECOVERY FUNDING LLC                                                                               | PG and E RECOVERY FUNDING LLC 4.838% 06/01/2035                                                                                  | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2950816 | PA      | $3026711.96    | 0.01%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E RECOVERY FUNDING LLC                                                                               | PG and E RECOVERY FUNDING LLC 5.529% 06/01/2051                                                                                  | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      415000 | PA      | $429100.13     | 0.00%             | 2051-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E RECOVERY FUNDING LLC                                                                               | PG and E RECOVERY FUNDING LLC 5.231% 06/01/2042                                                                                  | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $355453.17     | 0.00%             | 2042-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                                                                               | ATLAS SENIOR LOAN FUND XV LTD A1R TSFR3M+122 10/23/2032 144A                                                                     | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2832294 | PA      | $2836598.65    | 0.01%             | 2032-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                                                               | COMM 2024-277P A 6.338% 08/10/2044 144A                                                                                          | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $1901648.16    | 0.00%             | 2044-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NYC 2024-3ELV                                                                                               | NYC 2024-3ELV A TSFR1M+199.094 08/15/2029 144A                                                                                   | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100355.70     | 0.00%             | 2029-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLUEBERRY PARK CLO LTD                                                                                      | BLUEBERRY PARK CLO LTD A TSFR3M+135 10/20/2037 144A                                                                              | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4323000 | PA      | $4333474.63    | 0.01%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                                                               | COMM 2024-277P X MORTGAGE TRUST VAR 08/10/2044 144A                                                                              | CUSIP: 12654FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5900000 | PA      | $135787.32     | 0.00%             | 2044-08-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DBGS 2024-SBL MTG TR                                                                                        | DBGS 2024-SBL A TSFR1M+188.21 08/15/2039 144A                                                                                    | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      812000 | PA      | $811999.92     | 0.00%             | 2034-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO II                                                                                           | 37 CAPITAL CLO II A1R TSFR3M+129 07/15/2034 144A                                                                                 | CUSIP: 88429PAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4250000 | PA      | $4255958.50    | 0.01%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SHOWTIME ACQUISITION LLC                                                                                    | WORLD CHOICE INVESTMENTS TERM B 1LN 8/16/2031                                                                                    | CUSIP: 82540EAC8<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |      181651 | PA      | $179606.96     | 0.00%             | 2031-08-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 6.25% 02/01/2033 144A                                                                            | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      355000 | PA      | $367595.96     | 0.00%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD                                                                                             | PFP 2024-11 LTD A TSFR1M+183.239 09/17/2039 144A                                                                                 | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2835632 | PA      | $2841791.96    | 0.01%             | 2039-09-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 6% 02/01/2033 144A                                                                                   | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      770000 | PA      | $796515.64     | 0.00%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                                                        | AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A                                                                                       | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      185000 | PA      | $193849.29     | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                                     | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 08/01/2029 144A                                                                     | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4096975.28    | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                               | DTE ENERGY CO 4.95% 07/01/2027                                                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     5105000 | PA      | $5165806.17    | 0.01%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                                             | STANDARD BUILDING SOLUTIONS INC 6.5% 08/15/2032 144A                                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      235000 | PA      | $241893.96     | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                                                         | M2S GROUP TERM B 1LN 8/25/2031                                                                                                   | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      262741 | PA      | $259017.92     | 0.00%             | 2031-08-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                                                 | HONEYWELL INTL INC 4.65% 07/30/2027                                                                                              | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101246.06     | 0.00%             | 2027-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 08/15/2034                                                                                                      | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   136080000 | PA      | $136277901.14  | 0.30%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                                                     | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   101653000 | PA      | $95244095.51   | 0.21%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LHOME 2024-RTL4 A1                                                                                          | LHOME 2024-RTL4 A1 STEP 07/25/2039 144A                                                                                          | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1650000 | PA      | $1657049.63    | 0.00%             | 2039-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-1 5.55% 06/25/2059 144A                                                                     | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $513225.35     | 0.00%             | 2059-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2024-A                                                                              | MARINER FINANCE ISSUANCE TRUST 2024-A 5.13% 09/22/2036 144A                                                                      | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      279000 | PA      | $282855.36     | 0.00%             | 2036-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-1 5.67% 06/25/2059 144A                                                                     | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      663815 | PA      | $680999.46     | 0.00%             | 2059-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-1 5.87% 06/25/2059 144A                                                                     | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       77146 | PA      | $79052.95      | 0.00%             | 2059-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET BACKED NTS TR 2007-SEA2                                                                         | CWABS ASSET BACKED NOTES TRUST 2007-SEA2 STEP 06/25/2047 144A                                                                    | CUSIP: 12671CAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       71681 | PA      | $60724.42      | 0.00%             | 2047-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5442 FB SOFR30A+97 08/25/2054                                                                     | CUSIP: 3137HF4U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     4795332 | PA      | $4833874.60    | 0.01%             | 2054-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NYC 2024-3ELV                                                                                               | NYC 2024-3ELV D TSFR1M+383.827 08/15/2029 144A                                                                                   | CUSIP: 62956HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      526000 | PA      | $526986.93     | 0.00%             | 2029-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                           | ENTERPRISE PRODS OPER LLC 5.55% 02/16/2055                                                                                       | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1370644.64    | 0.00%             | 2055-02-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 5.375% 02/08/2035                                                                                               | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      800000 | PA      | $826000.00     | 0.00%             | 2035-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 LTD                                                                                            | AIMCO CLO 11 LTD A1R2 TSFR3M+134 07/17/2037 144A                                                                                 | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |     4867000 | PA      | $4882340.78    | 0.01%             | 2037-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 5.875% 08/08/2054                                                                                               | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2600000 | PA      | $2625350.00    | 0.01%             | 2054-08-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2024-RVR                                                                                | GS MTG SECS CORP TR 2024-RVR A VAR 08/10/2029 144A                                                                               | CUSIP: 36272JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7700000 | PA      | $7849435.44    | 0.02%             | 2041-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FANNIE MAE REMICS SOFR30A+97 08/25/2054                                                                                          | CUSIP: 3136BSSC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2106659 | PA      | $2121390.93    | 0.00%             | 2054-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO XVII LTD / NEUBERGER BERMAN CLO XVII LLC                                               | NEUBERGER BERMAN CLO XVII LTD/LLC AR3 TSFR3M+140 07/22/2038 144A                                                                 | CUSIP: 64129UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250250.00     | 0.00%             | 2038-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2024-RVR                                                                                | GS MTG SECS CORP TR 2024-RVR E VAR 08/10/2029 144A                                                                               | CUSIP: 36272JAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      438000 | PA      | $452744.04     | 0.00%             | 2041-08-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF5 LLC                                                                                          | PRPM 2024-RCF5 LLC 4% 08/25/2054 144A                                                                                            | CUSIP: 69381JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1221294 | PA      | $1212117.90    | 0.00%             | 2054-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                  | FISERV INC 5.15% 08/12/2034                                                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104693.28     | 0.00%             | 2034-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                                                             | OCADO GROUP PLC 10.5% 08/08/2029 REGS                                                                                            | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $137024.91     | 0.00%             | 2029-08-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REGATTA XXIX FDG LTD / REGATTA XXIX FDG LLC                                                                 | REGATTA XXIX FDG LTD / REGATTA XXIX FDG LLC A TSFR3M+138 09/06/2037 144A                                                         | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    26000000 | PA      | $26074984.00   | 0.06%             | 2037-09-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                                                         | LIGHTNING POWER LLC 7.25% 08/15/2032 144A                                                                                        | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      295000 | PA      | $313190.29     | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 5.5% 02/15/2035                                                                                                   | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      580000 | PA      | $600166.92     | 0.00%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 5.05% 08/15/2034                                                                                  | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      672000 | PA      | $685342.63     | 0.00%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LOUISIANA LLC 5.15% 09/15/2034                                                                                           | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      121000 | PA      | $125140.46     | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 5.4% 08/15/2054                                                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      860000 | PA      | $811955.98     | 0.00%             | 2054-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                                            | GENUINE PARTS CO 4.95% 08/15/2029                                                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      765000 | PA      | $774960.14     | 0.00%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.45% 09/15/2034                                                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      378000 | PA      | $392481.97     | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.95% 09/15/2054                                                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      350000 | PA      | $348356.86     | 0.00%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUANTA SVCS INC                                                                                             | QUANTA SVCS INC 4.75% 08/09/2027                                                                                                 | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1051306.80    | 0.00%             | 2027-08-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IDEX CORPORATION                                                                                            | IDEX CORPORATION 4.95% 09/01/2029                                                                                                | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2249150.54    | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAMLL 2024-BHP A                                                                                            | BAMLL 2024-BHP A TSFR1M+235 08/15/2039 144A                                                                                      | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $281202.29     | 0.00%             | 2039-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.8% 11/15/2054                                                                                                 | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      700000 | PA      | $696266.45     | 0.00%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 4.8% 11/15/2029                                                                                                 | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7785000 | PA      | $7979334.62    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                                  | DAVITA INC 6.875% 09/01/2032 144A                                                                                                | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      130000 | PA      | $135081.18     | 0.00%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                        | HOWMET AEROSPACE INC 4.85% 10/15/2031                                                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $5086653.20    | 0.01%             | 2031-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                                                  | SOUTHERN CALIFORNIA GAS CO 5.05% 09/01/2034                                                                                      | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1396467.11    | 0.00%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 08/01/2054#CB9061                                                                                                   | CUSIP: 3140QVB78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4262922 | PA      | $4389365.82    | 0.01%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUANTA SVCS INC                                                                                             | QUANTA SVCS INC 5.25% 08/09/2034                                                                                                 | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      479000 | PA      | $496311.55     | 0.00%             | 2034-08-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                                               | MARRIOTT INTERNATIONAL INC/MD 4.8% 03/15/2030                                                                                    | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3491478.84    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-E                                                                                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-E 5.09% 10/16/2056 144A                                                                    | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1579009 | PA      | $1615740.25    | 0.00%             | 2056-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                                              | GLOBAL AIRCRAFT LEASING CO LTD 8.75% 09/01/2027 144A                                                                             | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      370000 | PA      | $381359.37     | 0.00%             | 2027-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                                            | WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 06/21/2039 144A                                                                           | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     3282874 | PA      | $3316851.55    | 0.01%             | 2039-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                                          | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                                           | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      975000 | PA      | $1014625.95    | 0.00%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XXX LTD / MADISON PK FDG XXX LLC                                                             | MADISON PK FDG XXX LTD / LLC A1R TSFR3M+136 07/16/2037 144A                                                                      | CUSIP: 55821TAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      950000 | PA      | $951294.85     | 0.00%             | 2037-07-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.425%/VAR 08/15/2035                                                                                | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      700000 | PA      | $717090.17     | 0.00%             | 2035-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 4.2% 08/14/2029                                                                                                 | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      294000 | PA      | $298046.91     | 0.00%             | 2029-08-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 4.6% 08/14/2034                                                                                                 | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     3266000 | PA      | $3316270.04    | 0.01%             | 2034-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 5.05% 08/14/2054                                                                                                | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      332000 | PA      | $314093.13     | 0.00%             | 2054-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                                                       | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A                                                      | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $587281.44     | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                                                      | CDW LLC / CDW FIN CORP 5.1% 03/01/2030                                                                                           | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5670000 | PA      | $5758330.83    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                                                     | JETBLUE AIRWAYS/LOYALTY 9.875% 09/20/2031 144A                                                                                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      355000 | PA      | $360767.26     | 0.00%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                                                  | CATERPILLAR FINL SVCS CORP 4.4% 10/15/2027                                                                                       | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4045190.48    | 0.01%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARDIFF AUTO RECEIVABLES SECURITISATION 2024-1                                                              | CARDIFF AUTO RECEIVABLES SECURITISATION 2024-1 SONIO+260 08/20/2031 REGS                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $135903.90     | 0.00%             | 2031-08-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                     | PIEDMONT NATURAL GAS CO 5.1% 02/15/2035                                                                                          | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2243481.44    | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                                                     | UDR INC 5.125% 09/01/2034                                                                                                        | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      515000 | PA      | $526031.44     | 0.00%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARDIFF AUTO RECEIVABLES SECURITISATION 2024-1                                                              | CARDIFF AUTO RECEIVABLES SECURITISATION 2024-1 SONIO+190 08/20/2031 REGS                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $135516.04     | 0.00%             | 2031-08-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                                            | BENCHMARK 2024-V9 MORTGAGE TRUST 5.6019% 08/15/2057                                                                              | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4400000 | PA      | $4598280.28    | 0.01%             | 2057-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                                             | ENTERGY TEX INC 5.55% 09/15/2054                                                                                                 | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      293000 | PA      | $285654.21     | 0.00%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                                                 | EQUIFAX INC 4.8% 09/15/2029                                                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4072093.04    | 0.01%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                                                       | ARROW ELECTRONIC INC 5.15% 08/21/2029                                                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4103872.96    | 0.01%             | 2029-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                                      | CENTERPOINT ENERGY INC 7%/VAR 02/15/2055                                                                                         | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      276000 | PA      | $290079.04     | 0.00%             | 2055-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                                          | TURKEY REPUBLIC OF 36% 08/12/2026                                                                                                | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   189963800 | PA      | $4378109.11    | 0.01%             | 2026-08-12      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 7.125% 11/15/2031                                                                                           | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61347.06      | 0.00%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 06/01/2051#QC3130                                                                                                 | CUSIP: 3133AMPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      905915 | PA      | $719943.86     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                                                                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12070600 | PA      | $11431235.41   | 0.03%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                                                       | QUEST DIAGNOSTICS INC 4.625% 12/15/2029                                                                                          | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     4830000 | PA      | $4938858.44    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2017-3 LTD                                                                                   | CARLYLE US CLO 2017-3 LTD A1R2 TSFR3M+140 10/21/2037 144A                                                                        | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      340000 | PA      | $341074.40     | 0.00%             | 2037-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 8 LTD                                                                                  | DIAMETER CAPITAL CLO 8 LTD A1A TSFR3M+140 10/20/2037 144A                                                                        | CUSIP: 25256JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1102405.70    | 0.00%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2017-3 LTD                                                                                   | CARLYLE US CLO 2017-3 LTD BR2 TSFR3M+178 10/21/2037 144A                                                                         | CUSIP: 14314FBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250809.00     | 0.00%             | 2037-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 08/20/2054#MA9851                                                                                                   | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4968544 | PA      | $5055656.57    | 0.01%             | 2054-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                                                        | BOSTON PROPERTIES LP 5.75% 01/15/2035                                                                                            | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101875.20     | 0.00%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                                                | AMPRION GMBH 3.125% 08/27/2030 REGS                                                                                              | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $476573.10     | 0.00%             | 2030-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                    | COREBRIDGE FINANCIAL INC 6.05% 09/15/2033                                                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2074000 | PA      | $2212838.43    | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN HOME IMPROVEMENT TRUST 2022-GRN1 ISSUER TRUST                                                       | GOLDMAN HOME IMPROVEMENT TRUST 2022-GRN1 ISSUER TRUST 4.5% 06/25/2052 144A                                                       | CUSIP: 38150YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      130519 | PA      | $130499.16     | 0.00%             | 2052-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXVII LTD                                                                       | BENEFIT STREET PARTNERS CLO XXVII LTD AR TSFR3M+137 10/20/2037 144A                                                              | CUSIP: 08179PAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      720000 | PA      | $721031.04     | 0.00%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 08/20/2054#MA9852                                                                                                     | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4566989 | PA      | $4673971.13    | 0.01%             | 2054-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL2 TR                                                                                           | PRET 2024-RPL2 TR VAR 06/25/2064 144A                                                                                            | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5158753 | PA      | $4995963.46    | 0.01%             | 2064-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                                      | ROPER TECHNOLOGIES INC 4.75% 02/15/2032                                                                                          | CUSIP: 776696AH9<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      160000 | PA      | $161418.53     | 0.00%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                                      | ROPER TECHNOLOGIES INC 4.9% 10/15/2034                                                                                           | CUSIP: 776696AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      630000 | PA      | $626200.06     | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                                                   | COREBRIDGE GBL FUNDING 4.65% 08/20/2027 144A                                                                                     | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1110285.45    | 0.00%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2052#CB4157                                                                                                   | CUSIP: 3140QPTP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6646159 | PA      | $6473964.46    | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FDG I                                                                                         | PRICOA GLOBAL FDG I 4.4% 08/27/2027 144A                                                                                         | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6257215.89    | 0.01%             | 2027-08-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                                                             | RABOBANK NEDERLAND NY BRH FRN SOFRINDX+62 08/28/2026                                                                             | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6361874.50    | 0.01%             | 2026-08-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAP CLO 29 LTD / ANCHORAGE CAP CLO 29 LLC                                                         | ANCHORAGE CAP CLO 29 LTD / ANCHORAGE CAP CLO 29 LLC A1 TSFR3M+160 07/20/2037 144A                                                | CUSIP: 03332QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250611.00     | 0.00%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-3R                                                                      | PMT CREDIT RISK TRANSFER TRUST 2024-3R SOFR30A+310 05/01/2047 144A                                                               | CUSIP: 69392AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4112554 | PA      | $4157356.56    | 0.01%             | 2028-09-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                                                                          | CFMT 2024-HB15 LLC VAR 08/25/2034 144A                                                                                           | CUSIP: 15723AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      638405 | PA      | $636845.08     | 0.00%             | 2034-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                                                                          | CFMT 2024-HB15 LLC 4% 08/25/2034 144A                                                                                            | CUSIP: 15723AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      121000 | PA      | $118722.08     | 0.00%             | 2034-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2053#FS6953                                                                                                   | CUSIP: 3140XNWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6535473 | PA      | $6366146.09    | 0.01%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                                              | PACIFIC LIFE GF II 4.5% 08/28/2029 144A                                                                                          | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5171648.93    | 0.01%             | 2029-08-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FIN ISSUANCE TR 2024-A                                                                             | REPUBLIC FIN ISSUANCE TR 24-A B 6.47% 08/20/2032 144A                                                                            | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | PA      | $286592.68     | 0.00%             | 2032-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 08/31/2031                                                                                                       | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1279000 | PA      | $1289491.79    | 0.00%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.625% 08/31/2029                                                                                                      | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41962300 | PA      | $42224564.38   | 0.09%             | 2029-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                                                    | QUEENSLAND TREASURY CORP 5% 07/21/2037 144A REGS                                                                                 | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     5255000 | PA      | $3612832.03    | 0.01%             | 2037-07-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2020-IV                                                                                     | BARINGS CLO LTD 2020-IV AR TSFR3M+137 10/20/2037 144A                                                                            | CUSIP: 06762BAS9<br>LEI: 549300Q89L7I93JSRH83 | Long             | ABS-CBDO         | CORP              | KY        |     1560000 | PA      | $1563946.80    | 0.00%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      400000 | NC      | $-4699.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                                                  | ALLIANZ SE 5.6%/VAR 09/03/2054 144A                                                                                              | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $818007.20     | 0.00%             | 2054-09-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                                      | FEDERAL HOME LOAN BANKS 1.25% 07/23/2030                                                                                         | CUSIP: 3130AJVB2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     3890000 | PA      | $3520162.57    | 0.01%             | 2030-07-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC                                                                    | SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 3.375% 09/04/2032 REGS                                                                  | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |      430000 | PA      | $514135.82     | 0.00%             | 2032-09-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2048#FM3248                                                                                                   | CUSIP: 3140X6TE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2311961 | PA      | $2274458.19    | 0.01%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LT                                                                                             | FLATIRON CLO LT A1R TSFR3M+136 10/19/2037 144A                                                                                   | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6432000 | PA      | $6452717.47    | 0.01%             | 2037-10-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORCHARD PK CLO LTD                                                                                          | ORCHARD PK CLO LTD A TSFR3M+136 10/20/2037 144A                                                                                  | CUSIP: 68563JAA2<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |      730000 | PA      | $732754.29     | 0.00%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LT                                                                                             | FLATIRON CLO LT A2R TSFR3M+158 10/19/2037 144A                                                                                   | CUSIP: 33883PAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250605.00     | 0.00%             | 2037-10-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HA CR PARTNERS XVI LTD / OHA CR PARTNERS XVI LLC                                                            | HA CR PARTNERS XVI LTD / OHA CR PARTNERS XVI LLC AR TSFR3M+135 10/18/2037 144A                                                   | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $281210.16     | 0.00%             | 2037-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO 1 LTD                                                                                        | 37 CAPITAL CLO 1 LTD AR TSFR3M+128 10/15/2034 144A                                                                               | CUSIP: 88430TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11500000 | PA      | $11513984.00   | 0.03%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2024-8                                                                                     | ANGEL OAK MORTGAGE TRUST 2024-8 5.338% 05/27/2069 144A                                                                           | CUSIP: 03465QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1771484 | PA      | $1781615.63    | 0.00%             | 2069-05-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVIII LTD / JAMESTOWN CLO XVIII LLC                                                           | JAMESTOWN CLO XVIII LTD / JAMESTOWN CLO XVIII LLC A1R TSFR3M+127 07/25/2035 144A                                                 | CUSIP: 47047RAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11700000 | PA      | $11697250.50   | 0.03%             | 2035-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 7.375%/VAR PERP 144A                                                                                                 | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |      250000 | PA      | $262612.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2052#FS3884                                                                                                   | CUSIP: 3140XKJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      615749 | PA      | $560259.30     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                                                    | TOTALENERGIES CAPITAL SA 5.275% 09/10/2054                                                                                       | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      330000 | PA      | $316965.73     | 0.00%             | 2054-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                                   | MGM RESORTS INTERNATIONAL 6.125% 09/15/2029                                                                                      | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      420000 | PA      | $431605.86     | 0.00%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORP                                                                              | GULFPORT ENERGY OPERATING CORP 6.75% 09/01/2029 144A                                                                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |      345000 | PA      | $357269.24     | 0.00%             | 2029-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6% 01/15/2033 144A                                                                                                 | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      615000 | PA      | $625878.74     | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 5.9% 10/01/2054                                                                                      | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      776000 | PA      | $755164.69     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.45% 09/06/2034                                                                                        | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102630.05     | 0.00%             | 2034-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 5.125% 11/05/2026                                                                                       | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7543293.00    | 0.02%             | 2026-11-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC                                                                     | DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC A1R TSFR3M+129 08/20/2034 144A                                                           | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250469.50     | 0.00%             | 2034-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 5.303% 09/06/2029                                                                                       | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4872806.54    | 0.01%             | 2029-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                                           | COLUMBIA PIPELINES HOLDING CO LLC 5.097% 10/01/2031 144A                                                                         | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      236000 | PA      | $242784.13     | 0.00%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 6.375%/VAR 03/31/2055                                                                                               | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      112000 | PA      | $116970.00     | 0.00%             | 2055-03-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 4.942%/VAR 09/10/2030                                                                                               | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2650000 | PA      | $2711518.90    | 0.01%             | 2030-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY885799 12/15/56 S                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      900000 | NC      | $-10572.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD                                                                                    | MADISON PARK FUNDING LTD A1R TSFR3M+128 07/27/2034 144A                                                                          | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250063.25     | 0.00%             | 2034-07-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO 17-1 LTD                                                                                       | TRESTLES CLO 17-1 LTD A1RR TSFR3M+146 07/25/2037 144A                                                                            | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |      530000 | PA      | $531286.84     | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                                | STRYKER CORP 3.375% 09/11/2032                                                                                                   | CUSIP: 863667BG5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2752608.00    | 0.01%             | 2032-09-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP                                                                                  | SCANDINAVIAN TOBACCO GROUP 4.875% 09/12/2029 REGS                                                                                | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | DBT              | CORP              | DK        |      150000 | PA      | $185386.73     | 0.00%             | 2029-09-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                                       | UBER TECHNOLOGIES INC 4.8% 09/15/2034                                                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     4265000 | PA      | $4277364.28    | 0.01%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                                       | UBER TECHNOLOGIES INC 5.35% 09/15/2054                                                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       90000 | PA      | $85824.32      | 0.00%             | 2054-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                                | STRYKER CORP 4.25% 09/11/2029                                                                                                    | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2226900.21    | 0.00%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                                     | SANTANDER HLDGS USA INC 5.353%/VAR 09/06/2030                                                                                    | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     1282000 | PA      | $1319027.22    | 0.00%             | 2030-09-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 4.4% 09/06/2026                                                                                    | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      900000 | PA      | $901407.39     | 0.00%             | 2026-09-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC FRN SOFR+145 11/05/2026                                                                                 | CUSIP: 345397F99<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4813876.03    | 0.01%             | 2026-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                                                 | TARGET CORP 4.5% 09/15/2034                                                                                                      | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      214000 | PA      | $213903.95     | 0.00%             | 2034-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA 4.631%/VAR 09/11/2028 144A                                                                                    | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      290000 | PA      | $292475.85     | 0.00%             | 2028-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA FRN SOFR+121 09/11/2028 144A                                                                                  | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     8400000 | PA      | $8458749.01    | 0.02%             | 2028-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 5.146%/VAR 09/10/2034                                                                                      | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      365000 | PA      | $372240.14     | 0.00%             | 2034-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                                  | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                                                | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      370000 | PA      | $379803.89     | 0.00%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                                     | BANK OF NOVA SCOTIA 4.74%/VAR 11/10/2032                                                                                         | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      475000 | PA      | $483523.09     | 0.00%             | 2032-11-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 4.837%/VAR 09/10/2028                                                                                               | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      295000 | PA      | $298131.32     | 0.00%             | 2028-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2054#CB8984                                                                                                 | CUSIP: 3140QU6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1636787 | PA      | $1697299.86    | 0.00%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 5.875% 03/15/2033 144A                                                                          | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1240225.77    | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                                                    | INTERSTATE PWR and LT CO 5.45% 09/30/2054                                                                                        | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2079039.06    | 0.00%             | 2054-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NYC 2024-3ELV                                                                                               | NYC 2024-3ELV TSFR1M+283.972 08/15/2029 144A                                                                                     | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      562937 | PA      | $563636.17     | 0.00%             | 2029-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                                                | ILLUMINA INC 4.65% 09/09/2026                                                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4514987.66    | 0.01%             | 2026-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                                                        | ADNOC MURBAN RSC LTD 4.25% 09/11/2029 144A                                                                                       | CUSIP: 00723L2A6<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     3800000 | PA      | $3827312.50    | 0.01%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 4.858%/VAR 09/11/2030                                                                            | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     9595000 | PA      | $9781079.00    | 0.02%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                                          | CNO GLOBAL FUNDING 4.95% 09/09/2029 144A                                                                                         | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     3915000 | PA      | $3985161.07    | 0.01%             | 2029-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2048#FS8330                                                                                                   | CUSIP: 3140XQHG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1380456 | PA      | $1282799.72    | 0.00%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRACCAN MORTGAGE FUNDING 2024-1 PLC                                                                         | BRACCAN MORTGAGE FUNDING 2024-1 X PLC SONIO+434 01/15/2067 REGS                                                                  | CUSIP: N/A<br>LEI: 635400RGKRFPCFMYJF13       | Long             | ABS-CBDO         | CORP              | GB        |      221153 | PA      | $299824.78     | 0.00%             | 2067-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                                                          | RYAN SPECIALTY LLC 5.875% 08/01/2032 144A                                                                                        | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      275000 | PA      | $277077.55     | 0.00%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                                          | CANADIAN IMPERIAL BK OF COMM 4.631%/VAR 09/11/2030                                                                               | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      275000 | PA      | $279936.37     | 0.00%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | BLACKROCK CDS SWAP 1% 20/12/2029                                                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |      540000 | NC      | $-14695.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 5.246% 07/30/2054 144A                                                                                     | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5233750 | PA      | $5221437.60    | 0.01%             | 2054-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A                                                                                     | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5233750 | PA      | $5233644.80    | 0.01%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 5.566% 07/30/2054 144A                                                                                     | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2616875 | PA      | $2613668.54    | 0.01%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2021-A                                                                                 | SMB PRIVATE ED LN TR 2021-A 2.31% 01/15/2053 144A                                                                                | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      320054 | PA      | $313487.26     | 0.00%             | 2053-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 04/01/2038#FM7607                                                                                                   | CUSIP: 3140XBNZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17867 | PA      | $17481.21      | 0.00%             | 2038-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                    | COREBRIDGE FINANCIAL INC T5Y+NA 09/15/2054                                                                                       | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      157000 | PA      | $157046.79     | 0.00%             | 2054-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#CA9140                                                                                                   | CUSIP: 3140QHEN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      640264 | PA      | $598537.61     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 06/01/2054#SD7571                                                                                                 | CUSIP: 3132DVMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3055816 | PA      | $3234339.86    | 0.01%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                                                        | FIESTA PURCHASER INC 9.625% 09/15/2032 144A                                                                                      | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $249088.32     | 0.00%             | 2032-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                                                                | SBNA AUTO LEASE TRUST 2024-C 4.56% 02/22/2028 144A                                                                               | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1953436 | PA      | $1957154.60    | 0.00%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONITY LOAN INVESTMENT TRUST 2024-HB2                                                                        | ONITY LOAN INVESTMENT TRUST 2024-HB2 A 5% 08/25/2037 144A                                                                        | CUSIP: 68278DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      410230 | PA      | $410230.04     | 0.00%             | 2037-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BDS 2024-FL13 LLC                                                                                           | BDS 2024-FL13 LLC A TSFR1M+157.615 09/19/2039 144A                                                                               | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      262000 | PA      | $262818.99     | 0.00%             | 2039-09-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL2TRUST                                                                                         | CSMC 2021-RPL2TRUST 2% 01/25/2060 144A                                                                                           | CUSIP: 12656TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5390100 | PA      | $4848976.98    | 0.01%             | 2060-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.565% 01/01/2033#BM6552                                                                                               | CUSIP: 3140JBH66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4727463 | PA      | $4090148.09    | 0.01%             | 2033-01-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2024-B                                                                       | AFFIRM ASSET SECURITIZATION TR 2024-B B 4.88% 09/15/2029 144A                                                                    | CUSIP: 00835AAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1002070.80    | 0.00%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2024-B                                                                       | AFFIRM ASSET SECURITIZATION TR 2024-B C 5.06% 09/15/2029 144A                                                                    | CUSIP: 00835AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1001821.90    | 0.00%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                                                | PERRIGO FINANCE UNLIMITED CO 6.125% 09/30/2032                                                                                   | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      270000 | PA      | $264188.44     | 0.00%             | 2032-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.332% 10/01/2032#BM6466                                                                                               | CUSIP: 3140JBFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3499497 | PA      | $2992286.22    | 0.01%             | 2032-10-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                                               | PG and E CORP 7.375%/VAR 03/15/2055                                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     3235000 | PA      | $3348157.07    | 0.01%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                                                         | MSWF COMMERCIAL MORTGAGE TRUST 23-2 VAR 12/15/2056 144A                                                                          | CUSIP: 55361AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $253737.26     | 0.00%             | 2056-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 07/01/2054#FS8456                                                                                                 | CUSIP: 3140XQME4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      542208 | PA      | $559034.84     | 0.00%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                                                            | VEDANTA RESOURCES FINANCE II PLC 10.875% 09/17/2029 REGS                                                                         | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $427638.60     | 0.00%             | 2029-09-17      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                                                       | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 9% 06/15/2030                                                              | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1208046.48    | 0.00%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                                                | CAIXABANK SA 3.625%/VAR 09/19/2032 REGS                                                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $240730.56     | 0.00%             | 2032-09-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                                                               | P3 GROUP SARL 4% 04/19/2032 REGS                                                                                                 | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      165000 | PA      | $199827.10     | 0.00%             | 2032-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE EUAMDB05+NA PERP REGS                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | EP               | CORP              | FR        |      200000 | PA      | $250717.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XII-B LTD                                                                                | NORTHWOODS CAPITAL XII-B LTD AR TSFR3M+119 06/15/2031 144A                                                                       | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5373313 | PA      | $5371711.75    | 0.01%             | 2031-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.25% 09/24/2027                                                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1667000 | PA      | $1674973.84    | 0.00%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.4% 10/15/2029                                                                                                        | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1743000 | PA      | $1757717.23    | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.75% 10/15/2031                                                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3880000 | PA      | $3935686.23    | 0.01%             | 2031-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 5.7% 11/01/2054                                                                                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2195419.27    | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL1 TR                                                                                           | ATLX 2024-RPL1 A1 3.85% 04/25/2064 144A                                                                                          | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2622511 | PA      | $2578542.63    | 0.01%             | 2064-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                                                        | WYNN RESORTS FIN LLC / CAP CORP 6.25% 03/15/2033 144A                                                                            | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $270628.07     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2024-2                                                                             | FOUNDATION FINANCE TRUST 2024-2 B 4.93% 03/15/2050 144A                                                                          | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       81095 | PA      | $81708.69      | 0.00%             | 2050-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2054#CB9216                                                                                                   | CUSIP: 3140QVG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4894611 | PA      | $5039791.79    | 0.01%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 09/01/2054#CB9209                                                                                                 | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1557741 | PA      | $1594887.00    | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP / NEWCREST FINANCE PTY LTD                                                                     | NEWMONT CORP / NEWCREST FINANCE PTY LTD 5.35% 03/15/2034                                                                         | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11260000 | PA      | $11897235.49   | 0.03%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                                    | APTIV SWISS HOLDINGS LTD 6.875%/VAR 12/15/2054                                                                                   | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      245000 | PA      | $255428.67     | 0.00%             | 2054-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-AIR2                                                                                    | BX COMMERCIAL MORTGAGE TRUST 2024-AIR2 A TSFR1M+169.093 10/14/2041 144A                                                          | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6109978 | PA      | $6111886.87    | 0.01%             | 2041-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BLACKROCK CDS SWAP 1% 20/12/2029                                                                                                 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              | CORP              | US        |     1267000 | NC      | $-35319.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                                    | APTIV SWISS HOLDINGS LTD 5.15% 09/13/2034                                                                                        | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      225000 | PA      | $230952.33     | 0.00%             | 2034-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                                              | NISSAN MOTOR ACCEPTANCE CO LLC FRN SOFRINDX+205 09/13/2027 144A                                                                  | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8734000.00    | 0.02%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                                              | NISSAN MOTOR ACCEPTANCE CO LLC 5.55% 09/13/2029 144A                                                                             | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39912.47      | 0.00%             | 2029-09-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                               | INTERCONTINENTAL EXCHANGE INC 3.625% 09/01/2028                                                                                  | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99328.38      | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA                                                                                              | FIEMEX ENERGIA 7.25% 01/31/2041 144A                                                                                             | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      354602 | PA      | $369643.85     | 0.00%             | 2041-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIX LTD                                                                              | MADISON PARK FUNDING XXXIX LTD AR TSFR3M+125 10/22/2034 144A                                                                     | CUSIP: 55821LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5300000 | PA      | $5296406.60    | 0.01%             | 2034-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                                                      | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.5% 10/01/2031 144A                                                      | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      203000 | PA      | $204114.20     | 0.00%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HDI AEROSPACE INTERMEDIATE HOLDING III CORP                                                                 | HEROUX DEVTEK TERM B 1LN 2/11/2032                                                                                               | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |      233238 | PA      | $233820.59     | 0.00%             | 2032-02-11      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                                                      | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7.375% 10/01/2032 144A                                                    | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      181000 | PA      | $178968.53     | 0.00%             | 2032-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | BLACKROCK CDS SWAP 1% 12/20/2029                                                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |      734000 | NC      | $-19032.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-2 MT 3.5% 05/25/2064                                                             | CUSIP: 35563PX46<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3132094 | PA      | $2801511.56    | 0.01%             | 2064-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2024-7                                                                              | VERUS SECURITIZATION TRUST 2024-7 B1 6.496% 09/25/2069 144A                                                                      | CUSIP: 924925AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      299000 | PA      | $303024.33     | 0.00%             | 2069-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                                               | HEWLETT PACKARD ENTERPRISE CO 4.85% 10/15/2031                                                                                   | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      195000 | PA      | $197749.22     | 0.00%             | 2031-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.542%/VAR 09/19/2030                                                                                              | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    13829000 | PA      | $13992181.09   | 0.03%             | 2030-09-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.411%/VAR 09/19/2039                                                                                              | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      167000 | PA      | $168197.59     | 0.00%             | 2039-09-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                                              | SERVICE CORP INTERNATIONAL INC 5.75% 10/15/2032                                                                                  | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      910000 | PA      | $927753.19     | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                                            | GGAM FINANCE LTD 5.875% 03/15/2030 144A                                                                                          | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      260000 | PA      | $264113.20     | 0.00%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 01/01/2053#CB5494                                                                                                 | CUSIP: 3140QRC84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4701437 | PA      | $4974630.31    | 0.01%             | 2053-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONALFIN AUTH REV                                                                  | NEW YORK AUTH 4.375% 5/1/2037                                                                                                    | CUSIP: 64972JLP1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     6565000 | PA      | $6469231.09    | 0.01%             | 2037-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 10/01/2035#SB8504                                                                                                 | CUSIP: 3132D6NV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3234948 | PA      | $3114431.88    | 0.01%             | 2035-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#DA1087                                                                                                   | CUSIP: 3140A1F51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1114840 | PA      | $1145626.00    | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#DA1083                                                                                                   | CUSIP: 3140A1FZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1745473 | PA      | $1796728.19    | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 11/01/2053#QH4626                                                                                                   | CUSIP: 3133CHD77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1848908 | PA      | $1903026.51    | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#QH3517                                                                                                   | CUSIP: 3133CF4A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      208595 | PA      | $215629.62     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     1700000 | NC      | $-19971.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WILDWOOD PARK CLO LTD                                                                                       | WILDWOOD PARK CLO LTD A TSFR3M+136 10/20/2037 144A                                                                               | CUSIP: 968209AA4<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250779.75     | 0.00%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                                                 | YORKSHIRE WATER FINANCE PLC 6.375% 11/18/2034 REGS                                                                               | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     1160000 | PA      | $1640518.46    | 0.00%             | 2034-11-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | BOEING CO-THE SNR S* ICE                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |      300000 | NC      | $11576.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2051#FM7694                                                                                                   | CUSIP: 3140XBRQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1792320 | PA      | $1644804.18    | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2049#SD7503                                                                                                 | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8414502 | PA      | $8031844.49    | 0.02%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 20-H08 FC TSFR1M+76.448 02/20/2070                                                                  | CUSIP: 38380L7K3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      259920 | PA      | $260598.94     | 0.00%             | 2070-02-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 19-H20 FC TSFR1M+61.448 11/20/2069                                                                  | CUSIP: 38380LQ55<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      494553 | PA      | $494670.93     | 0.00%             | 2069-11-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                                                         | KIMCO REALTY OP LLC 4.85% 03/01/2035                                                                                             | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18204.78      | 0.00%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TR 2024-B                                                                          | MERCEDES-BENZ AUTO LEASE TR 2024-B 4.89% 02/15/2028                                                                              | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6175284 | PA      | $6187283.54    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2052#FS8908                                                                                                 | CUSIP: 3140XQ3S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3681264 | PA      | $3276409.59    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2048#ZT2430                                                                                                 | CUSIP: 3132AEVX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      798228 | PA      | $762177.52     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FS7871                                                                                                   | CUSIP: 3140XPW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3008862 | PA      | $2532948.94    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD                                                                                            | SYMPHONY CLO LTD A1AR TSFR3M+118 04/18/2033 144A                                                                                 | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3395366 | PA      | $3395953.40    | 0.01%             | 2033-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                                                                     | BX COML MTG TR 2024-XL5 TSFR1M+268.98 03/15/2041 144A                                                                            | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      681100 | PA      | $681525.70     | 0.00%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ACCELERATED 2024-1 LLC                                                                                      | ACCELERATED 2024-1A D LLC 7.85% 08/22/2044 144A                                                                                  | CUSIP: 00440MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1840145 | PA      | $1860180.01    | 0.00%             | 2044-08-22      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GLDEN BAR SECURITISATION SRL                                                                                | GOLDEN BAR SECURITISATION SRL 2024-1 B 3MEUR+150 09/22/2043 REGS                                                                 | CUSIP: N/A<br>LEI: 549300GESLGUWWGJRM09       | Long             | ABS-CBDO         | CORP              | IT        |       61073 | PA      | $72874.38      | 0.00%             | 2043-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AGL CLO 20 LTD                                                                                              | AGL CLO 20 LTD A1R TSFR3M+137 10/20/2037 144A                                                                                    | CUSIP: 00119CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    16000000 | PA      | $16050192.00   | 0.04%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTUNA CONSUMER LOAN ABS 2024-2 DAC                                                                        | FORTUNA CONSUMER LOAN ABS 2024-2 DAC STEP 10/18/2034                                                                             | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-CBDO         | CORP              | IE        |       78067 | PA      | $93889.33      | 0.00%             | 2034-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 5.625% 09/30/2031 144A                                                                               | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1230000 | PA      | $1268311.23    | 0.00%             | 2031-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRONOX FIN LLC                                                                                              | TRONOX TERM B 1LN 09/30/2031                                                                                                     | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |      219521 | PA      | $170677.90     | 0.00%             | 2031-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2016-12 LTD                                                                                         | OCP CLO 2016-12 LTD BAR3 TSFR3M+168 10/18/2037 144A                                                                              | CUSIP: 67092RBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250513.25     | 0.00%             | 2037-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2024-OMNI                                                                 | J P MORGAN CHASE COML MTG SECS TR 2024-OMNI A VAR 10/05/2039 144A                                                                | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1110000 | PA      | $1128407.57    | 0.00%             | 2039-10-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2024-5C29                                                                                      | BBCMS MTG TR 2024-5C29 XB CSTR 09/15/2057                                                                                        | CUSIP: 05555PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   147436000 | PA      | $4939327.15    | 0.01%             | 2057-09-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.454% 11/01/2032#BM6491                                                                                               | CUSIP: 3140JBF92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5207470 | PA      | $4488596.67    | 0.01%             | 2032-11-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2016-12 LTD                                                                                         | OCP CLO 2016-12 LTD XR3 TSFR3M+120 10/18/2037 144A                                                                               | CUSIP: 67092RAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      187500 | PA      | $187507.88     | 0.00%             | 2037-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                                        | ALPHA GENERATION LLC 6.75% 10/15/2032 144A                                                                                       | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      245000 | PA      | $254559.41     | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2020-2 LTD                                                                                  | EATON VANCE CLO 2020-2 LTD AR2 TSFR3M+138 10/15/2037 144A                                                                        | CUSIP: 27829PAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6200000 | PA      | $6209070.60    | 0.01%             | 2037-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GREAT PORTLAND ESTATES PLC                                                                                  | GREAT PORTLAND ESTATES PLC 5.375% 09/25/2031 REGS                                                                                | CUSIP: N/A<br>LEI: 213800JMEDD2Q4N1MC42       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $411893.74     | 0.00%             | 2031-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SLAM LTD                                                                                                    | SLAM LTD 2024-1A A 5.335% 09/15/2049 144A                                                                                        | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3365675 | PA      | $3438346.48    | 0.01%             | 2049-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL2                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL2 5.443% 09/25/2039 144A                                                             | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2017750.80    | 0.00%             | 2039-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST                                                                                       | TERWIN MORTGAGE TRUST STEP 06/25/2036                                                                                            | CUSIP: 881561VF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      172992 | PA      | $163073.95     | 0.00%             | 2036-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA EURO CLO II DC                                                                                         | VOYA EURO CLO II DC AR 3MEUR+96 07/15/2035 144A                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     8100000 | PA      | $9547157.00    | 0.02%             | 2035-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3                                                                    | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3 5.39% 01/16/2035 144A                                                                   | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3045421.20    | 0.01%             | 2035-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                                                                     | TITANIUM 2L BONDCO SARL PIK 6.25% 01/14/2031                                                                                     | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |     3716100 | PA      | $818977.27     | 0.00%             | 2031-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OSS 2024-H6 MTG TR                                                                                          | CROSS 2024-H6 MORTGAGE TRUST 5.129% 09/25/2069 144A                                                                              | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5828084 | PA      | $5846373.08    | 0.01%             | 2069-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TR 2024-2                                                                            | DRIVE AUTO RECEIVABLES TR 2024-2 4.94% 05/17/2032                                                                                | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2224447.72    | 0.00%             | 2032-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N3                                                                      | CARVANA AUTO RECEIVABLES TRUST 2024-N3 5.38% 12/10/2030 144A                                                                     | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3033644.70    | 0.01%             | 2030-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I INC 2021-230P                                                                      | MORGAN STANLEY CAPITAL I INC 2021-230P TSFR1M+ 12/15/2038 144A                                                                   | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30000 | PA      | $28649.70      | 0.00%             | 2038-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 9 LTD                                                                                    | OHA CREDIT FUNDING 9 LTD A1R TSFR3M+135 10/19/2037 144A                                                                          | CUSIP: 67690AAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $271125.90     | 0.00%             | 2037-10-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 9 LTD                                                                                    | OHA CREDIT FUNDING 9 LTD B1R TSFR3M+170 10/19/2037 144A                                                                          | CUSIP: 67690AAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250660.50     | 0.00%             | 2037-10-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.625% 09/30/2031                                                                                                      | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    67794000 | PA      | $67907872.90   | 0.15%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBA TR 2024-7IND                                                                                            | LBA TR 2024-7IND D TSFR1M+264.1 10/15/2041 144A                                                                                  | CUSIP: 52109XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      141328 | PA      | $141456.90     | 0.00%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                                                                           | BUBBLES BIDCO SPA 6.5% 09/30/2031 REGS                                                                                           | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      200000 | PA      | $243821.49     | 0.00%             | 2031-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                                                                      | HTL COMMERCIAL MORTGAGE TRUST 2024-T53 D VAR 05/10/2039 144A                                                                     | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1503605 | PA      | $1529913.13    | 0.00%             | 2039-05-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM3 TR                                                                                           | PRPM 2024-NQM3 A1 5.228% 08/25/2069 144A                                                                                         | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6352994 | PA      | $6379974.57    | 0.01%             | 2069-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XXI DAC                                                                              | CVC CORDATUS LOAN FUND XXI DAC A1E 3MEUR+96 09/22/2034 144A                                                                      | CUSIP: N/A<br>LEI: 549300830IXOSQG2RQ34       | Long             | ABS-CBDO         | CORP              | IE        |     8000000 | PA      | $9463925.92    | 0.02%             | 2034-09-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CONE TR 2024-DFW1                                                                                           | CONE TR 2024-DFW1 TSFR1M+303.971 08/15/2041 144A                                                                                 | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43000 | PA      | $42957.21      | 0.00%             | 2041-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MTG LN TR 2019-3                                                                                | RESIDENTIAL MTG LN TR 2019-3 B2 VAR 09/25/2059 144A                                                                              | CUSIP: 76119NAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      136000 | PA      | $135232.47     | 0.00%             | 2059-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRVD 2A                                                                                                     | PRVD 2A ARR 3MEUR+116 10/15/2038 144A                                                                                            | CUSIP: N/A<br>LEI: 635400JFBYET5G2XFP83       | Long             | ABS-CBDO         | CORP              | IE        |     9500000 | PA      | $11264308.57   | 0.03%             | 2038-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                                                   | MATADOR RES CO 6.25% 04/15/2033 144A                                                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      340000 | PA      | $346031.94     | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC TSFR1M+46.448 11/25/2035                                                                                               | CUSIP: 12668AUP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      134151 | PA      | $97048.05      | 0.00%             | 2035-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LBA TR 2024-7IND                                                                                            | LBA TRUST 2024-7IND A TSFR1M+144.3 10/15/2041 144A                                                                               | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      553950 | PA      | $554106.13     | 0.00%             | 2041-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT 2022-1 MORTGAGE LOAN TRUST                                                                             | COLT 2022-1 MORTGAGE LOAN TRUST VAR 12/27/2066 144A                                                                              | CUSIP: 19688HAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      152000 | PA      | $135444.14     | 0.00%             | 2066-12-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 5.75% 03/24/2035 REGS                                                                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      502000 | PA      | $507522.00     | 0.00%             | 2035-03-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO VI DAC                                                                                           | ARBOUR CLO VI DAC AR 3MEUR+115 11/15/2037 144A                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     9400000 | PA      | $11145725.79   | 0.02%             | 2037-11-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| RCKT MTG TR 2024-CES7                                                                                       | RCKT MTG TR 2024-CES7 A1A VAR 10/25/2044 144A                                                                                    | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2352028 | PA      | $2359956.37    | 0.01%             | 2044-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP                                                    | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP 8.25% 10/01/2031 144A                                                   | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      405000 | PA      | $426398.18     | 0.00%             | 2031-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                                 | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                                                | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      540000 | PA      | $558058.68     | 0.00%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 4.7% 01/15/2035                                                                                                 | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      445000 | PA      | $442580.16     | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                                                | GUARDIAN LIFE GLOBAL FUNDING 4.179% 09/26/2029 144A                                                                              | CUSIP: 40139LBJ1<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |      190000 | PA      | $190935.28     | 0.00%             | 2029-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                                     | SIMON PROPERTY GROUP LP 4.75% 09/26/2034                                                                                         | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      141000 | PA      | $141972.85     | 0.00%             | 2034-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2024-NSTB                                                                           | MORGAN STANLEY CAP I TR 2024-NSTB A VAR 07/20/2032 144A                                                                          | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12241959 | PA      | $12086480.15   | 0.03%             | 2057-09-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVE and BUSTERS INC                                                                                        | DAVE and BUSTER'S TERM B 1LN 11/01/2031                                                                                          | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |      228471 | PA      | $203910.11     | 0.00%             | 2031-11-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 4.55% 09/26/2029 144A                                                                                           | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2738456.88    | 0.01%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4 TRUST                                                                                        | AMSR 2021-SFR4 TRUST 3.158% 12/17/2038 144A                                                                                      | CUSIP: 66982FAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2439601.25    | 0.01%             | 2038-12-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMSR 2022-SFR3 TRUST                                                                                        | AMSR 2022-SFR3 F TRUST 4% 10/17/2039 144A                                                                                        | CUSIP: 66981YAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2322985.68    | 0.01%             | 2039-10-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      100000 | NC      | $16740.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                                                      | SABLE INTL FIN LTD 7.125% 10/15/2032 144A                                                                                        | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      315000 | PA      | $318781.98     | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI MILANO NV                                                                                    | DAVIDE CAMPARI MILANO NV CONV 2.375% 01/17/2029 REGS                                                                             | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | DBT              | CORP              | NL        |      800000 | PA      | $933712.48     | 0.00%             | 2029-01-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-1 M4 VAR 02/25/2052 144A                                                             | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70855 | PA      | $61121.24      | 0.00%             | 2052-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2022-SFR1                                                                         | NEW RESIDENTIAL MTG LN TR 2022-SFR1 F 4.443% 02/17/2039 144A                                                                     | CUSIP: 64831KAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2063868.87    | 0.00%             | 2039-02-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.2% 09/27/2029                                                                                                      | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7901739.44    | 0.02%             | 2029-09-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.7% 09/27/2034                                                                                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      271000 | PA      | $254674.65     | 0.00%             | 2034-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 5.375% 09/27/2054                                                                                                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       31000 | PA      | $25097.83      | 0.00%             | 2054-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                             | DANSKE BANK AS (UNGTD) 4.613%/VAR 10/02/2030 144A                                                                                | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      412000 | PA      | $417399.27     | 0.00%             | 2030-10-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                                                  | NBN CO LTD 4% 10/01/2027 144A                                                                                                    | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     7200000 | PA      | $7216060.25    | 0.02%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                                 | AKER BP ASA 5.8% 10/01/2054 144A                                                                                                 | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      180000 | PA      | $169062.02     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGATA XII FUNDING LTD                                                                                      | REGATA XII FUNDING LTD ARR TSFR3M+139 10/15/2037 144A                                                                            | CUSIP: 75888HAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1320000 | PA      | $1323632.64    | 0.00%             | 2037-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4                                                                 | CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4 3.375% 12/25/2064 144A                                                               | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10043177 | PA      | $9192012.87    | 0.02%             | 2064-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2051#FM7484                                                                                                 | CUSIP: 3140XBJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6350745 | PA      | $5622540.72    | 0.01%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMD2 RE-REMIC TR 2019-FRR1                                                                                  | BMD2 RE-REMIC TR 2019-FRR1 6C 0% 05/25/2052 144A                                                                                 | CUSIP: 055631CJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4200000 | PA      | $3358359.90    | 0.01%             | 2052-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN 45 SENIOR LOAN FUND                                                                                  | DRYDEN 45 SENIOR LOAN FUND BRR TSFR3M+165 10/15/2030 144A                                                                        | CUSIP: 26244MBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $4006408.00    | 0.01%             | 2030-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2047#FP0111                                                                                                   | CUSIP: 3140XTDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4482190 | PA      | $4205525.20    | 0.01%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK LTD                                                                                          | SANDSTONE PEAK LTD A2R TSFR3M+168 10/15/2034 144A                                                                                | CUSIP: 800130AQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00     | 0.00%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK LTD                                                                                          | SANDSTONE PEAK LTD B1R TSFR3M+183 10/15/2034 144A                                                                                | CUSIP: 800130AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00     | 0.00%             | 2034-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.35% 02/15/2030                                                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8740000 | PA      | $8848498.10    | 0.02%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.8% 10/15/2034                                                                                                     | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      216000 | PA      | $218401.65     | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 6% 09/24/2044 144A                                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      646000 | PA      | $762214.43     | 0.00%             | 2044-09-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2052#FS8764                                                                                                   | CUSIP: 3140XQW29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1053030 | PA      | $886471.54     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY562349 11/18/64 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      500000 | NC      | $75568.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 9%/VAR PERP 144A                                                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |     6030000 | PA      | $5273692.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 09/01/2054#SD7574                                                                                                   | CUSIP: 3132DVMX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13920505 | PA      | $14528076.78   | 0.03%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                                               | ECHOSTAR CORP 10.75% 11/30/2029                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     4804600 | PA      | $5247680.21    | 0.01%             | 2029-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 09/01/2054#SD6419                                                                                                   | CUSIP: 3132DUDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14958649 | PA      | $15662951.43   | 0.03%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APCOA PARKING HOLDINGS GMBH                                                                                 | APCOA PARKING HOLDINGS GMBH 6% 04/15/2031 REGS                                                                                   | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |      235000 | PA      | $280319.63     | 0.00%             | 2031-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                                                                             | OEG FINANCE PLC 7.25% 09/27/2029 REGS                                                                                            | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      257000 | PA      | $318876.65     | 0.00%             | 2029-09-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                                                                        | DYNAMO NEWCO II GMBH 6.25% 10/15/2031 REGS                                                                                       | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |      150000 | PA      | $179883.81     | 0.00%             | 2031-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RR 32 LTD / RR 32 LLC                                                                                       | RR 32 LTD / RR 32 LLC A2R TSFR3M+170 10/15/2039 144A                                                                             | CUSIP: 74988CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250598.25     | 0.00%             | 2039-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RR 32 LTD / RR 32 LLC                                                                                       | RR 32 LTD / RR 32 LLC A1R TSFR3M+136 10/15/2039 144A                                                                             | CUSIP: 74988CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250797.50     | 0.00%             | 2039-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HILL 2024-2FL D                                                                                             | HILL 2024-2FL D 1MEUR+195 10/18/2032 REGS                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | NL        |       83359 | PA      | $97431.94      | 0.00%             | 2032-10-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                                                | US FOODS INC 5.75% 04/15/2033 144A                                                                                               | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      595000 | PA      | $606916.07     | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SHR TR 2024-LXRY                                                                                            | SHR TR 2024-LXRY D TSFR1M+350 10/15/2041 144A                                                                                    | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      101000 | PA      | $101927.28     | 0.00%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                                                | NEW FORTRESS 12% 11/15/2029 144A                                                                                                 | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88505 | PA      | $31994.56      | 0.00%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2052#FS8710                                                                                                   | CUSIP: 3140XQVC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9105746 | PA      | $8373376.65    | 0.02%             | 2052-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHR TR 2024-LXRY                                                                                            | SHR TR 2024-LXRY TSFR1M+195 10/15/2041 144A                                                                                      | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      498000 | PA      | $498622.50     | 0.00%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | CDX HY43 5Y ICE                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    40986000 | NC      | $288576.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                                                       | BELRON UK FINANCE PLC 5.75% 10/15/2029 144A                                                                                      | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $204386.80     | 0.00%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2018-II LTD                                                                                    | CIFC FUNDING 2018-II LTD A1R TSFR3M+137 10/20/2037 144A                                                                          | CUSIP: 17180WAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    28750000 | PA      | $28845392.50   | 0.06%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-37 LTD / OCPCLO 2024-37 LLC                                                                    | OCP CLO 2024-37 LTD / OCPCLO 2024-37 LLC A1 TSFR3M+136 10/15/2037 144A                                                           | CUSIP: 67120AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $251089.25     | 0.00%             | 2037-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-37 LTD / OCPCLO 2024-37 LLC                                                                    | OCP CLO 2024-37 LTD / OCPCLO 2024-37 LLC B1 TSFR3M+168 10/15/2037 144A                                                           | CUSIP: 67120AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250656.00     | 0.00%             | 2037-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HIH TRUST 2024-61P                                                                                          | HIH TRUST 2024-61P A TSFR1M+ 10/15/2041 144A                                                                                     | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170585 | PA      | $171003.12     | 0.00%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                                                  | TEREX CORP NEW 6.25% 10/15/2032 144A                                                                                             | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      265000 | PA      | $272915.02     | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HIH TRUST 2024-61P                                                                                          | HIH TRUST 2024-61P D TSFR1M+ 10/15/2041 144A                                                                                     | CUSIP: 40444VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       66338 | PA      | $66462.79      | 0.00%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LV TR 2024-SHOW                                                                                             | LV TR 2024-SHOW A VAR 10/10/2029 144A                                                                                            | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22005 | PA      | $22513.54      | 0.00%             | 2041-10-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                                                 | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 5.875% 04/15/2033 144A                                                               | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      180000 | PA      | $182540.88     | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                                                              | EDGE FINCO PLC 8.125% 08/15/2031 REGS                                                                                            | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $288745.78     | 0.00%             | 2031-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ARES LV CLO LTD                                                                                             | ARES LV CLO LTD A1R2 TSFR3M+137 10/15/2037 144A                                                                                  | CUSIP: 04018BAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4228000 | PA      | $4233902.29    | 0.01%             | 2037-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                                               | BGC GROUP INC 6.6% 06/10/2029                                                                                                    | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3151996.17    | 0.01%             | 2029-06-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 6% 12/07/2033                                                                                        | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     3200000 | PA      | $3420524.54    | 0.01%             | 2033-12-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 09/20/2054#MA9906                                                                                                   | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    13980312 | PA      | $14203581.27   | 0.03%             | 2054-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES TR 2024-IND2                                                                                           | ARES TR 2024-IND2 A TSFR1M+144.3 10/15/2034 144A                                                                                 | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      680000 | PA      | $680191.83     | 0.00%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 2005-29CB A6 5.5% 07/25/2035                                                                                           | CUSIP: 12667GUS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       76450 | PA      | $42183.45      | 0.00%             | 2035-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 5 LTD                                                                                    | OHA CREDIT FUNDING 5 LTD B1R TSFR3M+170 10/18/2037 144A                                                                          | CUSIP: 67113GAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250556.75     | 0.00%             | 2037-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                                                       | ACCENTURE CAPITAL INC 4.25% 10/04/2031                                                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     3330000 | PA      | $3342514.41    | 0.01%             | 2031-10-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                                                    | FERGUSON ENTERPRISES INC 5% 10/03/2034                                                                                           | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |      840000 | PA      | $853360.54     | 0.00%             | 2034-10-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 10/01/2054#CB9336                                                                                                   | CUSIP: 3140QVLS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1893644 | PA      | $1982211.10    | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2054#CB9149                                                                                                   | CUSIP: 3140QVEX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1542660 | PA      | $1615293.09    | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-BRBK                                                                                             | BX TR 2024-BRBK TSFR1M+392.66 10/15/2041 144A                                                                                    | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      559000 | PA      | $561591.97     | 0.00%             | 2041-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL PLC                                                                                 | BIOCON BIOLOGICS GLOBAL PLC 6.67% 10/09/2029 REGS                                                                                | CUSIP: N/A<br>LEI: 254900PMQN51VACG2D55       | Long             | DBT              | CORP              | GB        |      800000 | PA      | $808413.36     | 0.00%             | 2029-10-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2022-1 LTD                                                                                    | WELLFLEET CLO 2022-1 LTD A1RN TSFR3M+142 07/15/2037 144A                                                                         | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7750000 | PA      | $7758912.50    | 0.02%             | 2037-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                                               | ABU DHABI NATL ENERGY CO PJSC 4.375% 10/09/2031 144A                                                                             | CUSIP: 00388WAQ4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    11000000 | PA      | $11004620.00   | 0.02%             | 2031-10-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                                                  | HILCORP ENERGY I LP/FIN CO 7.25% 02/15/2035 144A                                                                                 | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99043.20      | 0.00%             | 2035-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                                                         | TOWD POINT MORTGAGE TRUST 2024-CES5 5.202% 09/25/2064 144A                                                                       | CUSIP: 89183QAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3009046.20    | 0.01%             | 2064-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                                                         | TOWD POINT MORTGAGE TRUST 2024-CES5 5.167% 09/25/2064 144A                                                                       | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3331199 | PA      | $3341525.12    | 0.01%             | 2064-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-BRBK                                                                                             | BX TR 2024-BRBK A TSFR1M+287.964 10/15/2041 144A                                                                                 | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460000 | PA      | $462130.49     | 0.00%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LENDMARK FDG TR 2024-2                                                                                      | LENDMARK FDG TR 2024-2 4.86% 02/21/2034 144A                                                                                     | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100630.87     | 0.00%             | 2034-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                                               | BMP 2024-MF23 D TSFR1M+ 06/15/2041 144A                                                                                          | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1463000 | PA      | $1464371.56    | 0.00%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP                                                                   | ASCENT RESOURCES UTICA LLC / ARU FIN CORP 6.625% 10/15/2032 144A                                                                 | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      790000 | PA      | $820728.63     | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BALCAN INNOVATIONS INC                                                                                      | BALCAN INNOVATIONS TERM B 1LN 10/18/2031                                                                                         | CUSIP: N/A<br>LEI: 549300C2CLNRVCUDIH93       | Long             | LON              | CORP              | CA        |      133937 | PA      | $90183.84      | 0.00%             | 2031-10-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TCP SUNBELT ACQUISITION CO                                                                                  | SUNBELT SOLOMON TERM B 1LN 10/24/2031                                                                                            | CUSIP: 87233DAB3<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |      173250 | PA      | $172926.02     | 0.00%             | 2031-10-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 10/01/2054#RJ2642                                                                                                   | CUSIP: 3142GS5C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2799291 | PA      | $2930216.32    | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                                                                       | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.56% 11/20/2028 144A                                                                      | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3400000 | PA      | $3437648.88    | 0.01%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OFSI BSL XIV CLO LTD                                                                                        | OFSI BSL XIV CLO LTD A TSFR3M+146 07/20/2037 144A                                                                                | CUSIP: 67119GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $10009200.00   | 0.02%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2024-FL9 ISSUER LLC                                                                               | FS RIALTO 2024-FL9 ISSUER LLC A TSFR1M+163.063 10/19/2039 144A                                                                   | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245000 | PA      | $245604.64     | 0.00%             | 2039-10-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR2 TR                                                                                 | FIRSTKEY HOMES 2021-SFR2 F2 TR 3.157% 09/17/2038 144A                                                                            | CUSIP: 33767TAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2364191.04    | 0.01%             | 2038-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-5                                                                              | VELOCITY COML CAP LN TR 2024-5 M2 VAR 10/25/2054 144A                                                                            | CUSIP: 92261AAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       93790 | PA      | $94112.04      | 0.00%             | 2054-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR3 TR                                                                                 | FIRSTKEY HOMES 2021-SFR3 F2 TR 3.832% 12/17/2038 144A                                                                            | CUSIP: 33768JAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2944753.50    | 0.01%             | 2038-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-5                                                                              | VELOCITY COML CAP LN TR 2024-5 VAR 10/25/2054 144A                                                                               | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      163724 | PA      | $165289.06     | 0.00%             | 2054-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-5                                                                              | VELOCITY COML CAP LN TR 2024-5 M3 VAR 10/25/2054 144A                                                                            | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       78735 | PA      | $79368.87      | 0.00%             | 2054-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-R1 LLC                                                                                            | CFMT 2024-R1 A1 LLC 4% 10/25/2054 144A                                                                                           | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      264452 | PA      | $261193.93     | 0.00%             | 2054-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 04/01/2052#SD1090                                                                                                   | CUSIP: 3132DNF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40104 | PA      | $33722.81      | 0.00%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QB8975                                                                                                   | CUSIP: 3133AF6L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21091 | PA      | $17755.38      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QB9482                                                                                                   | CUSIP: 3133AGRB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      245482 | PA      | $206654.28     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QB9961                                                                                                   | CUSIP: 3133AHB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      304560 | PA      | $256388.01     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QC0041                                                                                                   | CUSIP: 3133AJBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      286010 | PA      | $240772.05     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2051#QC7127                                                                                                   | CUSIP: 3133AR4L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      234475 | PA      | $197167.90     | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2051#QC6303                                                                                                   | CUSIP: 3133ARAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      232428 | PA      | $195446.72     | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2050#BQ1905                                                                                                   | CUSIP: 3140KMDK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27138 | PA      | $22854.01      | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2051#BR2644                                                                                                   | CUSIP: 3140L05E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23655 | PA      | $19913.58      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#BR4722                                                                                                   | CUSIP: 3140L3G88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24590 | PA      | $20700.46      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#BR4756                                                                                                   | CUSIP: 3140L3JA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31529 | PA      | $26541.63      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#BR5487                                                                                                   | CUSIP: 3140L4CZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20252 | PA      | $17048.99      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 05/01/2051#BR6340                                                                                                   | CUSIP: 3140L5BJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70553 | PA      | $59393.83      | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#BU5836                                                                                                   | CUSIP: 3140M7PW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143230 | PA      | $120441.20     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 01/01/2051#CA8440                                                                                                   | CUSIP: 3140QGLW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73187 | PA      | $61633.66      | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#FM6343                                                                                                   | CUSIP: 3140XABM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      157384 | PA      | $132490.70     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#FM9080                                                                                                   | CUSIP: 3140XDCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155633 | PA      | $130870.41     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                                        | IHO VERWALTUNGS GMBH PIK VAR 11/15/2031 REGS                                                                                     | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $127998.64     | 0.00%             | 2031-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                                         | CHENIERE ENERGY INC 5.65% 04/15/2034                                                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     1482000 | PA      | $1558409.12    | 0.00%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                                                      | JEFFERIES FIN LLC/JFIN 6.625% 10/15/2031 144A                                                                                    | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $58424.41      | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-R1 LLC                                                                                            | CFMT 2024-R1 LLC 4% 10/25/2054 144A                                                                                              | CUSIP: 12530YAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $145161.99     | 0.00%             | 2054-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                                                            | WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A                                                                   | CUSIP: 95003YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6587000 | PA      | $6578424.38    | 0.01%             | 2041-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                                                            | WELLS FARGO COML MTG TR 2024-GRP TSFR1M+229.06 10/15/2041 144A                                                                   | CUSIP: 95003YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4700000 | PA      | $4701634.66    | 0.01%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                                            | KBC GROUPE SA/NV 4.932%/VAR 10/16/2030 144A                                                                                      | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     8910000 | PA      | $9138077.38    | 0.02%             | 2030-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                                             | EASTERN ENERGY GAS HOLDINGS LLC 5.65% 10/15/2054                                                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1560808.70    | 0.00%             | 2054-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF6 LLC                                                                                          | PRPM 2024-RCF6 A1 LLC VAR 10/25/2054 144A                                                                                        | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      237546 | PA      | $235377.13     | 0.00%             | 2064-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                                                      | PATRICK INDUSTRIES INC 6.375% 11/01/2032 144A                                                                                    | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      250000 | PA      | $256780.50     | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 11/25/2032                                                                                    | CUSIP: 3137HDJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61891 | PA      | $62528.17      | 0.00%             | 2032-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                                                        | SHELL FINANCE US INC 4% 05/10/2046                                                                                               | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       87000 | PA      | $71957.90      | 0.00%             | 2046-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                                                        | SHELL FINANCE US INC 3.75% 09/12/2046                                                                                            | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $51579.07      | 0.00%             | 2046-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 TRUST                                                                                         | MFA 2024-NPL1 TRUST 6.33% 09/25/2054                                                                                             | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      474776 | PA      | $478182.95     | 0.00%             | 2054-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 5.005%/VAR 10/15/2030 144A                                                                                | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     5900000 | PA      | $6039418.53    | 0.01%             | 2030-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TR 2024-ATRM                                                                         | ATRIUM HOTEL PORTFOLIO TR 2024-ATRM E 9.52014% 11/10/2029 144A                                                                   | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       84000 | PA      | $86670.81      | 0.00%             | 2029-11-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TR 2024-ATRM                                                                         | ATRIUM HOTEL PORTFOLIO TR 2024-ATRM 5.58952% 11/10/2029 144A                                                                     | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $421427.77     | 0.00%             | 2029-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | ROYAL BANK OF CANADA 4.522%/VAR 10/18/2028                                                                                       | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      493000 | PA      | $497977.01     | 0.00%             | 2028-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | ROYAL BANK OF CANADA 4.65%/VAR 10/18/2030                                                                                        | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     3805000 | PA      | $3881608.84    | 0.01%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 7.375% 05/01/2033 144A                                                                                      | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      510000 | PA      | $523378.38     | 0.00%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 6.875% 11/01/2029 144A                                                                                      | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1071215.60    | 0.00%             | 2029-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-3 LTD                                                                          | BAIN CAPITAL CREDIT CLO 2020-3 LTD A1RR TSFR3M+121 10/23/2034 144A                                                               | CUSIP: 05684CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7300000 | PA      | $7300000.00    | 0.02%             | 2034-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.25% 10/27/2059 144A                                                                     | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640116 | PA      | $641386.13     | 0.00%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                                                                            | NORINCHUKIN BANK 5.094% 10/16/2029 144A                                                                                          | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10282234.50   | 0.02%             | 2029-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COS GLOBAL FUNDING                                                                          | MUTUAL OF OMAHA COS GLOBAL FUNDING 4.75% 10/15/2029 144A                                                                         | CUSIP: 62829D2E9<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1628886.80    | 0.00%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSTL COMMERCIAL MORTGAGE TRUST 2024-GATE                                                                    | CSTL COMMERCIAL MORTGAGE TRUST 2024-GATE A VAR 11/10/2029 144A                                                                   | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      440000 | PA      | $446259.35     | 0.00%             | 2041-11-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-CES2                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2024-CES2 5.549% 09/25/2054 144A                                                                 | CUSIP: 10570PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      353852 | PA      | $356535.50     | 0.00%             | 2054-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2021-FRR1                                                                                | GAM RE-REMIC TRUST 2021-FRR1 1D 0% 11/29/2050 144A                                                                               | CUSIP: 364614AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4588858.50    | 0.01%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-B                                                                       | MARINER FINANCE ISSUANCE TRUST 2024-BA E 8.8% 11/20/2038 144A                                                                    | CUSIP: 56847GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4247588.80    | 0.01%             | 2038-11-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 A3 5.15% 10/27/2059 144A                                                                  | CUSIP: 39571XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3571382.15    | 0.01%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 A4 5.15% 10/27/2059 144A                                                                  | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      111593 | PA      | $113670.42     | 0.00%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-B                                                                       | MARINER FINANCE ISSUANCE TRUST 2024-B 4.91% 11/20/2038 144A                                                                      | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      792000 | PA      | $809778.42     | 0.00%             | 2038-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.26% 10/27/2059 144A                                                                     | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      678395 | PA      | $689152.93     | 0.00%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-PURE                                                                      | BX COMMERCIAL MORTGAGE TRUST 2024-PURE CAON+190 11/15/2029 144A                                                                  | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |       68106 | PA      | $50273.11      | 0.00%             | 2041-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD                                                                                   | CARLYLE US CLO 2024-6 LTD E TSFR3M+575 10/25/2037 144A                                                                           | CUSIP: 14319QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      150000 | PA      | $143771.55     | 0.00%             | 2037-10-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 10/01/2054#SD8469                                                                                                 | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4351196 | PA      | $4430478.38    | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 02/01/2053#BX6155                                                                                                   | CUSIP: 3140NAZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38502 | PA      | $38916.21      | 0.00%             | 2053-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 04/01/2053#BX8230                                                                                                   | CUSIP: 3140NDEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1114554 | PA      | $1126289.50    | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST 2024-MH1                                                                             | CASCADE MH ASSET TRUST 2024-MH1 B2 VAR 11/25/2056 144A                                                                           | CUSIP: 14731VAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1450000 | PA      | $1487101.15    | 0.00%             | 2056-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST 2024-MH1                                                                             | CASCADE MH ASSET TRUST 2024-MH1 B1 VAR 11/25/2056 144A                                                                           | CUSIP: 14731VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2123000 | PA      | $2270566.12    | 0.01%             | 2056-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2054#DC3051                                                                                                   | CUSIP: 3140AQL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7992037 | PA      | $8035981.04    | 0.02%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2                                                                                            | PIKES PEAK CLO 2 ARR TSFR3M+122 10/11/2034 144A                                                                                  | CUSIP: 72133JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $5001560.00    | 0.01%             | 2034-10-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-I LTD                                                                                     | CIFC FUNDING 2019-I LTD A1R2 TSFR3M+136 10/20/2037 144A                                                                          | CUSIP: 12553DAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      294000 | PA      | $294408.07     | 0.00%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 4                                                                                            | PIKES PEAK CLO 4 ARR TSFR3M+121 07/15/2034 144A                                                                                  | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11300000 | PA      | $11305548.30   | 0.03%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                                                         | ARBOR REALTY SR INC 9% 10/15/2027 144A                                                                                           | CUSIP: 03881NAG2<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2998010.85    | 0.01%             | 2027-10-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OHA CR FDG 6 LTD / OHA CR FDG 6 LLC                                                                         | OHA CR FDG 6 LTD / OHA CR FDG 6 LLC AR2 TSFR3M+133 10/20/2037 144A                                                               | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4087000 | PA      | $4104533.23    | 0.01%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2053#CB7297                                                                                                 | CUSIP: 3140QTDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2950969 | PA      | $3058455.09    | 0.01%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2054#SD8474                                                                                                   | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    71494719 | PA      | $71912405.74   | 0.16%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 11/01/2052#CB5052                                                                                                   | CUSIP: 3140QQTJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29424 | PA      | $29770.13      | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#FS4269                                                                                                   | CUSIP: 3140XKW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66804 | PA      | $56237.36      | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 MORTGAGE LOAN TRUST                                                                             | COLT 2024-6 MORTGAGE LOAN TRUST 5.39% 11/25/2069 144A                                                                            | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-CBDO         | CORP              | US        |      699784 | PA      | $704556.78     | 0.00%             | 2069-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR3 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR3 TRUST 0% 07/17/2038 144A                                                                                | CUSIP: 33768EAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1957930.60    | 0.00%             | 2038-07-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.505%/VAR 10/22/2028                                                                                      | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2979000 | PA      | $3005183.71    | 0.01%             | 2028-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.603%/VAR 10/22/2030                                                                                      | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    39347000 | PA      | $40074346.61   | 0.09%             | 2030-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-10                                                                            | ANGEL OAK MORTGAGE TRUST 2024-10 5.348% 10/25/2069 144A                                                                          | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-CBDO         | CORP              | US        |      492495 | PA      | $495701.57     | 0.00%             | 2069-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                                                     | JANE STREET GRP/JSG FIN 6.125% 11/01/2032 144A                                                                                   | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1166926.36    | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.692%/VAR 10/23/2030                                                                              | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7135000 | PA      | $7251158.30    | 0.02%             | 2030-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.016%/VAR 10/23/2035                                                                              | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4065000 | PA      | $4107137.83    | 0.01%             | 2035-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-INV1                                                                                   | NYMT LOAN TRUST 2024-INV1 5.379% 06/25/2069 144A                                                                                 | CUSIP: 62956XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2884344 | PA      | $2903661.70    | 0.01%             | 2069-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RAIN CITY MORTGAGE TRUST 2024-RTL1                                                                          | RAIN CITY MORTGAGE TRUST 2024-RTL1 6.53% 09/25/2029 144A                                                                         | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      338000 | PA      | $341344.21     | 0.00%             | 2029-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST 2024-2                                                                                | TOORAK MORTGAGE TRUST 2024-2 6.329% 10/25/2031 144A                                                                              | CUSIP: 89055KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      252000 | PA      | $252808.49     | 0.00%             | 2031-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC                                                       | ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC A1R2 TSFR3M+130 01/25/2035 144A                                            | CUSIP: 28623VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12500000 | PA      | $12494037.50   | 0.03%             | 2035-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 4.812%/VAR 10/21/2032                                                                             | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      512000 | PA      | $523496.13     | 0.00%             | 2032-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING TRUST 2024-3                                                                                | OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A                                                                               | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       13002 | PA      | $13005.90      | 0.00%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.654%/VAR 10/18/2030                                                                                             | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    40360000 | PA      | $41018799.51   | 0.09%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 6% 02/01/2033 144A                                                                                                | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102421.35     | 0.00%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                                             | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      435000 | PA      | $449863.34     | 0.00%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER 2024-2                                                                                  | SC GERMANY CONSUMER 2024-2 D 1MEUR+0 05/14/2038 REGS                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | LU        |      100000 | PA      | $118613.96     | 0.00%             | 2038-05-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONCORD MUSIC ROYALTIES LLC                                                                                 | CONCORD MUSIC ROYALTIES LLC 5.644% 10/20/2074 144A                                                                               | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      163000 | PA      | $164463.56     | 0.00%             | 2074-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2024-B OWNER TRUST                                                                  | NISSAN AUTO RECEIVABLES 2024-B OWNER TRUST 4.34% 03/15/2029                                                                      | CUSIP: 65479WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1004377.10    | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER 2024-2                                                                                  | SC GERMANY CONSUMER 2024-2 1MEUR+ 05/14/2038 REGS                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | LU        |      100000 | PA      | $118730.96     | 0.00%             | 2038-05-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A                                                               | HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A                                                       | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3484000 | PA      | $3495911.80    | 0.01%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THLOG 2024-1X B                                                                                             | THLOG 2024-1X B 3MEUR+205 11/17/2036                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |       62708 | PA      | $74223.37      | 0.00%             | 2036-11-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2031#                                                                                                         | CUSIP: 3140NWLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5024169.50    | 0.01%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                                                       | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 9.75% 01/15/2029                                                           | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      190000 | PA      | $187786.30     | 0.00%             | 2029-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| RCKT MTG TR 2024-CES-8                                                                                      | RCKT MTG TR 2024-CES-8 A1A STEP 11/25/2044 144A                                                                                  | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2568532 | PA      | $2587781.14    | 0.01%             | 2044-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR E                                                                                            | ROCC 2024-CNTR D 7.10914% 11/13/2041 144A                                                                                        | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4752443.25    | 0.01%             | 2041-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                                                                                    | MASSMUTUAL GLOBAL FDG II 4.3% 10/22/2027 144A                                                                                    | CUSIP: 57629W3T5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11098997.14   | 0.02%             | 2027-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST 2024-NQM1                                                                                        | ACRA TRUST 2024-NQM1 5.608% 10/25/2064 144A                                                                                      | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3315345 | PA      | $3344277.84    | 0.01%             | 2064-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR E                                                                                            | ROCC 2024-CNTR A 5.38834% 11/13/2041 144A                                                                                        | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8141372 | PA      | $8427483.42    | 0.02%             | 2041-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANC AMER FDG 2015-R3 TR                                                                                    | BANC AMER FDG 2015-R3 TR CSTR 03/27/2036 144A                                                                                    | CUSIP: 05990QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      282290 | PA      | $243317.85     | 0.00%             | 2036-03-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1                                                            | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1 5.35% 10/20/2046 144A                                                           | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      918871 | PA      | $936880.13     | 0.00%             | 2046-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMPAC SECD ASSETS CORP SER 2006-3                                                                           | IMPAC SECD ASSETS CORP SER 6-3 STEP 11/25/2036                                                                                   | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      251438 | PA      | $225424.92     | 0.00%             | 2036-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-4                                                                            | TOWD POINT MORTGAGE TRUST 2024-4 A1A 4.3811% 10/27/2064 144A                                                                     | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10983138 | PA      | $11179597.85   | 0.02%             | 2064-10-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024                                                                             | VERUS SECURITIZATION TRUST 2024 5.218% 09/25/2069 144A                                                                           | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7256180 | PA      | $7323446.74    | 0.02%             | 2069-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOCA CLO XXV DESIGNATED ACTIVITY CO                                                                        | AVOCA CLO XXV DESIGNATED ACTIVITY CO A 3MEUR+96 10/15/2034 144A                                                                  | CUSIP: N/A<br>LEI: 54930084KZX5P0I22S35       | Long             | ABS-CBDO         | CORP              | IE        |     5000000 | PA      | $5910274.57    | 0.01%             | 2034-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR1 TRUST 0% 05/19/2039 144A                                                                                | CUSIP: 33768NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1872587.80    | 0.00%             | 2039-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR1 TRUST 0% 05/19/2039 144A                                                                                | CUSIP: 33768NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $841180.14     | 0.00%             | 2039-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                                               | LIFE TIME INC 6% 11/15/2031 144A                                                                                                 | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |      285000 | PA      | $293552.57     | 0.00%             | 2031-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2024-2 ISSUER TRUST                                                                      | STREAM INNOVATIONS 2024-2A C 9.05% 02/15/2045 144A                                                                               | CUSIP: 86324EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1018546 | PA      | $1078180.62    | 0.00%             | 2045-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                                              | DCLI BIDCO LLC 7.75% 11/15/2029 144A                                                                                             | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1102581.28    | 0.00%             | 2029-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 11/01/2054#RJ2748                                                                                                   | CUSIP: 3142GTBS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1425981 | PA      | $1490001.88    | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                                                    | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                                                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      505000 | PA      | $503513.79     | 0.00%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 4.95% 11/01/2031                                                                                             | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     7265000 | PA      | $7473730.42    | 0.02%             | 2031-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 5.2% 02/15/2035                                                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2663031.45    | 0.01%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.518%/VAR 10/25/2035                                                                                | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1529066.24    | 0.00%             | 2035-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                                              | RAVEN ACQUISITION HOLDINGS LLC 6.875% 11/15/2031 144A                                                                            | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $202134.39     | 0.00%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2052#FS5486                                                                                                 | CUSIP: 3140XMCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      493513 | PA      | $470299.38     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 07/01/2053#RA9373                                                                                                 | CUSIP: 3133KRMW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2863588 | PA      | $2956257.27    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES                            | APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES 7.875% 11/01/2029 144A                          | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $358463.40     | 0.00%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 08/01/2054#SD6729                                                                                                 | CUSIP: 3132DUPN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3616576 | PA      | $3593915.62    | 0.01%             | 2054-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 10/31/2031                                                                                                      | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    52500000 | PA      | $53898632.55   | 0.12%             | 2031-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTA PT SECURITIZATION TR 2020-2                                                                           | VISTA PT SECURITIZATION TR 2020-2 5.16% 04/25/2065 144A                                                                          | CUSIP: 92838TAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      357200 | PA      | $351437.40     | 0.00%             | 2065-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC SERIES 2014-10R                                                                                        | CSMC SERIES 2014-10R 5.57%/VAR 05/27/2036 144A                                                                                   | CUSIP: 12649BAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      196356 | PA      | $64534.32      | 0.00%             | 2036-05-27      | Variable      | 0.10%                 | No            |                  3 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                                                              | CARMAX AUTO OWNER TRUST 2024-4 4.6% 10/15/2029                                                                                   | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $606427.44     | 0.00%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                                                    | CALIFORNIA BUYER/ATLANTI 5.625% 02/15/2032 REGS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      257000 | PA      | $309896.79     | 0.00%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-B                                                                       | MARINER FINANCE ISSUANCE TRUST 2024-BA D 6.36% 11/20/2038 144A                                                                   | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $103783.60     | 0.00%             | 2038-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP                                                                                  | GREAT CANADIAN GAMING TERM B 1LN 11/01/2029                                                                                      | CUSIP: N/A<br>LEI: 549300FU60SSFLTE0M84       | Long             | LON              | CORP              | CA        |      229834 | PA      | $223945.35     | 0.00%             | 2029-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                                                                                    | HUDSON RIVER TRADING TERM B 1LN 03/18/2030                                                                                       | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |      340335 | PA      | $335937.68     | 0.00%             | 2030-03-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 0% 07/15/2034                                                                                         | CUSIP: 88059EPB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      185000 | PA      | $128731.71     | 0.00%             | 2034-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO V DAC                                                                                    | HAYFIN EMERALD CLO V DAC AR 3MEUR+121 11/17/2037 144A                                                                            | CUSIP: N/A<br>LEI: 549300FO5F55WI5RCR50       | Long             | ABS-CBDO         | CORP              | IE        |    10000000 | PA      | $11821742.55   | 0.03%             | 2037-11-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-3AL                                                                                     | ACHV ABS TRUST 2024-3AL 5.01% 12/26/2031 144A                                                                                    | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      288142 | PA      | $291003.07     | 0.00%             | 2031-12-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA-THE ITALIAN INNOVATION CO SPA                                                                      | ALMAVIVA-THE ITALIAN INNOVATION CO SPA 5% 10/30/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $114562.75     | 0.00%             | 2030-10-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED LNS STRUCTURED TRANSACTION TR 144A                                                     | FREDDIE MAC SEASONED LNS STRUC TRANS TR SOFR30A+125 10/25/2034 144A                                                              | CUSIP: 35564CSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2681369 | PA      | $2724028.66    | 0.01%             | 2034-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                                                | DNB BANK ASA 4.853%/VAR 11/05/2030 144A                                                                                          | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      900000 | PA      | $924569.26     | 0.00%             | 2030-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 7.75% 11/07/2036                                                                                            | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      980000 | PA      | $1020376.00    | 0.00%             | 2036-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                                        | BLUE OWL FINANCE LLC 6.25% 04/18/2034                                                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99904.56      | 0.00%             | 2034-04-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-HYB1                                                                            | SEQUOIA MORTGAGE TRUST 2024-HYB1 A1A VAR 11/25/2063 144A                                                                         | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6160717 | PA      | $6236861.10    | 0.01%             | 2063-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                                                                        | ATLX 2024-RPL2 A1 TRUST 3.85% 04/25/2063 144A                                                                                    | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10445661 | PA      | $10258928.39   | 0.02%             | 2063-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2054#CB9365                                                                                                 | CUSIP: 3140QVMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2284805 | PA      | $2339287.99    | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2053#FS5757                                                                                                   | CUSIP: 3140XMMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2628355 | PA      | $2725494.95    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BFLD COML MTG TR 2024-UNIV                                                                                  | BFLD COML MTG TR 2024-UNIV TSFR1M+363.953 11/15/2029 144A                                                                        | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      134000 | PA      | $134335.00     | 0.00%             | 2041-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                           | NEWELL BRANDS INC 6.625% 05/15/2032                                                                                              | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      360000 | PA      | $360030.60     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                           | NEWELL BRANDS INC 6.375% 05/15/2030                                                                                              | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      710000 | PA      | $712203.84     | 0.00%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO 2024-2 DAC                                                                              | GROSVENOR PLACE CLO 2024-2 DAC A 3MEUR+124 01/15/2039 144A                                                                       | CUSIP: N/A<br>LEI: 635400MCCB6TWMK1AY05       | Long             | ABS-CBDO         | CORP              | IE        |    10000000 | PA      | $11856162.56   | 0.03%             | 2039-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BPR TR 2024-PMDW                                                                                            | BPR TR 2024-PMDW A VAR 11/05/2029 144A                                                                                           | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40000 | PA      | $41229.44      | 0.00%             | 2041-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                                      | CENTERPOINT ENERGY INC 6.7%/VAR 05/15/2055                                                                                       | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      133000 | PA      | $137483.16     | 0.00%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BPR COML MTG TR 2024-PK                                                                                     | BPR COML MTG TR 2024-PARK A VAR 11/05/2039 144A                                                                                  | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $102876.05     | 0.00%             | 2039-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BPR COML MTG TR 2024-PK                                                                                     | BPR COML MTG TR 2024-PARK B VAR 11/05/2039 144A                                                                                  | CUSIP: 05593UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $516712.70     | 0.00%             | 2039-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                                                           | CEDAR FUNDING LTD AR2 TSFR3M+136 10/20/2037 144A                                                                                 | CUSIP: 15033XAU0<br>LEI: 549300ZKTUZSV15HAV29 | Long             | ABS-CBDO         | CORP              | KY        |     4327000 | PA      | $4343087.79    | 0.01%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                                                   | GARDA WORLD SECURITY CORP 8.375% 11/15/2032 144A                                                                                 | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $102419.60     | 0.00%             | 2032-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                                                    | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG E TSFR1M+418.849 11/15/2034 144A                                                        | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135100 | PA      | $135099.97     | 0.00%             | 2034-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                                                    | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG F TSFR1M+518.702 11/15/2034 144A                                                        | CUSIP: 81631WAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108500 | PA      | $108142.48     | 0.00%             | 2034-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BFLD COML MTG TR 2024-UNIV                                                                                  | BFLD COML MTG TR 2024-UNIV A TSFR1M+149.25 11/15/2029 144A                                                                       | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210000 | PA      | $210065.63     | 0.00%             | 2041-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2 LTD                                                                       | PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A                                                             | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1895125 | PA      | $1895124.90    | 0.00%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 4.875% 11/01/2027 144A                                                                                          | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4056565.72    | 0.01%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                                                  | MARSH and MCLENNAN COS INC 4.55% 11/08/2027                                                                                      | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      284000 | PA      | $286612.50     | 0.00%             | 2027-11-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                                                      | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    55569100 | PA      | $54288405.62   | 0.12%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                                                  | MARSH and MCLENNAN COS INC 4.65% 03/15/2030                                                                                      | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5609717.96    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 11/15/2034                                                                                                       | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   158209500 | PA      | $162541720.68  | 0.36%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                                                  | MARSH and MCLENNAN COS INC 5.35% 11/15/2044                                                                                      | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97095.53      | 0.00%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 4.75% 11/01/2031                                                                                          | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3085292.94    | 0.01%             | 2031-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO                                                                                                  | CARVAL CLO A1R TSFR3M+142 10/22/2037 144A                                                                                        | CUSIP: 14686NAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250407.50     | 0.00%             | 2037-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 4.375% 11/01/2027                                                                                         | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      181000 | PA      | $182799.42     | 0.00%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                                                                          | ELMWOOD CLO II LTD A1RR TSFR3M+135 10/20/2037 144A                                                                               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    22750000 | PA      | $22849167.25   | 0.05%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+110 11/25/2054                                                                            | CUSIP: 3136BTMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    37103176 | PA      | $37329765.09   | 0.08%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+55 08/25/2027                                                                             | CUSIP: 3137HHH38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1970690 | PA      | $1970255.45    | 0.00%             | 2027-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2                                                                | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2 SOFR30A+150 01/25/2055 144A                                                         | CUSIP: 36271AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2453822 | PA      | $2465823.78    | 0.01%             | 2055-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| A and D MTG TR 2024-NQM5                                                                                    | A and D MTG TR 2024-NQM5 6.516% 11/25/2069                                                                                       | CUSIP: 00039KAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      638000 | PA      | $652023.18     | 0.00%             | 2069-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                                                      | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2 B2 SOFR30A+135 10/20/2032 144A                                            | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      305035 | PA      | $306047.12     | 0.00%             | 2032-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                                                    | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG A TSFR1M+154.228 11/15/2034 144A                                                        | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17040 | PA      | $17050.24      | 0.00%             | 2034-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| A and D MTG TR 2024-NQM5                                                                                    | A and D MTG TR 2024-NQM5 A1 5.699% 11/25/2069                                                                                    | CUSIP: 00039KAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      555302 | PA      | $560720.77     | 0.00%             | 2069-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-HE5                                                       | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-HE5 STEP 06/25/2036                                                            | CUSIP: 07388CAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      205901 | PA      | $205776.63     | 0.00%             | 2036-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2024-1                                                                 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2024-1 A1 5.735% 07/25/2069 144A                                                            | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      537382 | PA      | $542878.65     | 0.00%             | 2069-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H7 MORTGAGE TRUST                                                                                | CROSS 2024-H7 A1 MORTGAGE TRUST 5.585% 11/25/2069 144A                                                                           | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1218208 | PA      | $1229414.19    | 0.00%             | 2069-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LUGO FUNDING DAC                                                                                            | LUGO FUNDING DAC 3MEUR+0 05/26/2066 144A                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     2682170 | PA      | $3169251.72    | 0.01%             | 2066-05-26      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| RR 34 LTD                                                                                                   | RR 34 LTD A1R TSFR3M+135 10/15/2039 144A                                                                                         | CUSIP: 74988WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2273000 | PA      | $2273000.00    | 0.01%             | 2039-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP/RAPTOR LLC                                                                       | GREAT CANADIAN GAMING CORP/RAPTOR LLC 8.75% 11/15/2029 144A                                                                      | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      188000 | PA      | $191082.07     | 0.00%             | 2029-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                                               | MARTIN MARIETTA MATERIALS INC 5.15% 12/01/2034                                                                                   | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1491571.79    | 0.00%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                                             | MAREX GROUP PLC 6.404% 11/04/2029                                                                                                | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     5900000 | PA      | $6176465.74    | 0.01%             | 2029-11-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 5.25% 03/15/2032                                                                                            | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7535782.82    | 0.02%             | 2032-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 6.625% 05/15/2029                                                                                           | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1459852.68    | 0.00%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP REC 3.753 10/31/29                                                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     7700000 | NC      | $237961.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP PAY 3.753 10/31/29                                                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     7700000 | NC      | $220821.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2024-B                                                                      | REPUBLIC FINANCE ISSUANCE TRUST 2024-B 5.86% 11/20/2037 144A                                                                     | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $216050.16     | 0.00%             | 2037-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#RA7843                                                                                                   | CUSIP: 3133KPWC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7613165 | PA      | $7411158.04    | 0.02%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2024-B                                                                      | REPUBLIC FINANCE ISSUANCE TRUST 2024-B 5.42% 11/20/2037 144A                                                                     | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2996000 | PA      | $3060503.88    | 0.01%             | 2037-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHACP 2024-17A                                                                                              | OHACP 2024-17A A TSFR3M+132 01/18/2038 144A                                                                                      | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9030000 | PA      | $9030000.00    | 0.02%             | 2038-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                                                              | EFMT 2024-NQM1 5.708% 11/25/2069 144A                                                                                            | CUSIP: 26845DAA3<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-CBDO         | CORP              | US        |      994334 | PA      | $1002423.75    | 0.00%             | 2069-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIGRE TR 2024-SL1                                                                                           | FIGRE TR 2024-SL1 5.748% 07/25/2053 144A                                                                                         | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1028303 | PA      | $1043095.26    | 0.00%             | 2053-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC                                                                   | FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC A TSFR3M+133 01/15/2038 144A                                                           | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3440000 | PA      | $3454382.64    | 0.01%             | 2038-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM3                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM3 B1 8.1% 03/25/2064 144A                                                                | CUSIP: 10569LAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $153964.23     | 0.00%             | 2064-03-25      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM1                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM1 B1 8.042% 12/01/2063 144A                                                              | CUSIP: 10570FAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $102167.86     | 0.00%             | 2063-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2024-INV1                                                                                    | PMT LOAN TRUST 2024-INV1 A3 5.5% 10/25/2059 144A                                                                                 | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4103371 | PA      | $4153701.36    | 0.01%             | 2059-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 36 LTD / ELMWOOD CLO 36 LLC                                                                     | ELMWOOD CLO 36 LTD / ELMWOOD CLO 36 LLC AR TSFR3M+134 10/20/2037 144A                                                            | CUSIP: 29004MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501005.50     | 0.00%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 09/01/2051#BT9232                                                                                                 | CUSIP: 3140LYHJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      713144 | PA      | $624908.61     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG E VAR 11/05/2041 144A                                             | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1227000 | PA      | $1236035.01    | 0.00%             | 2039-11-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG VAR 11/05/2041 144A                                               | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2410000 | PA      | $2432954.05    | 0.01%             | 2039-11-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG F VAR 11/05/2041 144A                                             | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1051000 | PA      | $1058744.40    | 0.00%             | 2039-11-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG D VAR 11/05/2041 144A                                             | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      670000 | PA      | $675205.16     | 0.00%             | 2039-11-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LYRA MUSIC ASSETS DELAWARE LP                                                                               | LYRA MUSIC ASSETS DELAWARE LP 24-2A A2 5.76% 12/22/2064 144A                                                                     | CUSIP: 552339AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      351438 | PA      | $356482.41     | 0.00%             | 2064-12-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXXVII LTD                                                                      | BENEFIT STREET PARTNERS CLO XXXVII LTD A TSFR3M+135 01/25/2038 144A                                                              | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      560000 | PA      | $561713.60     | 0.00%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST 2024-1                                                                       | TESLA SUSTAINABLE ENERGY TRUST 2024-1 5.08% 06/21/2050 144A                                                                      | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2975738 | PA      | $2990031.19    | 0.01%             | 2050-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FTA SANTANDER CONSUMO 7                                                                                     | FTA SANTANDER CONSUMO 7 3MEUR+0 07/20/2038 REGS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | ES        |       63944 | PA      | $75721.74      | 0.00%             | 2038-07-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FTA SANTANDER CONSUMO 7                                                                                     | FTA SANTANDER CONSUMO 7 3 3MEUR+0 07/20/2038 REGS                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | ES        |       63944 | PA      | $75779.46      | 0.00%             | 2038-07-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2054#CB9500                                                                                                   | CUSIP: 3140QVRW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      261173 | PA      | $273470.20     | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2054#CB9501                                                                                                   | CUSIP: 3140QVRX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      695756 | PA      | $728297.21     | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2054#CB9502                                                                                                   | CUSIP: 3140QVRY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1774963 | PA      | $1855760.23    | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO 2021-1 LTD                                                                                | SYCAMORE TREE CLO 2021-1 LTD AR TSFR3M+139 01/20/2038 144A                                                                       | CUSIP: 87122VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      480000 | PA      | $481187.04     | 0.00%             | 2038-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C30                                                                               | BBCMS MORTGAGE TRUST 2024-C30 A5 5.532% 11/15/2057                                                                               | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13000 | PA      | $13903.36      | 0.00%             | 2057-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TR II                                                                              | FORD AUTO SECURITIZATION TR II 5.053% 07/15/2028 144A                                                                            | CUSIP: 345214BJ8<br>LEI: 549300OMOD4L2OWKWN21 | Long             | ABS-CBDO         | CORP              | CA        |     2094888 | PA      | $1547928.16    | 0.00%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1                                                              | MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1 A1 4% 06/25/2064                                                                  | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4996168 | PA      | $4918277.36    | 0.01%             | 2064-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL3 LLC                                                                                          | PRPM 2024-RPL3 A1 LLC 4% 11/25/2054 144A                                                                                         | CUSIP: 69381LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7585001 | PA      | $7477091.89    | 0.02%             | 2054-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 08/01/2053#RA9626                                                                                                 | CUSIP: 3133KRVT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1633196 | PA      | $1672779.16    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-11                                                                            | ANGEL OAK MORTGAGE TRUST 2024-11 5.7% 08/25/2069 144A                                                                            | CUSIP: 03463QAA4<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-CBDO         | CORP              | US        |      954919 | PA      | $966217.40     | 0.00%             | 2069-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                                                                           | BEAR STRNS ASSET BCKD SEC I TR STEP 12/25/2035                                                                                   | CUSIP: 07387UAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      592778 | PA      | $586534.29     | 0.00%             | 2035-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                                                                  | AMSR TRUST 2023-SFR2G G1 4.5% 08/19/2028                                                                                         | CUSIP: 031928AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2187250.00    | 0.00%             | 2028-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2024-1B                                                                        | HILTON GRAND VACATIONS TRUST 2024-1B 8.85% 09/15/2039 144A                                                                       | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      929575 | PA      | $964791.71     | 0.00%             | 2039-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-13 LTD / OCP CLO 2017-13 LLC                                                                   | OCP CLO 2017-13 LTD / OCP CLO 2017-13 LLC AR2 TSFR3M+134 11/26/2037 144A                                                         | CUSIP: 67097LAV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      860000 | PA      | $863148.46     | 0.00%             | 2037-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO VII DESIGNATED ACTIVITY CO                                                                       | ARBOUR CLO VII DESIGNATED ACTIVITY CO BR 3MEUR+205 12/15/2038 144A                                                               | CUSIP: N/A<br>LEI: 635400S59B1EE8UDJW07       | Long             | ABS-CBDO         | CORP              | IE        |     5450000 | PA      | $6458994.07    | 0.01%             | 2038-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2024-2 ISSUER TRUST                                                                      | STREAM INNOVATIONS 2024-2 A ISSUER TRUST 5.21% 02/15/2045 144A                                                                   | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3343780 | PA      | $3406437.65    | 0.01%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INV 2024-IND MORTGAGE TRUST                                                                                 | INV 2024-IND A TSFR1M+174.19 11/15/2041 144A                                                                                     | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1486875.00    | 0.00%             | 2041-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES XXVII CLO LTD                                                                                          | ARES XXVII CLO LTD BR3 TSFR3M+165 10/28/2034 144A                                                                                | CUSIP: 00190YBR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3900000 | PA      | $3903673.80    | 0.01%             | 2034-10-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2024-5                                                                                       | TOWD PT MTG TR 2024-5 A1A VAR 144A                                                                                               | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12733736 | PA      | $13019287.56   | 0.03%             | 2064-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.55% 10/27/2059 144A                                                                     | CUSIP: 39571XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      894980 | PA      | $910941.02     | 0.00%             | 2059-10-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 6.43% 10/27/2059 144A                                                                     | CUSIP: 39571XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      594267 | PA      | $610985.38     | 0.00%             | 2059-10-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PARK CLO LTD                                                                                  | VALLEY STREAM PARK CLO LTD E1RR TSFR3M+525 01/20/2037 144A                                                                       | CUSIP: 92013BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $937288.00     | 0.00%             | 2037-01-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO II LTD / WHITEBOX CLO II LLC                                                                   | WHITEBOX CLO II LTD / WHITEBOX CLO II LLC A1R2 TSFR3M+138 10/24/2037 144A                                                        | CUSIP: 96466CAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      911000 | PA      | $914655.84     | 0.00%             | 2037-10-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HF1 MORTGAGE TRUST                                                                                 | MCR 2024-HF1 A MORTGAGE TRUST TSFR1M+179.3 12/15/2041 144A                                                                       | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1030545 | PA      | $1030866.66    | 0.00%             | 2041-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                                               | ECHOSTAR CORP PIK VAR 11/30/2030                                                                                                 | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      505000 | PA      | $511440.77     | 0.00%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 7.95% 11/19/2054 144A                                                                                   | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      483000 | PA      | $521640.00     | 0.00%             | 2054-11-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 7.1% 11/19/2036 144A                                                                                    | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    10537000 | PA      | $11329909.25   | 0.03%             | 2036-11-19      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                                               | LGI HOMES INC 7% 11/15/2032 144A                                                                                                 | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      435000 | PA      | $426448.25     | 0.00%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.286%/VAR 11/19/2030                                                                                          | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2320000 | PA      | $2404985.22    | 0.01%             | 2030-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                                                     | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.875% 11/19/2027 144A                                                                   | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8530769.44    | 0.02%             | 2027-11-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.561%/VAR 11/19/2045                                                                              | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250755.09     | 0.00%             | 2045-11-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-A                                                                                 | NELNET STUDENT LN TR 2021-A A2 TSFR1M+114.448 04/20/2062 144A                                                                    | CUSIP: 64035DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      410000 | PA      | $410194.38     | 0.00%             | 2062-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 12/01/2054#SD8493                                                                                                 | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16364833 | PA      | $16647671.25   | 0.04%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 10/01/2054#SD8468                                                                                                   | CUSIP: 3132DWMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      531555 | PA      | $534660.13     | 0.00%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                                               | ENBW INTERNATIONAL FINANCE BV 3.75% 11/20/2035 REGS                                                                              | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      850000 | PA      | $1022562.19    | 0.00%             | 2035-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR EUR ESTRON 2.06280 11/14/24 5Y LCH                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -9300000 | NC      | $-23888.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.13%/VAR 11/19/2028                                                                                           | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      817000 | PA      | $831823.96     | 0.00%             | 2028-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                                     | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.9% 11/15/2027 144A                                                                     | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2136802.10    | 0.00%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 5.906%/VAR 11/19/2035 144A                                                                                           | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1130000 | PA      | $1180415.49    | 0.00%             | 2035-11-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KINBN 2024-RPL2A A                                                                                          | KINBN 2024-RPL2A A STEP 01/24/2063 144A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     1918657 | PA      | $2274032.88    | 0.01%             | 2063-01-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                         | GILEAD SCIENCES INC 4.8% 11/15/2029                                                                                              | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      308000 | PA      | $317466.32     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                         | GILEAD SCIENCES INC 5.1% 06/15/2035                                                                                              | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      146000 | PA      | $151146.53     | 0.00%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                                       | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                                                      | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1406713.98    | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                                                       | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 10% 11/15/2029 144A                                                        | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      130000 | PA      | $128050.00     | 0.00%             | 2029-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-2                                                                           | VERUS SECURITIZATION TRUST 2023-2 VAR 03/25/2068 144A                                                                            | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      676000 | PA      | $674036.90     | 0.00%             | 2068-03-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD                                                                                       | BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A                                                                             | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $280258.44     | 0.00%             | 2034-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                                                       | ELLUCIAN HOLDINGS INC 6.5% 12/01/2029 144A                                                                                       | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      140000 | PA      | $137286.65     | 0.00%             | 2029-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMMC CDO                                                                                                    | AMMC CDO AR TSFR3M+120 01/20/2035 144A                                                                                           | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5200000 | PA      | $5209412.00    | 0.01%             | 2035-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                                                           | HUNTINGTON INGALLS INDUSTRIES INC 5.353% 01/15/2030                                                                              | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5810750.01    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOWSON 2024-1 PLC                                                                                           | DOWSON 2024-1 E PLC SONIO+395 08/20/2031 REGS                                                                                    | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-CBDO         | CORP              | GB        |      372000 | PA      | $505402.57     | 0.00%             | 2031-08-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 6.625%/VAR 05/15/2055                                                                                        | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1032856.77    | 0.00%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                                                     | EL SALVADOR REPUBLIC OF 9.65% 11/21/2054 144A                                                                                    | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      823000 | PA      | $935246.91     | 0.00%             | 2054-11-21      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DOWSON 2024-1 PLC                                                                                           | DOWSON 2024-1 F PLC SONIO+695 08/20/2031 REGS                                                                                    | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-CBDO         | CORP              | GB        |      544000 | PA      | $741069.36     | 0.00%             | 2031-08-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                                                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24330000 | PA      | $24559044.08   | 0.05%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                                                             | BX TR 2021-ACNT TSFR1M+136.448 11/15/2038 144A                                                                                   | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      522937 | PA      | $522773.82     | 0.00%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2023-3                                                                              | VERUS SECURITIZATION TR 2023-3 B1 VAR 03/25/2068 144A                                                                            | CUSIP: 92539GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1210000 | PA      | $1207564.03    | 0.00%             | 2068-03-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| RFM REREMIC TRUST 2022-FRR1                                                                                 | RFM REREMIC TRUST 2022-FRR1 CK64 0% 03/01/2050 144A                                                                              | CUSIP: 74971BBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4648838.50    | 0.01%             | 2050-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                                       | SWITCH ABS ISSUER LLC 24-2A A2 5.436% 06/25/2054 144A                                                                            | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2665000 | PA      | $2673071.75    | 0.01%             | 2054-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.592%/VAR 11/19/2034                                                                                              | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      252000 | PA      | $260001.22     | 0.00%             | 2034-11-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR EUR ESTRON 2.05630 11/18/24 5Y LCH                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -6100000 | NC      | $-14285.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS STRUCTURED PRODS TR 2007 EMX1                                                                  | BEAR STEARNS STR PR TR 07 EMX1 STEP 03/25/2037 144A                                                                              | CUSIP: 07402LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1615045 | PA      | $1464077.54    | 0.00%             | 2037-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2024-1 LTD                                                                                    | TRIMARAN CAVU 2024-1 LTD A TSFR3M+138 01/25/2038 144A                                                                            | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $350601.65     | 0.00%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2                                                                   | JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2 CSTR 11/25/2064 144A                                                                   | CUSIP: 46658DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      201000 | PA      | $206460.91     | 0.00%             | 2064-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                                           | GENERAL MILLS INC 4.875% 01/30/2030                                                                                              | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      103000 | PA      | $105668.24     | 0.00%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                      | SEMPRA 6.55%/VAR 04/01/2055                                                                                                      | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      239000 | PA      | $243990.08     | 0.00%             | 2055-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                      | SEMPRA 6.625%/VAR 04/01/2055                                                                                                     | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      434000 | PA      | $441147.11     | 0.00%             | 2055-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                           | ILIAD HOLDING SAS 7% 04/15/2032 144A                                                                                             | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      120000 | PA      | $123178.17     | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPERATING LLC                                                                                  | CHARTER COMMUNICATIONS TERM B5 1LN 12/15/2031                                                                                    | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      384675 | PA      | $384290.29     | 0.00%             | 2031-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 01/15/2048                                                                                     | CUSIP: 3137FEQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1906303 | PA      | $1606199.04    | 0.00%             | 2048-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                                                     | TGS ASA 8.5% 01/15/2030 144A                                                                                                     | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |      290000 | PA      | $306320.14     | 0.00%             | 2030-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC FRN SOFRINDX+106 11/26/2028                                                                             | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    10050000 | PA      | $10120249.50   | 0.02%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 5.087%/VAR 11/26/2028                                                                                   | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    10050000 | PA      | $10235656.46   | 0.02%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 11 LTD                                                                            | GOLDENTREE LN MGMT US CLO 11 LTD AR TSFR3M+108 10/20/2034 144A                                                                   | CUSIP: 38138KAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250030.50     | 0.00%             | 2034-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-NQM2 TR                                                                                          | HOMES 2024-NQM2 TRUST 5.717% 10/25/2069 144A                                                                                     | CUSIP: 43761CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4390644 | PA      | $4439475.20    | 0.01%             | 2069-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 5.05% 12/30/2026 144A                                                                                   | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1152374.39    | 0.00%             | 2026-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                                                  | METHANEX US OPERATIONS INC 6.25% 03/15/2032 144A                                                                                 | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $222525.65     | 0.00%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLOFIN FINANCE DESIGNATED ACTIVITY CO                                                                      | VOLOFIN FINANCE DESIGNATED ACTIVITY CO 5.935% 06/15/2037 144A                                                                    | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1199674 | PA      | $1222564.30    | 0.00%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL MORTGAGE TRUST                                                                                 | MCR 2024-HTL MORTGAGE TRUST TSFR1M+240.75 02/15/2037 144A                                                                        | CUSIP: 55286PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      396401 | PA      | $396524.35     | 0.00%             | 2037-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                                                          | REGIONAL MANAGEMENT ISSUANCE TRUST 5.11% 12/15/2033 144A                                                                         | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      125000 | PA      | $125780.89     | 0.00%             | 2033-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                                            | GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/2029 144A                                                                           | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3610000 | PA      | $3667015.98    | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+130 11/25/2054                                                                            | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      790597 | PA      | $797260.58     | 0.00%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                                               | APPLOVIN CORP 5.125% 12/01/2029                                                                                                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3880740.46    | 0.01%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                                               | APPLOVIN CORP 5.375% 12/01/2031                                                                                                  | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    10403000 | PA      | $10722129.09   | 0.02%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                                               | APPLOVIN CORP 5.95% 12/01/2054                                                                                                   | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      972000 | PA      | $934002.95     | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 5.7% 12/30/2034 144A                                                                                    | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      305000 | PA      | $316080.04     | 0.00%             | 2034-12-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENESIS SALES FIN MASTER TR                                                                                 | GENESIS SALES FINANCE MASTER TRUST 5.87% 12/20/2032 144A                                                                         | CUSIP: 37186XAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7400000 | PA      | $7502689.06    | 0.02%             | 2032-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | STATE ST BK and TR CO BOSTON 4.782% 11/23/2029                                                                                   | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4702663.24    | 0.01%             | 2029-11-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES6                                                                         | TOWD POINT MORTGAGE TRUST 2024-CES6 5.725% 11/25/2064 144A                                                                       | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-CBDO         | CORP              | US        |     7960809 | PA      | $8034945.44    | 0.02%             | 2064-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 6.298% 05/01/2029                                                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3871000 | PA      | $4125122.75    | 0.01%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 6.388% 05/01/2031                                                                                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1417000 | PA      | $1548881.51    | 0.00%             | 2031-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 6.528% 05/01/2034                                                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1517000 | PA      | $1700825.24    | 0.00%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 6.259% 05/01/2027                                                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      524000 | PA      | $536805.46     | 0.00%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 7.008% 05/01/2064                                                                                                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2743000 | PA      | $3180452.73    | 0.01%             | 2064-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                         | WORLDLINE SA/FRANCE 5.25% 11/27/2029 REGS                                                                                        | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $104453.83     | 0.00%             | 2029-11-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 5.7% 01/15/2035                                                                                               | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     8511000 | PA      | $8912211.18    | 0.02%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                            | DT MIDSTREAM INC 5.8% 12/15/2034 144A                                                                                            | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7125000 | PA      | $7511765.16    | 0.02%             | 2034-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FDG II                                                                                | PRINCIPAL LIFE GLOBAL FDG II 4.95% 11/27/2029 144A                                                                               | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7679971.35    | 0.02%             | 2029-11-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 4.868% 11/25/2029                                                                                     | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      342000 | PA      | $353240.21     | 0.00%             | 2029-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CWABS INC                                                                                                   | CWABS INC 2005-3 MF3 VAR 08/25/2035                                                                                              | CUSIP: 126673ZX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1179789 | PA      | $931612.00     | 0.00%             | 2035-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.534%/VAR 11/29/2045                                                                                      | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      386000 | PA      | $394467.47     | 0.00%             | 2045-11-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 06/01/2054#SD5521                                                                                                 | CUSIP: 3132DTD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      946330 | PA      | $1005164.69    | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 09/01/2054#SD6620                                                                                                 | CUSIP: 3132DUK97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1133827 | PA      | $1204318.43    | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HOLDING INC                                                                      | QLIK TERM B 1LN 10/26/2030                                                                                                       | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      674532 | PA      | $547214.17     | 0.00%             | 2030-10-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 11/30/2026                                                                                                       | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11817300 | PA      | $11872970.59   | 0.03%             | 2026-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 11/30/2031                                                                                                      | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33481000 | PA      | $34371646.83   | 0.08%             | 2031-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BAHA TRUST                                                                                              | THE BAHA TRUST 24-MAR B VAR 12/10/2029 144A                                                                                      | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      337000 | PA      | $354545.50     | 0.00%             | 2041-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                                                                | COMM 2024-CBM MORTGAGE TRUST VAR 12/10/2041 144A                                                                                 | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $112536.41     | 0.00%             | 2041-12-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1                                                                   | JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1 VAR 07/25/2064 144A                                                                    | CUSIP: 465970AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      163000 | PA      | $165673.12     | 0.00%             | 2064-07-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SHR TR 2024-LXRY                                                                                            | SHR TR 2024-LXRY TSFR1M+245 10/15/2041 144A                                                                                      | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      847000 | PA      | $848818.34     | 0.00%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OHA CR FDG 4 LTD / OHA CR FDG 4 LLC                                                                         | OHA CR FDG 4 LTD / OHA CR FDG 4 LLC AR2 TSFR3M+129 01/22/2038 144A                                                               | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5150000 | PA      | $5164157.35    | 0.01%             | 2038-01-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDURAS, REPUBLIC OF                                                                                       | HONDURAS REPUBLIC OF 8.625% 11/27/2034 144A                                                                                      | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      400000 | PA      | $464624.00     | 0.00%             | 2034-11-27      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| THE BAHA TRUST                                                                                              | THE BAHA TRUST 6.17072% 12/10/2041 144A                                                                                          | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4302000 | PA      | $4491500.09    | 0.01%             | 2041-12-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| THE BAHA TRUST                                                                                              | THE BAHA TRUST CSTR 12/10/2029 144A                                                                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      827000 | PA      | $872194.81     | 0.00%             | 2041-12-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CAFL 2024-RTL1 ISSUER LLC                                                                                   | CAFL 2024-RTL1 ISSUER LLC STEP 11/28/2031 144A                                                                                   | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1307000 | PA      | $1317011.36    | 0.00%             | 2031-11-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | VERIZON COMMUNICATIONS INC SNR S ICE                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     7000000 | NC      | $-4959.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.211%/VAR 12/03/2035                                                                                     | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8647000 | PA      | $8878781.28    | 0.02%             | 2035-12-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                                            | ABN AMRO BANK NV 4.988%/VAR 12/03/2028 144A                                                                                      | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1118550.51    | 0.00%             | 2028-12-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARICOPA CNTY AZ IND DEV AU ED                                                                              | MARICOPA AZ IND 7.375% 10/1/2029                                                                                                 | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4950000 | PA      | $5341008.92    | 0.01%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.75%/VAR PERP                                                                                                     | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     1385000 | PA      | $1416778.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FDG 2018-I LTD / CIFC FDG 2018-I LLC                                                                   | CIFC FDG 2018-I LTD / CIFC FDG 2018-I LLC BR TSFR3M+170 01/18/2038 144A                                                          | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501662.50     | 0.00%             | 2038-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2018-I LTD / CIFC FDG 2018-I LLC                                                                   | CIFC FDG 2018-I LTD / CIFC FDG 2018-I LLC A1R TSFR3M+132 01/18/2038 144A                                                         | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |      100000 | PA      | $100348.80     | 0.00%             | 2038-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                                                        | HEIMSTADEN BOSTAD AB 6.25%/VAR PERP REGS                                                                                         | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | EP               | CORP              | SE        |      135000 | PA      | $169278.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                                                            | GRUENENTHAL GMBH 4.625% 11/15/2031 REGS                                                                                          | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120604.25     | 0.00%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REGATTA 30 FDG LTD / REGATTA 30 FDG LLC                                                                     | REGATTA 30 FDG LTD / REGATTA 30 FDG LLC A1 TSFR3M+132 01/25/2038 144A                                                            | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250436.75     | 0.00%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XLI LTD                                                                                           | MAGNETITE XLI LTD A TSFR3M+129 01/25/2038 144A                                                                                   | CUSIP: 55956AAA3<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | KY        |     2869000 | PA      | $2878301.30    | 0.01%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HIH TRUST 2024-61P                                                                                          | HIH TRUST 2024-61P C TSFR1M+284.1 10/15/2041 144A                                                                                | CUSIP: 40444VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      189538 | PA      | $189656.81     | 0.00%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1                                                                                              | PRPM 2024-NQM1 B1 VAR 12/25/2068 144A                                                                                            | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      224000 | PA      | $226561.55     | 0.00%             | 2068-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK NEW YORK BRANCH                                                                     | STANDARD CHARTERED BANK NEW YORK BRH 4.853% 12/03/2027                                                                           | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $14057817.95   | 0.03%             | 2027-12-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 6% 09/01/2038#MA5145                                                                                                   | CUSIP: 31418EWF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      325219 | PA      | $337474.60     | 0.00%             | 2038-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE TRUST 2024-HT2                                                                      | KSL COMMERCIAL MORTGAGE TRUST 2024-HT2 A TSFR1M+154.239 12/15/2039 144A                                                          | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      523319 | PA      | $523155.40     | 0.00%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 11/01/2036#FM9724                                                                                                   | CUSIP: 3140XDYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86508 | PA      | $80694.31      | 0.00%             | 2036-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                                                             | MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A                                                   | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4233000 | PA      | $4236064.69    | 0.01%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                                                                      | UCB SA 4.25% 03/20/2030 REGS                                                                                                     | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | DBT              | CORP              | BE        |     2100000 | PA      | $2576033.56    | 0.01%             | 2030-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASMODEE GROUP AB                                                                                            | ASMODEE GROUP AB 5.75% 12/15/2029 144A                                                                                           | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | DBT              | CORP              | SE        |     1120000 | PA      | $1388900.10    | 0.00%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                                              | PROTECTIVE LIFE GLOBAL FUNDING 4.772% 12/09/2029 144A                                                                            | CUSIP: 74368CCA0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $12948793.89   | 0.03%             | 2029-12-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 5.543%/VAR 01/17/2031                                                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $8430199.17    | 0.02%             | 2031-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORP                                                                               | WISCONSIN PUBLIC SERVICE CORP 4.55% 12/01/2029                                                                                   | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2500336.65    | 0.01%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC T5Y+NA 01/17/2040                                                                                                  | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99765.65      | 0.00%             | 2040-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-10 LTD                                                                                  | CARLYLE US CLO 2021-10 LTD A1R TSFR3M+131 01/20/2038 144A                                                                        | CUSIP: 14316YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3508000 | PA      | $3512865.60    | 0.01%             | 2038-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2054#CB9320                                                                                                 | CUSIP: 3140QVLA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      557312 | PA      | $576871.12     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 09/01/2054#RJ2412                                                                                                 | CUSIP: 3142GSVE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      534482 | PA      | $552238.30     | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 04/01/2052#SD6932                                                                                                   | CUSIP: 3132DUVZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1160547 | PA      | $973718.34     | 0.00%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAGARD-HALSEYPOINT CLO 8 LTD                                                                                | SAGARD-HALSEYPOINT CLO 8 LTD A1 TSFR3M+139 01/30/2038 144A                                                                       | CUSIP: 78662AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250461.00     | 0.00%             | 2038-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 7%/VAR 03/10/2055                                                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1777585.94    | 0.00%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                                                     | PUBLIC SERVICE CO OF OK 5.2% 01/15/2035                                                                                          | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1179581.11    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 6.75%/VAR 12/10/2054                                                                                             | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      655000 | PA      | $681314.63     | 0.00%             | 2054-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                                                      | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.1% 12/10/2029 144A                                                                      | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    12900000 | PA      | $13232022.14   | 0.03%             | 2029-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 5.15% 01/15/2030 144A                                                                                | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     2033000 | PA      | $2081900.89    | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MOUNTAIN INC 6.25% 01/15/2033 144A                                                                                          | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61308.48      | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET BACKED CTFS TR SER 2006 14                                                                      | CWABS AST BKD CTF TR SER 06 14 STEP 02/25/2037                                                                                   | CUSIP: 23243LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      369119 | PA      | $396286.89     | 0.00%             | 2037-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                                                    | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                                                                         | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1345559 | PA      | $1345979.10    | 0.00%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS CORP                                                                                   | RENAISSANCE LEARNING TERM B 1LN 4/5/2030                                                                                         | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |      559907 | PA      | $418250.41     | 0.00%             | 2030-04-05      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                                                 | HEXION TERM 1LN 03/15/2029                                                                                                       | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |      175049 | PA      | $171516.90     | 0.00%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                                                       | JANE STREET TERM B 1LN 12/15/2031                                                                                                | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |      261318 | PA      | $252731.28     | 0.00%             | 2031-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-36 LTD / OCP CLO 2024-36 LLC                                                                   | OCP CLO 2024-36 LTD / OCP CLO 2024-36 LLC B1 TSFR3M+170 10/16/2037 144A                                                          | CUSIP: 67570EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1238000 | PA      | $1240991.01    | 0.00%             | 2037-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO III LTD                                                                                        | TRESTLES CLO III LTD A1R TSFR3M+139 10/20/2037 144A                                                                              | CUSIP: 89532TAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $281233.96     | 0.00%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                                                                         | CITYCON TREASURY BV 5% 03/11/2030 REGS                                                                                           | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229648.36     | 0.00%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FINANCE PLC                                                                                | SOUTH WEST WATER FINANCE PLC 5.75% 12/11/2032 REGS                                                                               | CUSIP: N/A<br>LEI: 213800OV68U446W4NV89       | Long             | DBT              | CORP              | GB        |      125000 | PA      | $175243.61     | 0.00%             | 2032-12-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD / CARLYLE US CLO 2024-6 LLC                                                       | CARLYLE US CLO 2024-6 LTD / CARLYLE US CLO 2024-6 LLC B TSFR3M+170 10/25/2037 144A                                               | CUSIP: 14319PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1890000 | PA      | $1898639.19    | 0.00%             | 2037-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                                                          | COTERRA ENERGY INC 5.9% 02/15/2055                                                                                               | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     1098000 | PA      | $1092141.92    | 0.00%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                                                          | COTERRA ENERGY INC 5.4% 02/15/2035                                                                                               | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7940509.35    | 0.02%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 12/01/2054#CB9668                                                                                                 | CUSIP: 3140QVW67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3020949 | PA      | $3092041.58    | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP 6.95%/VAR 07/15/2055                                                                                                    | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96626.89      | 0.00%             | 2055-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      600000 | NC      | $-7048.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     1000000 | NC      | $-11747.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU                                                            | FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU TSFR1M+570 12/15/2029 144A                                                      | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137000 | PA      | $138134.33     | 0.00%             | 2039-12-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC1 TRUST                                                                                       | PRKCM 2023-AFC1 TRUST VAR 02/25/2058 144A                                                                                        | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      757000 | PA      | $755290.47     | 0.00%             | 2058-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                                                 | GENESIS ENERGY LP/ FIN CORP 8% 05/15/2033                                                                                        | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $105727.50     | 0.00%             | 2033-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                                            | UWM HOLDINGS LLC 6.625% 02/01/2030 144A                                                                                          | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $302695.02     | 0.00%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTAIL MTG LN TR 2024-NQM3                                                                         | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3 7.173624% 11/25/2064 144A                                                          | CUSIP: 647910AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      259000 | PA      | $269715.53     | 0.00%             | 2064-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                                                    | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A                                                 | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5942000 | PA      | $5949432.25    | 0.01%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                                                    | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2024-DPM B TSFR1M+179.21 12/15/2029 144A                                               | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1306000 | PA      | $1309265.26    | 0.00%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                                                    | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM C TSFR1M+219.158 12/15/2039 144A                                                | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      962000 | PA      | $966811.44     | 0.00%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-6                                                                              | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6 VAR 12/25/2054 144A                                                                | CUSIP: 92261BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430606 | PA      | $436854.08     | 0.00%             | 2054-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-6                                                                              | VELOCITY COML CAP LN TR 2024-6 M4 VAR 12/25/2054 144A                                                                            | CUSIP: 92261BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      194396 | PA      | $198473.77     | 0.00%             | 2054-12-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-6                                                                              | VELOCITY COML CAP LN TR 2024-6 VAR 12/25/2054 144A                                                                               | CUSIP: 92261BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      171584 | PA      | $174034.86     | 0.00%             | 2054-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                                                    | JERSEY MIKES FDG LLC 5.636% 02/15/2055 144A                                                                                      | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3796650 | PA      | $3904623.69    | 0.01%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                                                    | BX COML MTG TR 2024-GPA3 TSFR1M+164.233 12/15/2039 144A                                                                          | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      113698 | PA      | $113769.19     | 0.00%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                          | VICI PROPERTIES LP 5.125% 11/15/2031                                                                                             | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1257401.06    | 0.00%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VEGAS 2024-GCS                                                                                              | VEGAS 2024-GCS D VAR 07/10/2036 144A                                                                                             | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      813000 | PA      | $827915.79     | 0.00%             | 2036-07-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VEGAS 2024-GCS                                                                                              | VEGAS 2024-GCS C VAR 07/10/2036 144A                                                                                             | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      490000 | PA      | $504206.13     | 0.00%             | 2036-07-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 4.568% 12/17/2026                                                                                          | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    11000000 | PA      | $11061836.28   | 0.02%             | 2026-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 12/01/2054#DB4845                                                                                                   | CUSIP: 3140AEL31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4908078 | PA      | $4955157.32    | 0.01%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                                                | GALLAGHER (ARTHUR J.) and CO 4.6% 12/15/2027                                                                                     | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8898817.58    | 0.02%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                                                | GALLAGHER (ARTHUR J.) and CO 4.85% 12/15/2029                                                                                    | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     4455000 | PA      | $4564238.38    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                                          | CNO GLOBAL FUNDING 4.875% 12/10/2027 144A                                                                                        | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3533731.46    | 0.01%             | 2027-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN SEASONED MTG TR 2024-1                                                                           | J P MORGAN SEASONED MTG TR 2024-1 4.482731% 10/25/2054 144A                                                                      | CUSIP: 61777HAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3065840 | PA      | $3001850.49    | 0.01%             | 2063-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORL 2024-GLKS MTG TR                                                                                        | ORL 2024-GLKS A MTG TR TSFR1M+149.25 12/15/2039 144A                                                                             | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $279912.50     | 0.00%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                                                | ACRISURE TERM B6 1LN 11/06/2030                                                                                                  | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |        4950 | PA      | $4785.41       | 0.00%             | 2030-11-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                                                | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                                                          | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |      172959 | PA      | $172310.81     | 0.00%             | 2028-12-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PLANVIEW PARENT INC                                                                                         | PLANVIEW TERM 1LN 12/17/2027                                                                                                     | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |      626689 | PA      | $491255.33     | 0.00%             | 2027-12-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RFMSI SERIES 2006-SA4 TRUST                                                                                 | RFMSI SERIES 2006-SA4 2A1 TRUST VAR 11/25/2036                                                                                   | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       58929 | PA      | $49483.93      | 0.00%             | 2036-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 01/01/2055#SD8492                                                                                                   | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21121438 | PA      | $21234933.67   | 0.05%             | 2055-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2055#MA5584                                                                                                 | CUSIP: 31418FF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8353401 | PA      | $8275624.96    | 0.02%             | 2055-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 08/01/2051#FS2041                                                                                                   | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      186721 | PA      | $156137.08     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                                                           | M and T BANK CORP 5.385%/VAR 01/16/2036                                                                                          | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      876000 | PA      | $900695.22     | 0.00%             | 2036-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLDCD 2024-2A A2                                                                                            | CLDCD 2024-2A A2 5.781% 11/22/2049 144A                                                                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5270000 | PA      | $5290885.01    | 0.01%             | 2049-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 VENDOR FINANCING NOTES V DAC                                                                | VIRGIN MEDIA O2 VENDOR FINANCING NOTES V DAC 7.875% 03/15/2032 REGS                                                              | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $128559.92     | 0.00%             | 2032-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMEREN MISSOURI SECURITIZATION FUNDING I LLC                                                                | AMEREN MISSOURI SECURITIZATION FUNDING I LLC 4.85% 10/01/2041                                                                    | CUSIP: 023940AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5106483 | PA      | $5207801.13    | 0.01%             | 2041-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SWEPCO STORM RECOVERY FUNDING LLC                                                                           | SWEPCO STORM RECOVERY FUNDING LLC 4.88% 09/01/2041                                                                               | CUSIP: 870696AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8105788 | PA      | $8235921.78    | 0.02%             | 2041-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC                                                                   | VOYA CLO 2020-2 LTD/LLC A1RR TSFR3M+131 01/20/2038 144A                                                                          | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1927000 | PA      | $1930216.16    | 0.00%             | 2038-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                                                               | RCKT MORTGAGE TRUST 2024-CES9 STEP 12/25/2044 144A                                                                               | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2440618 | PA      | $2463755.86    | 0.01%             | 2044-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND I LLC                                                                                    | OWN EQUIPMENT FUND I LLC 5.7% 12/20/2032 144A                                                                                    | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1972092 | PA      | $2012624.16    | 0.00%             | 2032-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                                                 | MCAFEE TERM 1LN 03/01/2029                                                                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      191995 | PA      | $166555.65     | 0.00%             | 2029-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2024-FRR2                                                                              | BAMLL RE-REMIC TRUST 2024-FRR2 VAR 07/27/2050 144A                                                                               | CUSIP: 05493UAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3714647.20    | 0.01%             | 2050-07-27      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2024-FRR3                                                                              | BAMLL RE-REMIC TRUST 2024-FRR3 VAR 01/27/2050 144A                                                                               | CUSIP: 054988AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2820636.90    | 0.01%             | 2050-01-27      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.76473 12/17/24 30Y LCH                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -5900000 | NC      | $144362.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2024-NQM3 TR                                                                                            | MFA 2024-NQM3 M1 TR VAR 12/25/2069 144A                                                                                          | CUSIP: 55287GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1470588 | PA      | $1510861.23    | 0.00%             | 2069-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                                                 | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                                                        | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      245000 | PA      | $254806.13     | 0.00%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST                                                                                    | BEAR STEARNS ALT-A TRUST 2004-8 M2 STEP 09/25/2034                                                                               | CUSIP: 07386HKV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      952806 | PA      | $935068.86     | 0.00%             | 2034-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 11/20/2054#MB0024                                                                                                   | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    14885246 | PA      | $14737694.98   | 0.03%             | 2054-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 11/20/2054#MB0025                                                                                                     | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    23792831 | PA      | $23906665.85   | 0.05%             | 2054-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 12/20/2054#MB0092                                                                                                   | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2147301 | PA      | $2179581.09    | 0.00%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 6% 07/01/2039#SB1215                                                                                                   | CUSIP: 3132CXK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6871795 | PA      | $7117864.42    | 0.02%             | 2039-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                                                                     | ATOS SE STEP 12/18/2029 REGS                                                                                                     | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |      248918 | PA      | $330104.93     | 0.00%             | 2029-12-18      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB                                                                 | SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB 2.25% 07/12/2027 REGS                                                                | CUSIP: N/A<br>LEI: 636700JPED0N9T4ET363       | Long             | DBT              | CORP              | SE        |      400000 | PA      | $451809.88     | 0.00%             | 2027-07-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.5% 12/31/2031                                                                                                        | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    53161600 | PA      | $55614093.99   | 0.12%             | 2031-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 12/20/2054#MB0093                                                                                                     | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6294542 | PA      | $6438057.32    | 0.01%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2023-NQM6                                                                          | BRAVO RESIDENTIAL FDG TR 2023-NQM6 VAR 09/25/2063 144A                                                                           | CUSIP: 10569DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      231000 | PA      | $232832.57     | 0.00%             | 2063-09-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USDSOFR-3.89548 12-23-24-30* LCH                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -24961000 | NC      | $44533.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BABSON CLO LTD/CAYMAN ISLANDS                                                                               | BABSON CLO LTD/CAYMAN ISLANDS A1R2 TSFR3M+126 01/15/2038 144A                                                                    | CUSIP: 06762LAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3908000 | PA      | $3920861.23    | 0.01%             | 2038-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2019-1 LTD / TRIMARAN CAVU 2019-1 LLC                                                         | TRIMARAN CAVU 2019-1 LTD / TRIMARAN CAVU 2019-1 LLC A1R TSFR3M+119 01/20/2037 144A                                               | CUSIP: 89624CDG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    16000000 | PA      | $15996608.00   | 0.04%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXVIII LTD                                                                                        | MAGNETITE XXVIII LTD A1RR TSFR3M+124 01/15/2038 144A                                                                             | CUSIP: 55955LAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5256000 | PA      | $5266738.01    | 0.01%             | 2038-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP REC 4.01 12/20/29                                                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     2500000 | NC      | $92470.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP PAY 4.01 12/20/29                                                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     2500000 | NC      | $63228.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 7.5% 03/20/2026 144A                                                                                         | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |     1392000 | PA      | $1392000.00    | 0.00%             | 2026-03-20      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                                    | IHEARTCOMMUNICATIONS INC 10.875% 05/01/2030 144A                                                                                 | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      133088 | PA      | $98727.34      | 0.00%             | 2030-05-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                                    | IHEARTCOMMUNICATIONS INC 7.75% 08/15/2030 144A                                                                                   | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      113030 | PA      | $89891.83      | 0.00%             | 2030-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                                    | IHEARTCOMMUNICATIONS INC 9.125% 05/01/2029 144A                                                                                  | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      465193 | PA      | $413310.02     | 0.00%             | 2029-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                                                        | KELSO TERM 1LN 12/30/2029                                                                                                        | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      210539 | PA      | $210539.21     | 0.00%             | 2029-12-30      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                                                        | KELSO TERM DD 1LN 12/30/2029                                                                                                     | CUSIP: 48825CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       18064 | PA      | $18064.32      | 0.00%             | 2029-12-30      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#SD2903                                                                                                   | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1509214 | PA      | $1264370.08    | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 01/25/2055                                                                               | CUSIP: 3137HJ2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2555763 | PA      | $2572128.12    | 0.01%             | 2055-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 01/25/2055                                                                               | CUSIP: 3137HHWA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     4027540 | PA      | $4054784.85    | 0.01%             | 2055-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#FS9599                                                                                                 | CUSIP: 3140XRUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      368237 | PA      | $326013.32     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#FS9729                                                                                                 | CUSIP: 3140XRY33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      942912 | PA      | $831551.93     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CFSP 2024-AHP1 MTG TR                                                                                       | CFSP 2024-AHP1 A MTG TR 6.5% 04/15/2037                                                                                          | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      563547 | PA      | $543602.83     | 0.00%             | 2037-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOPHOS INTERMEDIATE II LTD                                                                                  | SOPHOS TERM B 1LN 03/05/2027                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       99271 | PA      | $92104.97      | 0.00%             | 2027-03-05      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                                              | SOLVENTUM CORP 5.45% 03/13/2031                                                                                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      208000 | PA      | $218183.95     | 0.00%             | 2031-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 5.875% 11/07/2029                                                                                       | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    12575000 | PA      | $13005652.63   | 0.03%             | 2029-11-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2020-IV LTD                                                                                    | CIFC FUNDING 2020-IV LTD A1R TSFR3M+130 01/15/2040 144A                                                                          | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      680000 | PA      | $680937.72     | 0.00%             | 2040-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AGL CLO 35 LTD                                                                                              | AGL CLO 35 LTD A1 TSFR3M+134 01/21/2038 144A                                                                                     | CUSIP: 00852KAA2<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250848.00     | 0.00%             | 2038-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FDG II                                                                                | PRINCIPAL LIFE GLOBAL FDG II 4.8% 01/09/2028 144A                                                                                | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11670585.37   | 0.03%             | 2028-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA 5.862%/VAR 01/09/2036 144A                                                                                    | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      945000 | PA      | $1004421.93    | 0.00%             | 2036-01-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                                                      | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A                                                                     | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4272119.29    | 0.01%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 1.5% 08/25/2050                                                                                   | CUSIP: 3136BJTS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      237596 | PA      | $202661.15     | 0.00%             | 2050-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 1.75% 02/25/2052                                                                                  | CUSIP: 3137H5WR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2801682 | PA      | $2551265.27    | 0.01%             | 2052-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 5.197%/VAR 01/16/2031                                                                                 | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    11700000 | PA      | $12105553.59   | 0.03%             | 2031-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 5.05% 04/15/2030                                                                                                    | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      720000 | PA      | $746310.06     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 5.2% 04/15/2032                                                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10459.54      | 0.00%             | 2032-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 6% 05/13/2030                                                                                       | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4310000 | PA      | $4534120.00    | 0.01%             | 2030-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 6.875% 05/13/2037                                                                                   | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    11400000 | PA      | $12346200.00   | 0.03%             | 2037-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                                                | JACKSON NATL LIFE GLOBAL FDG 5.35% 01/13/2030 144A                                                                               | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6286198.84    | 0.01%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                                                         | CRH SMW FINANCE DAC 5.125% 01/09/2030                                                                                            | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     2175000 | PA      | $2251166.80    | 0.01%             | 2030-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                                                     | SAUDI ARABIA KINGDOM OF 5.125% 01/13/2028 144A                                                                                   | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    18400000 | PA      | $18745000.00   | 0.04%             | 2028-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.45% 03/01/2035                                                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      601000 | PA      | $618384.50     | 0.00%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A                                                                                 | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     4316000 | PA      | $4428757.10    | 0.01%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 5.786%/VAR 01/13/2033 144A                                                                                           | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    17320000 | PA      | $18344431.76   | 0.04%             | 2033-01-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                                                   | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.875% 04/01/2028                                                      | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      216000 | PA      | $219623.14     | 0.00%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6.5% 01/01/2055#RJ3308                                                                                                 | CUSIP: 3142GTVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1483946 | PA      | $1568205.32    | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 01/01/2055#CB9828                                                                                                 | CUSIP: 3140QV4N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      936027 | PA      | $993635.27     | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 05/01/2054#SD7570                                                                                                   | CUSIP: 3132DVMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6739898 | PA      | $7059341.26    | 0.02%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.24% 04/15/2030                                                                                    | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10436731.40   | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.632% 01/15/2035                                                                                   | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $213509.99     | 0.00%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                                              | COMMERZBANK AG 3.625%/VAR 01/14/2032 REGS                                                                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $240513.71     | 0.00%             | 2032-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                                          | CANADIAN IMPERIAL BK OF COMM 5.245%/VAR 01/13/2031                                                                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $103913.45     | 0.00%             | 2031-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 6.293%/VAR 01/14/2036 144A                                                                                               | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $484718.91     | 0.00%             | 2036-01-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.876%/VAR 01/14/2031 144A                                                                                               | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     9300000 | PA      | $9777827.40    | 0.02%             | 2031-01-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                                            | CALIBER COLLISION TERM B 1LN 01/30/2031                                                                                          | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |       63259 | PA      | $62854.64      | 0.00%             | 2031-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RED VENTURES LLC                                                                                            | RED VENTURES TERM B5 1LN 3/3/2030                                                                                                | CUSIP: 75703UAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      235918 | PA      | $191935.75     | 0.00%             | 2030-03-04      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                                 | CHENIERE ENERGY PARTNERS LP 5.75% 08/15/2034                                                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     3160000 | PA      | $3339244.11    | 0.01%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 6.1%/VAR 04/13/2033 144A                                                                                 | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1520000 | PA      | $1621998.43    | 0.00%             | 2033-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T REIGN II MULTI-PROPERTY LEASE-BACKED PASS-THROUGH TRUST                                            | AT and T REIGN II MULTI-PROPERTY LEASE-BACKED PASS-THROUGH TRUST 6.088% 12/15/2044 144A                                          | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1379770 | PA      | $1416990.83    | 0.00%             | 2044-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 5.373%/VAR 01/10/2029                                                                             | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      945000 | PA      | $965783.75     | 0.00%             | 2029-01-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                                | NOVELIS CORP 6.875% 01/30/2030 144A                                                                                              | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      820000 | PA      | $846467.96     | 0.00%             | 2030-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 TRUST                                                                                        | STAR 2025-SFR5 TRUST TSFR1M+245 02/17/2042 144A                                                                                  | CUSIP: 85520CAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1083333 | PA      | $1084148.75    | 0.00%             | 2042-02-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 5.694%/VAR 04/15/2031                                                                            | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      255000 | PA      | $267738.82     | 0.00%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                                                        | DSG TopCo                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       34138 | NS      | $6417.94       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DEUTSCHE LUFTHANSA A G                                                                                      | DEUTSCHE LUFTHANSA A G EUAMDB05+NA 01/15/2055 REGS                                                                               | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $244364.10     | 0.00%             | 2055-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                                                                      | DIAMOND SPORTS TERM EXIT 1LN 01/02/2028                                                                                          | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |      251449 | PA      | $37717.28      | 0.00%             | 2028-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 02/01/2055#SD8506                                                                                                 | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    32241900 | PA      | $32790328.33   | 0.07%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LA POSTE                                                                                                    | LA POSTE 5%/VAR PERP REGS                                                                                                        | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | EP               | CORP              | FR        |      100000 | PA      | $123176.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                           | CLARIOS TERM B 1LN 01/28/2032                                                                                                    | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |      718200 | PA      | $715808.39     | 0.00%             | 2032-01-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                                             | EASTERN ENERGY GAS HOLDINGS LLC 5.8% 01/15/2035                                                                                  | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107260.41     | 0.00%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                                           | WASTE PRO USA INC 7% 02/01/2033 144A                                                                                             | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104074.60     | 0.00%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                                                   | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 02/15/2030 144A                                                                  | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      530000 | PA      | $555153.80     | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                                    | COOPERATIEVE RABOBANK UA 5.71%/VAR 01/21/2033 144A                                                                               | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      628000 | PA      | $667943.83     | 0.00%             | 2033-01-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                                             | MOTABILITY OPERATIONS GRP PLC 3.625% 01/22/2033 REGS                                                                             | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      375000 | PA      | $447974.63     | 0.00%             | 2033-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                                                                      | SIRIUS REAL ESTATE LTD 4% 01/22/2032 REGS                                                                                        | CUSIP: N/A<br>LEI: 213800NURUF5W8QSK566       | Long             | DBT              | CORP              | GG        |      300000 | PA      | $358244.34     | 0.00%             | 2032-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBLIGATED GRP                                                                                | ORLANDO HEALTH OBLIGATED GRP 5.475% 10/01/2035                                                                                   | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1745000 | PA      | $1856148.96    | 0.00%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                                                    | BASS PRO TERM B 1LN 01/23/2032                                                                                                   | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |      256921 | PA      | $256279.08     | 0.00%             | 2032-01-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINE LTD                                                                                            | IVANHOE MINE LTD 7.875% 01/23/2030 144A                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      130000 | PA      | $135342.23     | 0.00%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.244%/VAR 01/24/2031                                                                                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      750000 | PA      | $778101.90     | 0.00%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2019-3 LTD                                                                          | BAIN CAPITAL CREDIT CLO 2019-3 LTD ARR TSFR3M+103 10/21/2034 144A                                                                | CUSIP: 05683TBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000812.00    | 0.00%             | 2034-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.02%/VAR 01/24/2036                                                                                               | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1259337.32    | 0.00%             | 2036-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.915%/VAR 01/24/2029                                                                                      | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9673471.81    | 0.02%             | 2029-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.14%/VAR 01/24/2031                                                                                       | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      600000 | PA      | $622612.51     | 0.00%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.502%/VAR 01/24/2036                                                                                      | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      560000 | PA      | $589034.87     | 0.00%             | 2036-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 6.85%/VAR PERP                                                                                     | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     1160000 | PA      | $1214738.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.587%/VAR 01/18/2036                                                                                             | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1051261.40    | 0.00%             | 2036-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.23%/VAR 01/15/2031                                                                                              | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2059000 | PA      | $2132265.03    | 0.00%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                                              | MORGAN STANLEY BK NA SALT LAKE 5.016%/VAR 01/12/2029                                                                             | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1019265.56    | 0.00%             | 2029-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 4% 12/01/2054#FA0227                                                                                              | CUSIP: 3140W0HD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11542864 | PA      | $11319551.28   | 0.03%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 01/20/2055#MB0146                                                                                                     | CUSIP: 3618N5EU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9825423 | PA      | $9872431.30    | 0.02%             | 2055-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                                              | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+90 01/12/2029                                                                            | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6031443.12    | 0.01%             | 2029-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GREEN LAKES PARK CLO LLC                                                                                    | GREEN LAKES PARK CLO LLC ARR TSFR3M+118 01/25/2038 144A                                                                          | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4445000 | PA      | $4438332.50    | 0.01%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.162%/VAR 01/24/2031                                                                                | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3370000 | PA      | $3497860.93    | 0.01%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL1 TRUST                                                                                        | PRET 2025-RPL1 TRUST 4% 07/25/2069 144A                                                                                          | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1989848 | PA      | $1956298.86    | 0.00%             | 2069-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                                                                      | GENESYS TERM B 1LN 01/30/2032                                                                                                    | CUSIP: 39479UAY9<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |      121594 | PA      | $111562.91     | 0.00%             | 2032-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                                                        | MAIN STREET SPORTS GROUP WT 06/30/2026                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       63385 | NS      | $0.63          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC                                                                 | CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC AR TSFR3M+122 01/17/2038 144A                                                        | CUSIP: 17181TAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2502587.50    | 0.01%             | 2038-01-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING                                                                                               | KAPLA HOLDING 5% 04/30/2031 REGS                                                                                                 | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |      150000 | PA      | $180965.90     | 0.00%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                                                          | BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A                                                                                  | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4905000 | PA      | $4898370.40    | 0.01%             | 2035-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.207%/VAR 01/28/2031                                                                              | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1046577.36    | 0.00%             | 2031-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.536%/VAR 01/28/2036                                                                              | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      504000 | PA      | $527119.76     | 0.00%             | 2036-01-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RCKT MTG TR 2025 CES1                                                                                       | RCKT MTG TR 2025 CES1 5.653% 01/25/2045 144A                                                                                     | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2764803 | PA      | $2794656.03    | 0.01%             | 2045-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | ROYAL BANK OF CANADA 5.153%/VAR 02/04/2031                                                                                       | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      236000 | PA      | $244752.69     | 0.00%             | 2031-02-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     1800000 | NC      | $-21145.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL PWR HLDGS S A                                                                                 | CONTOURGLOBAL PWR HLDGS S A 5% 02/28/2030 REGS                                                                                   | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $121188.92     | 0.00%             | 2030-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL PWR HLDGS S A                                                                                 | CONTOURGLOBAL PWR HLDGS S A 6.75% 02/28/2030 144A                                                                                | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $206000.00     | 0.00%             | 2030-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 4.65% 11/01/2029                                                                                      | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     2305000 | PA      | $2358081.20    | 0.01%             | 2029-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2053#CB6751                                                                                                   | CUSIP: 3140QSQD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      799552 | PA      | $836947.85     | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 40 LTD BRR TSFR3M+155 01/20/2035 144A                                                                | CUSIP: 67592BBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5850000 | PA      | $5852854.80    | 0.01%             | 2035-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                                                         | ASCEND LEARNING TERM B 1LN 12/11/2028                                                                                            | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |      223100 | PA      | $211944.94     | 0.00%             | 2028-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                                             | INTRAFI TERM B 1LN 07/31/2031                                                                                                    | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      173253 | PA      | $162154.67     | 0.00%             | 2031-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                                                     | PHILIPPINES REPUBLIC OF 5.5% 02/04/2035                                                                                          | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     2790000 | PA      | $2943450.00    | 0.01%             | 2035-02-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-1                                                                             | ANGEL OAK MORTGAGE TRUST 2025-1 5.691% 01/25/2070 144A                                                                           | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-CBDO         | CORP              | US        |      522676 | PA      | $528723.61     | 0.00%             | 2070-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                                                                | CROSS 2025-H1 MORTGAGE TRUST 6.48% 02/25/2070 144A                                                                               | CUSIP: 22758NAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      162000 | PA      | $164695.66     | 0.00%             | 2070-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 40 LTD A1RR TSFR3M+104 01/20/2035 144A                                                               | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6300000 | PA      | $6299861.40    | 0.01%             | 2035-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                                                                | CROSS 2025-H1 MORTGAGE TRUST 5.735% 02/25/2070 144A                                                                              | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1265418 | PA      | $1280910.92    | 0.00%             | 2070-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     1500000 | NC      | $-17621.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 06/01/2052#SD4958                                                                                                   | CUSIP: 3132DSQK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       71221 | PA      | $59555.66      | 0.00%             | 2052-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2050#QB5148                                                                                                   | CUSIP: 3133ABWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17576 | PA      | $14713.80      | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2019-2 LTD                                                                                          | TCW CLO 2019-2 LTD A1R2 TSFR3M+127 01/20/2038 144A                                                                               | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251000.75     | 0.00%             | 2038-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 09/01/2051#FS5803                                                                                                   | CUSIP: 3140XMNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51092 | PA      | $42723.66      | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2% 11/01/2051#FA0376                                                                                              | CUSIP: 3140W0M28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      637787 | PA      | $533918.03     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#BR4435                                                                                                   | CUSIP: 3140L24V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      602607 | PA      | $503902.94     | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 6.496% 11/25/2069 144A                                                  | CUSIP: 617932AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      128000 | PA      | $130142.63     | 0.00%             | 2069-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 A1 5.738% VAR 11/25/2069 144A                                           | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      466399 | PA      | $472125.36     | 0.00%             | 2069-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                                                                              | BLACKHAWK NETWORK TERM B 1LN 03/12/2029                                                                                          | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |      223408 | PA      | $221229.78     | 0.00%             | 2029-03-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                                                                      | POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A                                                                      | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4731733 | PA      | $4773440.50    | 0.01%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXIX                                                                            | BENEFIT STREET PARTNERS CLO XXIX AR TSFR3M+118 01/25/2038 144A                                                                   | CUSIP: 08186EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $500400.00     | 0.00%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2.5% 04/01/2052#FA0349                                                                                            | CUSIP: 3140W0L78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1192303 | PA      | $1051490.14    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                                        | AREIT 2025-CRE10 LTD A TSFR1M+138.794 12/17/2029 144A                                                                            | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      133000 | PA      | $132999.96     | 0.00%             | 2029-12-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE8 ISSUER LLC                                                                               | LOANCORE 2025-CRE8 ISSUER LLC A TSFR1M+138.504 08/17/2042 144A                                                                   | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      143000 | PA      | $143267.75     | 0.00%             | 2042-08-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1                                                            | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1 5.38% 02/20/2049 144A                                                           | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2068522 | PA      | $2109511.42    | 0.00%             | 2049-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1                                                            | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1 6.27% 02/20/2049 144A                                                           | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       27140 | PA      | $27928.42      | 0.00%             | 2049-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      300000 | NC      | $24116.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AASET 2025-1 LTD / AASET 2025-1 LLC                                                                         | AASET 2025-1 LTD / AASET 2025-1 LLC 5.943% 02/16/2050 144A                                                                       | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2007233 | PA      | $2065808.86    | 0.00%             | 2050-02-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 6% 07/01/2039#FS8581                                                                                                   | CUSIP: 3140XQRB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1940021 | PA      | $2009490.40    | 0.00%             | 2039-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                                                | FIRSTENERGY TRANSMISSION LLC 5% 01/15/2035                                                                                       | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1824000 | PA      | $1849536.77    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                                               | SINCLAIR TELEVISION GROUP INC 8.125% 02/15/2033 144A                                                                             | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      260000 | PA      | $270725.00     | 0.00%             | 2033-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                                                 | SEVERN TRENT WATER UTIL FIN 3.875% 08/04/2035 REGS                                                                               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      425000 | PA      | $509663.07     | 0.00%             | 2035-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARINGS LN PARTNERS CLO LTD 2 / BARINGS LN PARTNERS CLO 2 LLC                                               | BARINGS LN PARTNERS CLO LTD 2 / BARINGS LN PARTNERS CLO 2 LLC CR TSFR3M+165 01/20/2034 144A                                      | CUSIP: 06763BAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4499982.00    | 0.01%             | 2034-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RAD CLO 21 LTD                                                                                              | RAD CLO 21 LTD A1R TSFR3M+107 01/25/2037 144A                                                                                    | CUSIP: 750099AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2999925.00    | 0.01%             | 2037-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 5.085%/VAR 01/30/2031                                                                                        | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $11984739.40   | 0.03%             | 2031-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                                       | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2473529.24    | 0.01%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                                       | QUIKRETE HOLDINGS INC 6.75% 03/01/2033 144A                                                                                      | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      240000 | PA      | $249469.44     | 0.00%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 6.5%/VAR PERP                                                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      245000 | PA      | $256633.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 9.45% 02/04/2033 144A                                                                                   | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $224376.00     | 0.00%             | 2033-02-04      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXVI LTD / MAGNETITE XXVI LLC                                                                     | MAGNETITE XXVI LTD / MAGNETITE XXVI LLC AR2 TSFR3M+115 01/25/2038 144A                                                           | CUSIP: 55954YAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3261000 | PA      | $3264440.36    | 0.01%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 4.861% 01/31/2028                                                                                          | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      322000 | PA      | $328039.17     | 0.00%             | 2028-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                                             | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      720000 | PA      | $745341.84     | 0.00%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP 12/17/57 B                                                                                                           | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      400000 | NC      | $-503.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP 12/17/57 B                                                                                                           | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      200000 | NC      | $-251.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2052#FS8195                                                                                                   | CUSIP: 3140XQC96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      519106 | PA      | $434078.51     | 0.00%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FIN CORP 6.183%/VAR 01/30/2036                                                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       83000 | PA      | $86314.14      | 0.00%             | 2036-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      400000 | NC      | $32155.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NY COMMERCIAL MORTGAGE TRUST 2025-299P                                                                      | NY COMMERCIAL MORTGAGE TRUST 2025-299P B VAR 02/10/2035 144A                                                                     | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61000 | PA      | $64828.62      | 0.00%             | 2047-02-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                                                      | MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A                                                                                | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $80270.85      | 0.00%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                                                                                           | PRIMO BRANDS TERM B 1LN 03/31/2028                                                                                               | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |       46440 | PA      | $46390.40      | 0.00%             | 2028-03-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      200000 | NC      | $16077.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FS9872                                                                                                   | CUSIP: 3140XR6J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      662961 | PA      | $559550.03     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT SOFR30A+125 01/20/2055                                                                            | CUSIP: 38385BZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      390974 | PA      | $394552.76     | 0.00%             | 2055-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF1 LLC                                                                                          | PRPM 2025-RCF1 A1 LLC VAR 02/25/2055 144A                                                                                        | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      796102 | PA      | $796354.99     | 0.00%             | 2055-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2053                                                                            | CUSIP: 3136BUU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6704534 | PA      | $6759362.22    | 0.02%             | 2053-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055                                                                                | CUSIP: 3136BUZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6742696 | PA      | $6793577.46    | 0.02%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                                                        | TC ZIRAAT BANKASI AS 7.25% 02/04/2030 144A                                                                                       | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |      207000 | PA      | $214917.75     | 0.00%             | 2030-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055                                                                            | CUSIP: 3137HJAP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     8151963 | PA      | $8211008.28    | 0.02%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                                      | BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1 A1 5.664% 01/25/2065 144A                                                                 | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2533342 | PA      | $2560449.05    | 0.01%             | 2065-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN CR ACCEP RECEIVABLES TR 2025-1                                                                     | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-1 D 5.54% 08/12/2031 144A                                                      | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2850000 | PA      | $2905915.29    | 0.01%             | 2031-08-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 23 LTD                                                                                            | AIMCO CLO 23 LTD A TSFR3M+113 04/20/2038 144A                                                                                    | CUSIP: 00901JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      385650 | PA      | $385552.43     | 0.00%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 6.125% 08/03/2065                                                                                                    | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1326000 | PA      | $1152141.76    | 0.00%             | 2065-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 6% 08/03/2055                                                                                                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2973000 | PA      | $2618940.70    | 0.01%             | 2055-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 5.25% 02/03/2032                                                                                                     | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      287000 | PA      | $288114.70     | 0.00%             | 2032-02-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.8% 08/03/2028                                                                                                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    13720000 | PA      | $13868065.83   | 0.03%             | 2028-08-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                                | STRYKER CORP 5.2% 02/10/2035                                                                                                     | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1817024.74    | 0.00%             | 2035-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                                                  | ADIENT GLOBAL HOLDINGS LTD 7.5% 02/15/2033 144A                                                                                  | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      135000 | PA      | $141684.12     | 0.00%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                                                    | DIRECTV FINANCING LLC / CO-OBLIGOR INC 10% 02/15/2031 144A                                                                       | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102277.25     | 0.00%             | 2031-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                                             | NEVADA POWER CO 6.25%/VAR 05/15/2055                                                                                             | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      258000 | PA      | $262108.91     | 0.00%             | 2055-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 A1 VAR 01/25/2065 144A                                                             | CUSIP: 64832DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1180227 | PA      | $1203824.29    | 0.00%             | 2065-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 M1 VAR 01/25/2065 144A                                                             | CUSIP: 64832DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      322972 | PA      | $336270.50     | 0.00%             | 2065-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIM TR 2025-I1                                                                                              | CIM TRUST 2025-I1 5.798% 10/25/2069 144A                                                                                         | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3969999 | PA      | $4016939.59    | 0.01%             | 2069-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIM TR 2025-I1                                                                                              | CIM TR 2025-I1 CSTR 10/25/2069 144A                                                                                              | CUSIP: 12571DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      690000 | PA      | $701570.82     | 0.00%             | 2069-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      200000 | NC      | $16077.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055                                                                            | CUSIP: 3137HJWY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2054823 | PA      | $2071549.94    | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CZ030008 12/17/57 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      100000 | NC      | $8038.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 2025-RPL1 PT 4.02446% 01/25/2064 144A                                                             | CUSIP: 362954AR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     9028225 | PA      | $7784234.60    | 0.02%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 2025-RPL1 SA 0% 01/25/2064 144A                                                                   | CUSIP: 362954AH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        8849 | PA      | $8746.41       | 0.00%             | 2064-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                                                                 | OHA CREDIT PARTNERS VII LTD AR4 TSFR3M+114 02/20/2038 144A                                                                       | CUSIP: 67102QBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3159000 | PA      | $3156706.57    | 0.01%             | 2038-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 06/01/2054#QI8171                                                                                                   | CUSIP: 3133WFCG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20501 | PA      | $21077.89      | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 09/20/2054#MA9907                                                                                                     | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      778648 | PA      | $796826.59     | 0.00%             | 2054-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 5.5% 10/01/2035                                                                                   | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     4230000 | PA      | $4352501.98    | 0.01%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                                                       | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC 4.94% 10/20/2028 144A                                                                      | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1248150 | PA      | $1255567.43    | 0.00%             | 2028-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RFM REREMIC TRUST 2022-FRR1                                                                                 | RFM REREMIC TRUST 2022-FRR1 0% 03/28/2049 144A                                                                                   | CUSIP: 74971BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3960019.60    | 0.01%             | 2049-03-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC                                                                              | FS RIALTO 2025-FL10 ISSUER LLC A TSFR1M+138.505 08/19/2042 144A                                                                  | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110000 | PA      | $110235.15     | 0.00%             | 2042-08-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2021-2 LTD                                                                                      | OAKTREE CLO 2021-2 LTD AR TSFR3M+97 01/15/2035 144A                                                                              | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250004.25     | 0.00%             | 2035-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                                                      | MPT OPER PARTNERSHIP LP/CORP 7% 02/15/2032 REGS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      100000 | PA      | $124467.75     | 0.00%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 7.5% 09/15/2031 144A                                                                                        | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      245000 | PA      | $255718.02     | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+ 09/25/2054                                                                                   | CUSIP: 3136BUW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1305796 | PA      | $1315084.82    | 0.00%             | 2054-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+125 10/25/2054                                                                            | CUSIP: 3137HJQ26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1998763 | PA      | $2014910.86    | 0.00%             | 2054-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055                                                                            | CUSIP: 3137HJZC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1092320 | PA      | $1098114.11    | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                                                  | HESS MIDSTREAM PARTNERS LP 5.875% 03/01/2028 144A                                                                                | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $289727.87     | 0.00%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+115 02/25/2055                                                                                | CUSIP: 3136BUWD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1327026 | PA      | $1338050.12    | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+140 02/25/2055                                                                                | CUSIP: 3136BUWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1715139 | PA      | $1733343.24    | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054                                                                      | CUSIP: 3136BUWX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1984502 | PA      | $2004931.71    | 0.00%             | 2054-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2018-15 LTD                                                                                         | OCP CLO 2018-15 LTD AR TSFR3M+125 01/20/2038 144A                                                                                | CUSIP: 67112KAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2189000 | PA      | $2195952.26    | 0.00%             | 2038-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 40 LTD                                                                                         | SYMPHONY CLO 40 LTD AR TSFR3M+131 01/05/2038 144A                                                                                | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |      420000 | PA      | $420272.58     | 0.00%             | 2038-01-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-38 LTD / OCP CLO 2024-38 LLC                                                                   | OCP CLO 2024-38 LTD / OCP CLO 2024-38 LLC A TSFR3M+133 01/21/2038 144A                                                           | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250750.75     | 0.00%             | 2038-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                       | FOUNDRY JV HOLDCO LLC 5.5% 01/25/2031 144A                                                                                       | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2791438.66    | 0.01%             | 2031-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 5.625% 02/06/2035                                                                                               | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      600000 | PA      | $630757.83     | 0.00%             | 2035-02-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 6.375%/VAR 08/15/2055                                                                               | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      551000 | PA      | $572315.99     | 0.00%             | 2055-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                                                      | TWITTER TERM B1 1LN 10/26/2029                                                                                                   | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      674033 | PA      | $675434.81     | 0.00%             | 2029-10-26      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                             | PENNYMAC FINANCIAL SERVICES INC 6.875% 02/15/2033 144A                                                                           | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100110.80     | 0.00%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                                                          | SAAVI ENERGIA SARL 8.875% 02/10/2035 144A                                                                                        | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |      470000 | PA      | $516301.58     | 0.00%             | 2035-02-10      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 02/01/2055#CB9985                                                                                                   | CUSIP: 3140QWCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      460620 | PA      | $483602.93     | 0.00%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 02/01/2055#CB9989                                                                                                   | CUSIP: 3140QWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2741500 | PA      | $2865438.68    | 0.01%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      900000 | NC      | $72349.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                                                                              | EPIQ TERM B 1LN 04/26/2029                                                                                                       | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |      102827 | PA      | $88110.77      | 0.00%             | 2029-04-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                                             | WHP TERM B 1LN 02/20/2032                                                                                                        | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |      258700 | PA      | $258053.25     | 0.00%             | 2032-02-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 6.5%/VAR 08/15/2055                                                                                 | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      265000 | PA      | $280933.39     | 0.00%             | 2055-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                                                                                     | NATIONAL FUEL GAS CO NJ 5.5% 03/15/2030                                                                                          | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3954474.22    | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                                                          | POLAND REPUBLIC OF 5.375% 02/12/2035                                                                                             | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      285000 | PA      | $298437.75     | 0.00%             | 2035-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2023-1                                                                                     | ANGEL OAK MORTGAGE TRUST 2023-1 4.75% 09/26/2067 144A                                                                            | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      886447 | PA      | $883889.12     | 0.00%             | 2067-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                                 | IMPERIAL BRANDS FINANCE PLC 3.875% 02/12/2034 REGS                                                                               | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |      850000 | PA      | $1005536.46    | 0.00%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1 M3 VAR 02/25/2055 144A                                                             | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160794 | PA      | $164137.57     | 0.00%             | 2055-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1 M4 VAR 02/25/2055 144A                                                             | CUSIP: 922955AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160794 | PA      | $163948.65     | 0.00%             | 2055-02-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                                                                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32728000 | PA      | $32641067.89   | 0.07%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 02/15/2035                                                                                                      | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    49585000 | PA      | $52319920.18   | 0.12%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                                             | IBM CORPORATION 4.65% 02/10/2028                                                                                                 | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101566.23     | 0.00%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 02/15/2028                                                                                                       | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22983000 | PA      | $23352819.45   | 0.05%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                                 | PEPSICO INC 4.45% 02/07/2028                                                                                                     | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101538.53     | 0.00%             | 2028-02-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                                 | PEPSICO INC 4.6% 02/07/2030                                                                                                      | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      191000 | PA      | $196388.22     | 0.00%             | 2030-02-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                                 | PEPSICO INC 5% 02/07/2035                                                                                                        | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      113000 | PA      | $117026.43     | 0.00%             | 2035-02-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+153 07/25/2054                                                                            | CUSIP: 3136BSMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1492618 | PA      | $1512430.92    | 0.00%             | 2054-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.95%/VAR PERP                                                                                                     | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      623000 | PA      | $640497.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM1 M1                                                                                          | HOMES 2025-NQM1 M1 VAR 01/25/2070 144A                                                                                           | CUSIP: 43761DAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $610400.22     | 0.00%             | 2070-01-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1 6.03% 02/25/2055 144A                                                              | CUSIP: 922955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1244814 | PA      | $1274085.17    | 0.00%             | 2055-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2050#SD0516                                                                                                   | CUSIP: 3132DMSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2423084 | PA      | $2214566.65    | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2050#SD0517                                                                                                   | CUSIP: 3132DMSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2406252 | PA      | $2199183.61    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+145 11/25/2053                                                                            | CUSIP: 3136BQRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3357055 | PA      | $3397993.11    | 0.01%             | 2053-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SWCH COML MTG TR 2025-DATA                                                                                  | SWCH COML MTG TR 2025-DATA TSFR1M+144.29 03/15/2042 144A                                                                         | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4650000 | PA      | $4609189.74    | 0.01%             | 2042-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CRM1                                                                         | TOWD POINT MORTGAGE TRUST 2025-CRM1 5.799% 01/25/2065 144A                                                                       | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3068609 | PA      | $3104327.11    | 0.01%             | 2065-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                                                     | SUMMER BC HOLDCO B SARL FRN 3MEUR+425 02/15/2030 REGS                                                                            | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      311000 | PA      | $319332.83     | 0.00%             | 2030-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 6 / PIKES PEAK CLO 6 LLC                                                                     | PIKES PEAK CLO 6 / PIKES PEAK CLO 6 LLC DRR TSFR3M+250 05/18/2034 144A                                                           | CUSIP: 72132YBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      935000 | PA      | $929349.80     | 0.00%             | 2034-05-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                                     | MARATHON PETROLEUM CORP 5.15% 03/01/2030                                                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      159000 | PA      | $164796.38     | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                                                  | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                                                    | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |      295000 | PA      | $304669.36     | 0.00%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                                                                         | STAR LEASING CO LLC 7.625% 02/15/2030 144A                                                                                       | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     3060000 | PA      | $2909943.41    | 0.01%             | 2030-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                                                       | INCORA TOP HOLDCO LLC                                                                                                            | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3391 | NS      | $19803.44      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNRS 51 LTD                                                                           | OCTAGON INVESTMENT PARTNRS 51 LTD BR TSFR3M+150 07/20/2034 144A                                                                  | CUSIP: 675943AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4200000 | PA      | $4202457.00    | 0.01%             | 2034-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRM5 TR 2025-PRM5                                                                                           | PRM5 TR 2025-PRM5 D VAR 02/10/2028 144A                                                                                          | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35000 | PA      | $35173.96      | 0.00%             | 2033-03-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055                                                                            | CUSIP: 3137HJYG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3284388 | PA      | $3307953.83    | 0.01%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 27 LTD                                                                                             | AMMC CLO 27 LTD A2R TSFR3M+135 01/20/2037 144A                                                                                   | CUSIP: 00173UAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4820000 | PA      | $4821151.98    | 0.01%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054                                                                                | CUSIP: 3136BUGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2456346 | PA      | $2476362.16    | 0.01%             | 2054-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAMLL TRUST 2025-ASHF                                                                                       | BAMLL TRUST 2025-ASHF E TSFR1M+525 02/15/2040 144A                                                                               | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $300076.17     | 0.00%             | 2042-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                                         | CITADEL FINANCE LLC 5.9% 02/10/2030 144A                                                                                         | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1795485.74    | 0.00%             | 2030-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                                | ING GROEP NV 3%/VAR 08/17/2031 REGS                                                                                              | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $470796.18     | 0.00%             | 2031-08-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                                    | SNAP INC 6.875% 03/01/2033 144A                                                                                                  | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      530000 | PA      | $527890.39     | 0.00%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAMLL TRUST 2025-ASHF                                                                                       | BAMLL TRUST 2025-ASHF TSFR1M+185 02/15/2040 144A                                                                                 | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      746000 | PA      | $746091.61     | 0.00%             | 2042-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-2                                                                               | SEQUOIA MORTGAGE TRUST 2025-2 A5 VAR 03/25/2055 144A                                                                             | CUSIP: 816935AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1365773 | PA      | $1375206.40    | 0.00%             | 2055-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                                                      | X TERM 1LN 10/26/2029                                                                                                            | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      523045 | PA      | $548412.60     | 0.00%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                                           | UNITED KINGDOM G.B. and N.IRELAND 4.5% 03/07/2035 REGS                                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    50000000 | PA      | $68707641.93   | 0.15%             | 2035-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 3.945%/VAR 02/18/2037 REGS                                                                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $476205.94     | 0.00%             | 2037-02-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                                            | ISRAEL STATE OF 5.375% 02/19/2030                                                                                                | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     4461000 | PA      | $4617363.00    | 0.01%             | 2030-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055                                                                            | CUSIP: 3137HJEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1307702 | PA      | $1318677.48    | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                                                     | ZIMMER BIOMET HLDGS INC 5.5% 02/19/2035                                                                                          | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      855000 | PA      | $894793.15     | 0.00%             | 2035-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                                           | BBAM US CLO I LTD D1R TSFR3M+300 03/30/2038 144A                                                                                 | CUSIP: 054978AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      125000 | PA      | $122881.00     | 0.00%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/01/2051#QC7480                                                                                                   | CUSIP: 3133ASJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27158 | PA      | $26861.97      | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 11/01/2051#QD1244                                                                                                   | CUSIP: 3133AXLZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32909 | PA      | $32549.57      | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2052#QD6619                                                                                                   | CUSIP: 3133B4K87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15647 | PA      | $15445.76      | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2052#QD7533                                                                                                   | CUSIP: 3133B5LN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13528 | PA      | $13376.05      | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 04/01/2052#QE0889                                                                                                   | CUSIP: 3133B97A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16391 | PA      | $16180.82      | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 04/01/2052#QE0547                                                                                                   | CUSIP: 3133B9TC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18414 | PA      | $18177.04      | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2052#QE5393                                                                                                   | CUSIP: 3133BE7E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19037 | PA      | $18823.24      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2052#QE5493                                                                                                   | CUSIP: 3133BFC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21607 | PA      | $21364.37      | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#QE8192                                                                                                   | CUSIP: 3133BJC59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16751 | PA      | $16557.32      | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2051#BU3339                                                                                                   | CUSIP: 3140M4V96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18358 | PA      | $18157.43      | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2051#CB1703                                                                                                   | CUSIP: 3140QL3M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77283 | PA      | $76439.65      | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2052#CB2695                                                                                                   | CUSIP: 3140QM7H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76648 | PA      | $75787.53      | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2051#CB2189                                                                                                   | CUSIP: 3140QMNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102780 | PA      | $101658.36     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2051#CB2460                                                                                                   | CUSIP: 3140QMWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59251 | PA      | $58586.51      | 0.00%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2052#CB2924                                                                                                   | CUSIP: 3140QNHA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50680 | PA      | $50111.37      | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2052#CB4669                                                                                                   | CUSIP: 3140QQFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130890 | PA      | $129380.29     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2.5% 06/01/2052#FA0543                                                                                            | CUSIP: 3140W0S97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1552621 | PA      | $1370223.81    | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2052#SD5845                                                                                                 | CUSIP: 3132DTP61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2792570 | PA      | $2635904.46    | 0.01%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 5.25% 02/01/2055                                                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     1255000 | PA      | $1288159.12    | 0.00%             | 2055-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU                                                            | FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU A TSFR1M+145 12/15/2039 144A                                                    | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1930000 | PA      | $1929396.88    | 0.00%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                                           | BBAM US CLO I LTD AR TSFR3M+120 03/30/2038 144A                                                                                  | CUSIP: 054978AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249621.25     | 0.00%             | 2038-03-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                                                                     | BARRY CALLEBAUT SVCS NV 4.25% 08/19/2031 REGS                                                                                    | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |      400000 | PA      | $492222.67     | 0.00%             | 2031-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXXI LTD                                                                               | MADISON PARK FUNDING LXXI LTD A1 TSFR3M+114 04/23/2038 144A                                                                      | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2880000 | PA      | $2872800.00    | 0.01%             | 2038-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                                            | BERRY GLOBAL INC 5.8% 06/15/2031                                                                                                 | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     6820000 | PA      | $7262612.07    | 0.02%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                                            | BERRY GLOBAL INC 5.65% 01/15/2034                                                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2112806.90    | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+74.448 10/20/2069                                                                            | CUSIP: 38380LH22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     8183066 | PA      | $8206911.21    | 0.02%             | 2069-10-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AGL CLO 37 LTD                                                                                              | AGL CLO 37 LTD A1 TSFR3M+124 04/22/2038 144A                                                                                     | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250334.25     | 0.00%             | 2038-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                             | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                                                            | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      565000 | PA      | $562283.42     | 0.00%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE CORP                                                                                      | CREDIT ACCEPTANCE CORP 6.625% 03/15/2030 144A                                                                                    | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99478.50      | 0.00%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GILEAD AVIATION LLC                                                                                         | GILEAD AVIATION LLC 0% 03/15/2050 144A                                                                                           | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4718538 | PA      | $4850317.63    | 0.01%             | 2050-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                                                       | INCORA TOP HOLDCO LLC CONV 6% 01/31/2033                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       74485 | PA      | $17317.68      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                                               | SINCLAIR TELEVISION GROUP INC 4.375% 12/31/2032 144A                                                                             | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      118000 | PA      | $94589.98      | 0.00%             | 2032-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.75% 02/15/2045                                                                                                       | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9310000 | PA      | $9542750.00    | 0.02%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | USTN TII 2.375% 02/15/2055                                                                                                       | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8140000 | PA      | $8242585.06    | 0.02%             | 2055-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC                                                               | CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC ARR TSFR3M+120 01/25/2038 144A                                                     | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3215000 | PA      | $3211785.00    | 0.01%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                                                                                    | SECRETARIAT ADVISORS TERM B 1LN 2/28/2032                                                                                        | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      128231 | PA      | $125559.79     | 0.00%             | 2032-02-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                                        | PRPM 2025-NQM1 M1A TRUST 6.645% 11/25/2069 144A                                                                                  | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      662810 | PA      | $678224.97     | 0.00%             | 2069-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC                                                                     | ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A                                                           | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4331000 | PA      | $4336006.64    | 0.01%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                                                  | LEIDOS INC 5.4% 03/15/2032                                                                                                       | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      987000 | PA      | $1029692.43    | 0.00%             | 2032-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                                        | PRPM 2025-NQM1 A1 TRUST VAR 11/25/2069 144A                                                                                      | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1270106 | PA      | $1286002.13    | 0.00%             | 2069-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                                          | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                                                           | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14392327 | PA      | $14374336.47   | 0.03%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                                          | BX TRUST 2025-ROIC B TSFR1M+149.33 03/15/2030 144A                                                                               | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1425959 | PA      | $1422393.97    | 0.00%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                                          | BX TRUST 2025-ROIC C TSFR1M+169 03/15/2030 144A                                                                                  | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2009616 | PA      | $2004602.45    | 0.00%             | 2030-03-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                                          | BX TRUST 2025-ROIC TSFR1M+294.129 03/15/2030 144A                                                                                | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      707611 | PA      | $707611.35     | 0.00%             | 2030-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-1 LTD                                                                       | PALMER SQUARE LOAN FUNDING 2025-1 LTD A1 TSFR3M+80 02/15/2033 144A                                                               | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3108960 | PA      | $3106927.17    | 0.01%             | 2033-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 53B LTD                                                                          | GOLUB CAPITAL PARTNERS CLO 53B LTD AR TSFR3M+98 07/20/2034 144A                                                                  | CUSIP: 38177YAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5200000 | PA      | $5202579.20    | 0.01%             | 2034-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-2                                                                             | ANGEL OAK MORTGAGE TRUST 2025-2 A1 5.637% 02/25/2070 144A                                                                        | CUSIP: 03466QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1264500 | PA      | $1278625.39    | 0.00%             | 2070-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA 5.875%/VAR PERP REGS                                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EP               | CORP              | FR        |      100000 | PA      | $123149.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                                              | BRAZIL FEDERATIVE REPUBLIC OF 6.625% 03/15/2035                                                                                  | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      985000 | PA      | $1034250.00    | 0.00%             | 2035-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      850000 | PA      | $879085.30     | 0.00%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 4.65% 03/15/2028                                                                                                      | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101760.01     | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 7.625%/VAR PERP                                                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |      315000 | PA      | $334484.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 5.2% 03/15/2035                                                                                                       | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      320000 | PA      | $333875.82     | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.2% 04/01/2030                                                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5927597.01    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.2% 04/01/2055                                                                                               | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99980.60      | 0.00%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.25% 03/01/2030                                                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      405000 | PA      | $420338.51     | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                               | DTE ENERGY CO 5.2% 04/01/2030                                                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $4055236.30    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                                                    | BHP BILLITON FIN USA LTD 5.3% 02/21/2035                                                                                         | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      355000 | PA      | $372297.34     | 0.00%             | 2035-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.75% 03/01/2035                                                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      415000 | PA      | $439307.59     | 0.00%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.8% 03/15/2065                                                                                            | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      213000 | PA      | $218840.09     | 0.00%             | 2065-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUARTZ ACQUIRECO LLC                                                                                        | QUALTRICS TERM B 1LN 06/28/2030                                                                                                  | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      283048 | PA      | $251204.67     | 0.00%             | 2030-06-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2024-CES3                                                                  | VISTA POINT SECURITIZATION TRUST 2024-CES3 STEP 01/25/2055 144A                                                                  | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4433156 | PA      | $4463444.97    | 0.01%             | 2055-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                                                    | BHP BILLITON FIN USA LTD 5.125% 02/21/2032                                                                                       | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     3269000 | PA      | $3420167.03    | 0.01%             | 2032-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                                                                     | CARLSBERG BREWERIES A/S 3.25% 02/28/2032 REGS                                                                                    | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      215000 | PA      | $255794.50     | 0.00%             | 2032-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                                                    | BHP BILLITON FIN USA LTD 5% 02/21/2030                                                                                           | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     1330000 | PA      | $1378983.27    | 0.00%             | 2030-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                                  | FIRST QUANTUM MINERALS LTD 8% 03/01/2033 144A                                                                                    | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1335000 | PA      | $1422602.70    | 0.00%             | 2033-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 TR                                                                                             | ALTDE 2025-1 TR 5.9% 08/15/2050 144A                                                                                             | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2746822 | PA      | $2824612.17    | 0.01%             | 2050-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                                           | CISCO SYSTEMS INC 4.55% 02/24/2028                                                                                               | CUSIP: 17275RBW1<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203141.62     | 0.00%             | 2028-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A                                     | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $128897.42     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.086%/VAR 02/25/2029                                                                                               | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1600000 | PA      | $1630044.96    | 0.00%             | 2029-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                                           | CISCO SYSTEMS INC 5.1% 02/24/2035                                                                                                | CUSIP: 17275RBZ4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103789.71     | 0.00%             | 2035-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6% 03/01/2055#RJ3645                                                                                             | CUSIP: 3142GUBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1256695 | PA      | $1313508.26    | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-1                                                                                                 | SCLP 2025-1 4.8% 02/27/2034 144A                                                                                                 | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      984827 | PA      | $989817.17     | 0.00%             | 2034-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2025-NQM2                                                                          | BRAVO RESIDENTIAL FDG TR 2025-NQM2 A1 VAR 11/25/2064 144A                                                                        | CUSIP: 10569NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4162405 | PA      | $4210232.69    | 0.01%             | 2064-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 01/01/2055#SL0307                                                                                                 | CUSIP: 31427MKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2191028 | PA      | $2265382.36    | 0.01%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055                                                                                | CUSIP: 3136BUVN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2888738 | PA      | $2916026.48    | 0.01%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM3 TR                                                                                            | OBX 2025-NQM3 A1 TR VAR 12/01/2064 144A                                                                                          | CUSIP: 67448YAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      285013 | PA      | $288243.77     | 0.00%             | 2064-12-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2019-1 LTD.                                                                                      | CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A                                                                       | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3981000 | PA      | $3981947.48    | 0.01%             | 2035-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-1 LTD                                                                                | PALMER SQUARE CLO 2021-1 LTD A1AR TSFR3M+115 04/20/2038 144A                                                                     | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3003591.00    | 0.01%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                                            | CIFC FUNDING LTD A1A2 TSFR3M+99 01/17/2035 144A                                                                                  | CUSIP: 12552FBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4300000 | PA      | $4298899.20    | 0.01%             | 2035-01-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV1                                                                                              | EFMT 2025-INV1 A1 VAR 03/25/2070 144A                                                                                            | CUSIP: 26846XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      348324 | PA      | $352466.13     | 0.00%             | 2070-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-VLT6                                                                                             | BX TR 2025-VLT6 A TSFR1M+144.32 03/15/2030 144A                                                                                  | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275000 | PA      | $274312.50     | 0.00%             | 2042-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-1                                                                                                 | SCLP 2025-1 B 5.12% 02/27/2034 144A                                                                                              | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      239000 | PA      | $243177.10     | 0.00%             | 2034-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL14 LLC                                                                                           | BDS 2025-FL14 LLC AS TSFR1M+157.139 10/21/2042 144A                                                                              | CUSIP: 072921AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3150000 | PA      | $3149998.74    | 0.01%             | 2042-10-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXAS COML MTG TR 2025-TWR                                                                                  | TEXAS COML MTG TR 2025-TWR B TSFR1M+159.272 04/15/2042 144A                                                                      | CUSIP: 88231WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3300000 | PA      | $3299999.67    | 0.01%             | 2042-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                                         | AFFIRM MASTER TRUST 5.13% 02/15/2033 144A                                                                                        | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      156000 | PA      | $157295.74     | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                                         | AFFIRM MASTER TRUST 4.99% 02/15/2033 144A                                                                                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1491000 | PA      | $1505113.36    | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROC MORTGAGE TRUST 2025-RTL1                                                                                | ROC MORTGAGE TRUST 2025-RTL1 A1 STEP 02/25/2040 144A                                                                             | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1711089.61    | 0.00%             | 2040-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6.15% 03/01/2055                                                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      761000 | PA      | $766323.00     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-VIS1                                                                          | JP MORGAN MORTGAGE TRUST 2025-VIS1 6.412% 08/25/2055 144A                                                                        | CUSIP: 46659BAF9<br>LEI: 529900CBDGTUOOQONB64 | Long             | ABS-CBDO         | CORP              | US        |      220000 | PA      | $223805.30     | 0.00%             | 2055-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                                            | LPL HOLDINGS INC 5.2% 03/15/2030                                                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $10414350.45   | 0.02%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XVIII LTD                                                                                  | MARBLE POINT CLO XVIII LTD A1R2 TSFR3M+121 03/15/2038 144A                                                                       | CUSIP: 566076BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $750174.00     | 0.00%             | 2038-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                                             | ENTERGY TEX INC 5.25% 04/15/2035                                                                                                 | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       31000 | PA      | $32171.10      | 0.00%             | 2035-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                                               | MARRIOTT INTERNATIONAL INC/MD 5.5% 04/15/2037                                                                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2428517.35    | 0.01%             | 2037-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     1900000 | NC      | $-22320.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                                      | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                                                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      285000 | PA      | $297146.99     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                                                                     | WEX INC 6.5% 03/15/2033 144A                                                                                                     | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      170000 | PA      | $170856.37     | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                                     | KEYCORP 5.121%/VAR 04/04/2031                                                                                                    | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1051507.72    | 0.00%             | 2031-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.786%/VAR 03/04/2029                                                                                              | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101503.11     | 0.00%             | 2029-03-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                                     | BANK OF NOVA SCOTIA 3.375%/VAR 03/05/2033 REGS                                                                                   | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      760000 | PA      | $905610.83     | 0.00%             | 2033-03-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| METRO AG                                                                                                    | METRO AG 4% 03/05/2030 REGS                                                                                                      | CUSIP: N/A<br>LEI: 5299006EQ03K3SSUYS12       | Long             | DBT              | CORP              | DE        |      205000 | PA      | $254296.03     | 0.00%             | 2030-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC FRN SOFR+103 03/03/2029                                                                                        | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $5035714.80    | 0.01%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.13%/VAR 03/03/2031                                                                                           | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      861000 | PA      | $888402.61     | 0.00%             | 2031-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                                           | KENYA REPUBLIC OF 9.5% 03/05/2036 144A                                                                                           | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      532000 | PA      | $558999.00     | 0.00%             | 2036-03-05      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LAST MILE LOGISTICS PAN EURO FINANCE DAC                                                                    | LAST MILE LOGISTICS PAN EURO FINANCE DAC 3MEUR+270 08/17/2033 REGS                                                               | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |      174710 | PA      | $206150.92     | 0.00%             | 2033-08-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+140 03/25/2055                                                                            | CUSIP: 3137HKBM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     7297897 | PA      | $7376577.54    | 0.02%             | 2055-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 9 FG SOFR30A+135 03/25/2055                                                                           | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      283539 | PA      | $286131.59     | 0.00%             | 2055-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+135 01/25/2055                                                                            | CUSIP: 3137HKE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3039607 | PA      | $3075386.65    | 0.01%             | 2055-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+130 03/25/2055                                                                                | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      536969 | PA      | $541572.34     | 0.00%             | 2055-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | SCDS:(BRKHEC) SWAP/CDSWAP 1.56197 09/29/2027                                                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |      465000 | NC      | $-337.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 25-18 FM SOFR30A+ 09/25/2054                                                                          | CUSIP: 3136BVKH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     7862321 | PA      | $7904529.67    | 0.02%             | 2054-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF 5513 MF GT SOFR30A+ 11/25/2054                                                                       | CUSIP: 3137HKEX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    15731864 | PA      | $15822048.99   | 0.04%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.05% 04/04/2028                                                                                        | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4804000 | PA      | $4897762.93    | 0.01%             | 2028-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY885799 12/15/56 S                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     2400000 | NC      | $-28194.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 2025-18 MA 0.5% 09/25/2054                                                                            | CUSIP: 3136BVLQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5466185 | PA      | $4960486.32    | 0.01%             | 2054-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                                                   | OLIN CORP 6.625% 04/01/2033 144A                                                                                                 | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      260000 | PA      | $253882.56     | 0.00%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2025                                                                                 | JOHN DEERE OWNER TRUST 2025 4.23% 03/15/2028 REGS                                                                                | CUSIP: 47800DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1225605 | PA      | $1227640.65    | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-A                                                                                | ARI FLEET LEASE TRUST 2025-A 4.38% 01/17/2034 144A                                                                               | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280802 | PA      | $281752.30     | 0.00%             | 2034-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1                                                 | GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1 4.52% 10/15/2027 144A                                                | CUSIP: 39154GAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4267312 | PA      | $4280472.37    | 0.01%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     5700000 | NC      | $-66961.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                                                     | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                                                        | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |      343350 | PA      | $162960.78     | 0.00%             | 2028-10-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SILVER POINT CLO 8 LTD                                                                                      | SILVER POINT CLO 8 LTD A1 TSFR3M+121 04/15/2038 144A                                                                             | CUSIP: 827918AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250325.50     | 0.00%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCG COML MTG TR 2025-DLFN                                                                                   | SCG COML MTG TR 2025-DLFN TSFR1M+295 03/15/2035 144A                                                                             | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      199000 | PA      | $199248.75     | 0.00%             | 2035-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                                | SYNOPSYS INC 4.65% 04/01/2028                                                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      226000 | PA      | $228878.27     | 0.00%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                                | SYNOPSYS INC 4.85% 04/01/2030                                                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     7150000 | PA      | $7321393.22    | 0.02%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                                | SYNOPSYS INC 5% 04/01/2032                                                                                                       | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3814942.72    | 0.01%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                                | SYNOPSYS INC 5.7% 04/01/2055                                                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      750000 | PA      | $749566.47     | 0.00%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                                  | HUMANA INC 5.55% 05/01/2035                                                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2696596.83    | 0.01%             | 2035-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 5.45%/VAR 03/06/2031                                                                                         | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      183000 | PA      | $186915.90     | 0.00%             | 2031-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                                         | PAYPAL HOLDINGS INC 4.45% 03/06/2028                                                                                             | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      327000 | PA      | $330703.62     | 0.00%             | 2028-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                                         | PAYPAL HOLDINGS INC 5.1% 04/01/2035                                                                                              | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55695.08      | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                                           | CHORD ENERGY CORP 6.75% 03/15/2033 144A                                                                                          | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      185000 | PA      | $192140.08     | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 5.4% 04/01/2035                                                                                                          | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      221000 | PA      | $226213.85     | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALUMINA LTD                                                                                                 | ALUMINA LTD 6.375% 09/15/2032 144A                                                                                               | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      575000 | PA      | $596987.43     | 0.00%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                                                 | AMERICAN HONDA FINANCE CORP 4.8% 03/05/2030                                                                                      | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      181000 | PA      | $185361.66     | 0.00%             | 2030-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 5.962% 02/15/2055 144A                                                                       | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $162489.73     | 0.00%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WALKER and DUNLOP INC                                                                                       | WALKER and DUNLOP INC 6.625% 04/01/2033 144A                                                                                     | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $118609.55     | 0.00%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1                                                                   | REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1 D 7.46% 07/15/2036 144A                                                                | CUSIP: 758983AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $102672.01     | 0.00%             | 2036-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 5.55% 03/15/2055                                                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       66000 | PA      | $65819.81      | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO                                                                                             | BIRCH GROVE CLO A1R TSFR3M+126 01/19/2038 144A                                                                                   | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      339000 | PA      | $339631.56     | 0.00%             | 2038-01-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXV LTD                                                                         | BENEFIT STREET PARTNERS CLO XXV LTD A1R TSFR3M+100 01/15/2035 144A                                                               | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      320000 | PA      | $320061.76     | 0.00%             | 2035-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO 2019-2 LTD                                                                               | CANYON CAPITAL CLO 2019-2 LTD AR2 TSFR3M+101 10/15/2034 144A                                                                     | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      710000 | PA      | $710507.65     | 0.00%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                                                                        | ADLER FINANCING SARL PIK VAR 12/31/2028                                                                                          | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |      258290 | PA      | $339400.24     | 0.00%             | 2028-12-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 38 LTD                                                                                         | AGL CORE CLO 38 LTD A1 TSFR3M+124 01/22/2038 144A                                                                                | CUSIP: 00852QAA9<br>LEI: 254900ZPMRHE5M6S8F18 | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270789.75     | 0.00%             | 2038-01-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 6.75% 03/15/2032                                                                                            | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60465.78      | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                                                       | 3M CO 4.8% 03/15/2030                                                                                                            | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102819.44     | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                                                                | NEW GOLD INC 6.875% 04/01/2032 144A                                                                                              | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $584502.60     | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2022-II LTD / CIFC FDG 2022-II LLC                                                                 | CIFC FDG 2022-II LTD / CIFC FDG 2022-II LLC A1R TSFR3M+97 04/19/2035 144A                                                        | CUSIP: 12567MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      995000 | PA      | $995044.78     | 0.00%             | 2035-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3704                                                                                           | CUSIP: 3142GUDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      960657 | PA      | $1017980.06    | 0.00%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3700                                                                                           | CUSIP: 3142GUDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      274919 | PA      | $293385.83     | 0.00%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3703                                                                                           | CUSIP: 3142GUDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      847931 | PA      | $900647.73     | 0.00%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 03/01/2055#CC0116                                                                                                   | CUSIP: 3140Y6DW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1465797 | PA      | $1533437.37    | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 03/01/2055#CC0136                                                                                                 | CUSIP: 3140Y6EJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2137499 | PA      | $2265045.76    | 0.01%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GAEA MTG LN TR 2025-A                                                                                       | GAEA MTG LN TR 2025-A A VAR 02/25/2030 144A                                                                                      | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       99805 | PA      | $98435.27      | 0.00%             | 2030-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KKR CLO 35 LTD                                                                                              | KKR CLO 35 LTD AR TSFR3M+120 01/20/2038 144A                                                                                     | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249737.75     | 0.00%             | 2038-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                                                                          | FIRST HORIZON CORP 5.514%/VAR 03/07/2031                                                                                         | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1413211.91    | 0.00%             | 2031-03-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC 6.75% 04/15/2033                                                                                           | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      335000 | PA      | $343475.84     | 0.00%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                                    | MARS INC 5% 03/01/2032 144A                                                                                                      | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    18060000 | PA      | $18707706.37   | 0.04%             | 2032-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                                    | MARS INC 5.2% 03/01/2035 144A                                                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     9843000 | PA      | $10192056.99   | 0.02%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                                    | MARS INC 5.65% 05/01/2045 144A                                                                                                   | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      305000 | PA      | $312132.13     | 0.00%             | 2045-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                                    | MARS INC 4.8% 03/01/2030 144A                                                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     5860000 | PA      | $6024048.53    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                                            | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      190000 | PA      | $194668.49     | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2025-BHR5                                            | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2025-BHR5 A TSFR1M+169.3 03/15/2040 144A                                  | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      173552 | PA      | $173551.52     | 0.00%             | 2040-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                                         | AXON ENTERPRISE INC 6.125% 03/15/2030 144A                                                                                       | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      345000 | PA      | $355565.97     | 0.00%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                                         | AXON ENTERPRISE INC 6.25% 03/15/2033 144A                                                                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      145000 | PA      | $150295.26     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                                    | ACADIA HEALTHCARE CO INC 7.375% 03/15/2033 144A                                                                                  | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      180000 | PA      | $185822.64     | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP PARTNERS CLO 77B LTD                                                                              | GOLUB CAP PARTNERS CLO 77B LTD A1 TSFR3M+125 01/25/2038 144A                                                                     | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      515422 | PA      | $516090.50     | 0.00%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 14 LTD                                                                                      | SIGNAL PEAK CLO 14 LTD A TSFR3M+130 01/22/2038 144A                                                                              | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00     | 0.00%             | 2038-01-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 5% 06/15/2030                                                                                                | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3917576.56    | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRM FHT1 EXCESS OWNER LLC                                                                                   | NRM FHT1 EXCESS OWNER LLC 6.545% 03/25/2032 144A                                                                                 | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3857344 | PA      | $3928401.15    | 0.01%             | 2032-03-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 03/15/2028                                                                                                      | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      459000 | PA      | $463374.84     | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                                         | ACTION TERM B5B 1LN 07/01/2031                                                                                                   | CUSIP: N/A<br>LEI: 7245002S0K5Q59JCVQ03       | Long             | LON              | CORP              | NL        |      447680 | PA      | $446897.04     | 0.00%             | 2031-07-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 5.55% 04/01/2035                                                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5519635.09    | 0.01%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAKESIDE PK CLO LTD / LAKESIDE PK CLO LLC                                                                   | LAKESIDE PK CLO LTD / LLC A TSFR3M+115 04/15/2038 144A                                                                           | CUSIP: 51218YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2529000 | PA      | $2529000.00    | 0.01%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CZ030007 12/17/57 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      100000 | NC      | $16025.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC                                                            | MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC A1 TSFR3M+117 04/15/2038 144A                                                   | CUSIP: 617921AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4173000 | PA      | $4173000.00    | 0.01%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONALFIN AUTH REV                                                                  | NEW YORK AUTH 2.69% 5/1/2033                                                                                                     | CUSIP: 64972JRH3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      530000 | PA      | $482272.71     | 0.00%             | 2033-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                                               | NEW SOUTH WALES TREASURY CORP 5.25% 02/24/2038 REGS                                                                              | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     2825000 | PA      | $1981099.46    | 0.00%             | 2038-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTERNATIONAL FINANCE SARL                                                                          | ARAMARK INTERNATIONAL FINANCE SARL 4.375% 04/15/2033 REGS                                                                        | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $118491.64     | 0.00%             | 2033-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 3.864%/VAR 03/17/2033 REGS                                                                                | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      245000 | PA      | $294757.72     | 0.00%             | 2033-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                                              | RCI BANQUE S A 4.75%/VAR 03/24/2037 REGS                                                                                         | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $609371.25     | 0.00%             | 2037-03-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                                 | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                                                | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      510000 | PA      | $536321.17     | 0.00%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                                       | SWITCH ABS ISSUER LLC 2025-1A A2 5.036% 03/25/2055 144A                                                                          | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3470000 | PA      | $3446648.98    | 0.01%             | 2055-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-1                                                                             | FOUNDATION FINANCE TRUST 2025-1A A 4.95% 04/15/2050 144A                                                                         | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      191509 | PA      | $194666.77     | 0.00%             | 2050-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                                | ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A                                                                               | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      650000 | PA      | $684725.60     | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-2                                                                           | VERUS SECURITIZATION TRUST 2025-2 5.307% 03/25/2070 144A                                                                         | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-CBDO         | CORP              | US        |     3334314 | PA      | $3358730.87    | 0.01%             | 2070-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                                               | MODIVCARE INC PIK STEP 10/01/2029 144A                                                                                           | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     1115100 | PA      | $11151.00      | 0.00%             | 2029-10-01      | Variable      | 0.10%                 | No            |                  3 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 4.9% 03/15/2030                                                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1269119.44    | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 5.35% 03/15/2035                                                                                             | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      285000 | PA      | $295936.26     | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 5.625% 08/15/2035                                                                                               | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     3775000 | PA      | $3981039.73    | 0.01%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                                                       | RIO TINTO FIN USA PLC 5.25% 03/14/2035                                                                                           | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      540000 | PA      | $563483.46     | 0.00%             | 2035-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 6.25% 03/15/2030                                                                                            | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     9050000 | PA      | $9572073.05    | 0.02%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                                 | METLIFE INC T5Y+NA 03/15/2055                                                                                                    | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103865.40     | 0.00%             | 2055-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 02/01/2055#SD8505                                                                                                   | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11516431 | PA      | $11580113.11   | 0.03%             | 2055-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 11/01/2054#DC5738                                                                                                 | CUSIP: 3140ATLU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2700138 | PA      | $2756930.66    | 0.01%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                 | NUTRIEN LTD 4.5% 03/12/2027                                                                                                      | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      137000 | PA      | $137822.98     | 0.00%             | 2027-03-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN PLC                                                                                  | WESSEX WATER SERVS FIN PLC 6.125% 09/19/2034 REGS                                                                                | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |      320000 | PA      | $447192.22     | 0.00%             | 2034-09-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIG COMBIBLOC PURCHASECO SARL                                                                               | SIG COMBIBLOC PURCHASECO SARL 3.75% 03/19/2030 REGS                                                                              | CUSIP: N/A<br>LEI: 549300Q95MWZB4BXB866       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $120273.53     | 0.00%             | 2030-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MTG LN TR 2025-RP1 B1 VAR 01/25/2064 144A                                                                              | CUSIP: 17332HAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      161766 | PA      | $105564.27     | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 A1 VAR 01/25/2064 144A                                                                    | CUSIP: 17332HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8488200 | PA      | $8099160.90    | 0.02%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 25-RP1 SA VAR 01/25/2064 144A                                                                      | CUSIP: 17332HAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       11143 | PA      | $9886.89       | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MTG LN TR 2025-RP1 B2 VAR 01/25/2064 144A                                                                              | CUSIP: 17332HAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      102463 | PA      | $58512.72      | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD                                                                                           | MAGNETITE CLO LTD A1 TSFR3M+115 04/15/2038 144A                                                                                  | CUSIP: 55956CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2446000 | PA      | $2446569.92    | 0.01%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 A2 VAR 01/25/2064 144A                                                                    | CUSIP: 17332HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      404415 | PA      | $316927.01     | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MTG LN TR 2025-RP1 B3 VAR 01/25/2064 144A                                                                              | CUSIP: 17332HAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      129413 | PA      | $61456.97      | 0.00%             | 2064-01-25      | Variable      | 0.03%                 | No            |                  3 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MTG LN TR 2025-RP1 3.701119% 01/25/2064 144A                                                                           | CUSIP: 17332HAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      120322 | PA      | $44179.33      | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 M1 VAR 01/25/2064 144A                                                                    | CUSIP: 17332HAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      345112 | PA      | $266875.18     | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 M2 VAR 01/25/2064 144A                                                                    | CUSIP: 17332HAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      215665 | PA      | $156617.52     | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 VAR 01/25/2064 144A                                                                       | CUSIP: 17332HAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9967549 | PA      | $996.75        | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                                              | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                                                            | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $350255.07     | 0.00%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP 5.8% 03/15/2032                                                                                                         | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2611541.55    | 0.01%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                                                   | STELLANTIS FINANCE US INC 5.75% 03/18/2030 144A                                                                                  | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      340000 | PA      | $348319.26     | 0.00%             | 2030-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                                       | WILLIAMS SCOTSMAN INC 6.625% 04/15/2030 144A                                                                                     | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      240000 | PA      | $248651.28     | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CZ030008 12/17/57 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      200000 | NC      | $16077.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                                          | PRPM 2025-RPL1 A1 LLC 4% 03/25/2055 144A                                                                                         | CUSIP: 74390WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3037614 | PA      | $2994958.21    | 0.01%             | 2055-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 3.375% 12/12/2035 REGS                                                                                            | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |     1000000 | PA      | $1222377.01    | 0.00%             | 2035-12-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALSTRIA OFFICE REIT-AG                                                                                      | ALSTRIA OFFICE REIT-AG 5.5% 03/20/2031 REGS                                                                                      | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $243878.69     | 0.00%             | 2031-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                                          | PRPM 2025-RPL1 A2 4% 03/25/2055 144A                                                                                             | CUSIP: 74390WAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      621000 | PA      | $605199.46     | 0.00%             | 2055-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                                          | PRPM 2025-RPL1 A3 4% 03/25/2055 144A                                                                                             | CUSIP: 74390WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      366000 | PA      | $354486.04     | 0.00%             | 2055-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                                          | PRPM 2025-RPL1 M1A 4% 03/25/2055 144A                                                                                            | CUSIP: 74390WAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      357000 | PA      | $341728.36     | 0.00%             | 2055-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                                          | PRPM 2025-RPL1 M1B 4% 03/25/2055 144A                                                                                            | CUSIP: 74390WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      126000 | PA      | $119265.75     | 0.00%             | 2055-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.25% 03/15/2030                                                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3513928.93    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNA 8 LLC                                                                                                   | FNA 8 LLC 2025-1 A VAR 03/15/2045 144A                                                                                           | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      492265 | PA      | $497245.05     | 0.00%             | 2045-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2025-R1                                                                                           | CIM TRUST 2025-R1 5% 02/25/2099 144A                                                                                             | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4820035 | PA      | $4807177.66    | 0.01%             | 2099-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 12/01/2053#SD4621                                                                                                 | CUSIP: 3132DSD25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      318855 | PA      | $337582.42     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 01/01/2054#SD4622                                                                                                 | CUSIP: 3132DSD33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      830243 | PA      | $877138.52     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 12/01/2053#FS6525                                                                                                 | CUSIP: 3140XNHB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      344471 | PA      | $364703.27     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 6.5% 07/01/2054#FA0028                                                                                            | CUSIP: 3140W0A62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      459822 | PA      | $485794.08     | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 08/01/2054#FS8620                                                                                                 | CUSIP: 3140XQSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      653868 | PA      | $692272.30     | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#CB0443                                                                                                 | CUSIP: 3140QKP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2809677 | PA      | $2479604.53    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER MTG ASSET RECEIVABLE TR 2025-NQM1                                                                 | SANTANDER MTG ASSET RECEIVABLE TR 2025-NQM1 A1 VAR 01/25/2065 144A                                                               | CUSIP: 80262BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1658890 | PA      | $1675373.41    | 0.00%             | 2065-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WEST TR 2025-ROSE                                                                                           | WEST TRUST 2025-ROSE VAR 04/10/2030 144A                                                                                         | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      156000 | PA      | $159796.38     | 0.00%             | 2035-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOGETHER ASSET BACKED SECURITISATION 2025-CRE-1 PLC                                                         | TOGETHER ASSET BACKED SECURITISATION 2025-CRE-1 PLC SONIO+150 01/15/2057 REGS                                                    | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $135742.72     | 0.00%             | 2057-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                                          | BMW US CAPITAL LLC FRN SOFRINDX+92 03/21/2028 144A                                                                               | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3022650.00    | 0.01%             | 2028-03-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                                          | BMW US CAPITAL LLC 5.05% 03/21/2030 144A                                                                                         | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $8571731.87    | 0.02%             | 2030-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                                     | SANTANDER HLDGS USA INC 5.473%/VAR 03/20/2029                                                                                    | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $8075696.24    | 0.02%             | 2029-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 5.35% 04/01/2035 144A                                                                                 | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     1745000 | PA      | $1817229.09    | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2025-A                                                                                 | NELNET STUDENT LN TR 2025-AA A1B SOFR30A+110 03/15/2057 144A                                                                     | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      855069 | PA      | $855066.27     | 0.00%             | 2057-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TAURS 2025-UK2X                                                                                             | TAURS 2025-UK2X SONIO+250 02/18/2035 REGS                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      138065 | PA      | $186365.43     | 0.00%             | 2035-02-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TAURS 2025-UK2X                                                                                             | TAURS 2025-UK2X SONIO+320 02/18/2035 REGS                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      304574 | PA      | $411810.96     | 0.00%             | 2035-02-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                                             | NATGASOLINE TERM B 1LN 03/29/2030                                                                                                | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |       66702 | PA      | $66951.66      | 0.00%             | 2030-03-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS INC                                                                                        | CELSIUS TERM B 1LN 04/01/2032                                                                                                    | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      139721 | PA      | $140384.45     | 0.00%             | 2032-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                                             | TROPICANA TERM EXCH FLSO FL20 01/24/2029                                                                                         | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |      384310 | PA      | $234548.48     | 0.00%             | 2029-01-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                                             | TROPICANA TERM EXCH FLTO FL30 PIK 01/24/2030                                                                                     | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |       81092 | PA      | $17074.82      | 0.00%             | 2030-01-24      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                                             | TROPICANA TERM FLFO 01/24/2029                                                                                                   | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     1175629 | PA      | $1168645.64    | 0.00%             | 2029-01-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                                           | HYATT HOTELS CORP 5.05% 03/30/2028                                                                                               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $6019708.88    | 0.01%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9 MTG TR                                                                                         | BMO 2025-5C9 MTG TR 5.7785% 04/15/2058                                                                                           | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6700000 | PA      | $7070665.44    | 0.02%             | 2058-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                                | ING GROEP NV 4.858%/VAR 03/25/2029                                                                                               | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3900000 | PA      | $3967778.18    | 0.01%             | 2029-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 5.918% 03/20/2028                                                                                       | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1374000 | PA      | $1410599.88    | 0.00%             | 2028-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 5.65% 03/25/2032 144A                                                                              | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2987070.27    | 0.01%             | 2032-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 5.35% 03/27/2030 144A                                                                              | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    11923000 | PA      | $12359232.64   | 0.03%             | 2030-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 5.05% 03/27/2028 144A                                                                              | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     6778000 | PA      | $6888192.11    | 0.02%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                                         | NATWEST MARKETS PLC 5.022% 03/21/2030 144A                                                                                       | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      940000 | PA      | $972349.18     | 0.00%             | 2030-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                                                | INSULET CORP 6.5% 04/01/2033 144A                                                                                                | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      120000 | PA      | $124808.88     | 0.00%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL2 LLC                                                                                          | PRPM 2025-RPL2 LLC 3.75% 04/25/2055 144A                                                                                         | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4684920 | PA      | $4595295.32    | 0.01%             | 2055-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                                                          | NORTHWESTERN MUTUAL GLOBAL FUNDING 4.49% 03/21/2028 144A                                                                         | CUSIP: 66815L2V0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4853427.41    | 0.01%             | 2028-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC                                     | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 11.875% 04/15/2031 144A                                  | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $106011.20     | 0.00%             | 2031-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                                                               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 D 5.47% 05/15/2031                                                                 | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8100000 | PA      | $8311693.50    | 0.02%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 41 LTD A1R2 TSFR3M+109 10/15/2033 144A                                                               | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4250000 | PA      | $4251593.75    | 0.01%             | 2033-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                                                          | OREGON TOOL LUX LP 7.875% 10/15/2029 144A                                                                                        | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      298350 | PA      | $128290.50     | 0.00%             | 2029-10-15      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| ARES LVIII CLO LTD / ARES LVIII CLO LLC                                                                     | ARES LVIII CLO LTD / ARES LVIII CLO LLC A1R2 TSFR3M+124 04/15/2038 144A                                                          | CUSIP: 04018AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3511000 | PA      | $3508268.44    | 0.01%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                                              | 1261229 BC LTD 10% 04/15/2032 144A                                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1590000 | PA      | $1644270.91    | 0.00%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TAURS 2025-UK2X                                                                                             | TAURS 2025-UK2X B SONIO+200 02/18/2035 REGS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      111616 | PA      | $150667.32     | 0.00%             | 2035-02-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS (MAURITIUS) LTD                                                                       | GREENKO WIND PROJECTS (MAURITIUS) LTD 7.25% 09/27/2028 REGS                                                                      | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |      400000 | PA      | $408500.00     | 0.00%             | 2028-09-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL4 TRUST                                                                                        | CSMC 2021-RPL4 TRUST VAR 12/27/2060 144A                                                                                         | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3345729 | PA      | $3343051.87    | 0.01%             | 2060-12-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT                                                                      | BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A                                                             | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7448065 | PA      | $7457374.97    | 0.02%             | 2040-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V14 MTG TR                                                                                   | BENCHMARK 2025-V14 MTG TR 5.6599% 04/15/2057                                                                                     | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11710000 | PA      | $12350638.88   | 0.03%             | 2057-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                                                          | OREGON TOOL TERM 2LN 10/15/2029                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      310736 | PA      | $205474.34     | 0.00%             | 2029-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPT ISSUER TR 2025-1                                                                         | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1A A3 5.32% 03/25/2060 144A                                                          | CUSIP: 39571NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3900000 | PA      | $4013000.16    | 0.01%             | 2060-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPT ISSUER TR 2025-1                                                                         | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1A A4 5.32% 03/25/2060 144A                                                          | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6002671 | PA      | $6118362.93    | 0.01%             | 2060-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR2 TR                                                                           | PROGRESS RESIDENTIAL TRUST 25-SFR2 E1 3.725% 04/17/2042 144A                                                                     | CUSIP: 74334GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3384580 | PA      | $3187534.92    | 0.01%             | 2042-04-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                                   | SUNOCO LP 6.25% 07/01/2033 144A                                                                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      125000 | PA      | $128740.75     | 0.00%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                                                        | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                                                      | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      220000 | PA      | $232947.09     | 0.00%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.333%/VAR 03/27/2036                                                                                              | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      638000 | PA      | $657661.68     | 0.00%             | 2036-03-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                                  | AVIATION CAPITAL GROUP LLC 5.125% 04/10/2030 144A                                                                                | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $10890479.64   | 0.02%             | 2030-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                                                        | CAPSTONE COPPER CORP 6.75% 03/31/2033 144A                                                                                       | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |      585000 | PA      | $604560.06     | 0.00%             | 2033-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                                              | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      258800 | PA      | $251755.22     | 0.00%             | 2030-10-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL2                                                                                              | PRET 2025-RPL2 A1 4% 08/25/2064 144A                                                                                             | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2734923 | PA      | $2687111.84    | 0.01%             | 2064-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                                                                                    | MASSMUTUAL GLOBAL FDG II 4.45% 03/27/2028 144A                                                                                   | CUSIP: 57629TBW6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3543772.37    | 0.01%             | 2028-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORVIA                                                                                                      | FORVIA 5.625% 06/15/2030 REGS                                                                                                    | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $123842.63     | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 12/25/2054                                                                               | CUSIP: 3137HHMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      297633 | PA      | $300437.25     | 0.00%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLAT 2025-30A                                                                                               | FLAT 2025-30A A1 TSFR3M+116 04/15/2038 144A                                                                                      | CUSIP: 33882MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3505000 | PA      | $3505000.00    | 0.01%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2051#CB0193                                                                                                   | CUSIP: 3140QKGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2835241 | PA      | $2590370.08    | 0.01%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2052#CB2539                                                                                                 | CUSIP: 3140QMZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3368172 | PA      | $2964069.30    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 09/01/2051#FM8642                                                                                                 | CUSIP: 3140XCS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      474584 | PA      | $417348.38     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#FM9068                                                                                                 | CUSIP: 3140XDCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      780487 | PA      | $683919.68     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2052#FS7657                                                                                                   | CUSIP: 3140XPQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2537479 | PA      | $2308809.00    | 0.01%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 08/01/2054#FS8791                                                                                                   | CUSIP: 3140XQXV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      172608 | PA      | $178269.69     | 0.00%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | CDX IG44 5Y ICE SWAP 06/20/2030                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    66200000 | NC      | $549657.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 04/20/2053#MA8797                                                                                                   | CUSIP: 36179XX27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5291386 | PA      | $5037679.09    | 0.01%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 10/20/2054#MA9960                                                                                                     | CUSIP: 36180AB51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5461804 | PA      | $5020491.02    | 0.01%             | 2054-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A                                                                               | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1953000 | PA      | $2019995.28    | 0.00%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BXMT 2025-FL5 LTD                                                                                           | BXMT 2025-FL5 LTD A TSFR1M+163.88 10/18/2042 144A                                                                                | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      628000 | PA      | $629367.60     | 0.00%             | 2042-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 5.4% 04/15/2035                                                                                    | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       56000 | PA      | $58358.38      | 0.00%             | 2035-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                                          | CANADIAN IMPERIAL BK OF COMM 4.857%/VAR 03/30/2029                                                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      142000 | PA      | $144564.23     | 0.00%             | 2029-03-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 5.186% 04/01/2030 144A                                                                                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      390000 | PA      | $403552.39     | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DAC                                                                           | SMBC AVIATION CAPITAL FINANCE DAC 5.1% 04/01/2030 144A                                                                           | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     2000000 | PA      | $2059951.08    | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                                         | CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1012588.34    | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                                            | RELX CAPITAL INC 5.25% 03/27/2035                                                                                                | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3500962.46    | 0.01%             | 2035-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                                               | PRINCIPAL FINL GROUP INC 4.111% 02/15/2028 144A                                                                                  | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      388000 | PA      | $388027.30     | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                                                                          | BW REAL ESTATE INC 9.5%/VAR PERP 144A                                                                                            | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      125000 | PA      | $130763.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR10 TRUST                                                                       | PROGRESS RESIDENTIAL 2021-SFR10 TRUST 3.567% 12/17/2040 144A                                                                     | CUSIP: 74333WAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5474882 | PA      | $5333319.05    | 0.01%             | 2040-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                                               | SCHAEFFLER AG 5.375% 04/01/2031 REGS                                                                                             | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $376598.10     | 0.00%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 8.075% 04/01/2036 144A                                                                               | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      480000 | PA      | $517507.20     | 0.00%             | 2036-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                                                   | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5%/VAR 01/31/2056                                                           | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      567000 | PA      | $587798.13     | 0.00%             | 2056-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FA0995                                                                                                   | CUSIP: 3140W1C92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1923872 | PA      | $1617768.29    | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2% 03/01/2052#                                                                                                    | CUSIP: 3140W04U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3541901 | PA      | $2961753.90    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2.5% 04/01/2052#FA0063                                                                                            | CUSIP: 3140W0B95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      496506 | PA      | $436626.50     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IRS EUR 2.52 03/27/25 10Y LCH                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     1600000 | NC      | $-13670.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 5.875% 07/11/2032 REGS                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      650000 | PA      | $822186.82     | 0.00%             | 2032-07-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                          | VICI PROPERTIES LP 4.75% 04/01/2028                                                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     1384000 | PA      | $1397597.51    | 0.00%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                                           | DELL INTL/EMC CORP 5% 04/01/2030                                                                                                 | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1799804.41    | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 TR CSTR 02/25/2070                                                                                                 | CUSIP: 62916TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      364000 | PA      | $363422.70     | 0.00%             | 2070-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| XEROX CORP                                                                                                  | XEROX CORP 10.25% 10/15/2030 144A                                                                                                | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72000.00      | 0.00%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 TR CSTR 07/25/2070                                                                                                 | CUSIP: 62916TAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      286000 | PA      | $279974.78     | 0.00%             | 2070-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 A3 TR 5.86% 02/25/2070 144A                                                                                        | CUSIP: 62916TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1140114 | PA      | $1150864.69    | 0.00%             | 2070-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 M1 TR VAR 02/25/2070 144A                                                                                          | CUSIP: 62916TAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      519000 | PA      | $526518.55     | 0.00%             | 2070-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 A2 TR 5.708% 02/25/2070 144A                                                                                       | CUSIP: 62916TAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      664450 | PA      | $671045.60     | 0.00%             | 2070-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 AIOS TR VAR 02/25/2070 144A                                                                                        | CUSIP: 62916TAK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9078019 | PA      | $62422.28      | 0.00%             | 2070-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 XS TR VAR 02/25/2070 144A                                                                                          | CUSIP: 62916TAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9078019 | PA      | $152510.72     | 0.00%             | 2070-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 B3 TR VAR 02/25/2070 144A                                                                                          | CUSIP: 62916TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      178987 | PA      | $165758.17     | 0.00%             | 2070-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 A1 TR VAR 02/25/2070 144A                                                                                          | CUSIP: 62916TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5925421 | PA      | $5989166.81    | 0.01%             | 2070-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                                              | OPAL BIDCO SAS 5.5% 03/31/2032 REGS                                                                                              | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121148.28     | 0.00%             | 2032-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COS GLOBAL FUNDING                                                                          | MUTUAL OF OMAHA COS GLOBAL FUNDING 5% 04/01/2030 144A                                                                            | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2159502.22    | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                                     | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.75% 03/31/2028 144A                                                                    | CUSIP: 58769JBE6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10169052.40   | 0.02%             | 2028-03-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HARVEST COMMERCIAL CAPITAL LOAN TRUST 2019-1                                                                | HARVEST COMMERCIAL CAPITAL LOAN TRUST 2019-1 6.1635% 10/25/2056                                                                  | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1508573 | PA      | $1560591.79    | 0.00%             | 2056-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TR 2024-1                                                           | BRIDGECREST LENDING AUTO SECURITIZATION TR 2024-1 E 8.43% 10/15/2030 144A                                                        | CUSIP: 107933AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1995000 | PA      | $2081390.28    | 0.00%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TR 2023-3                                                                                     | DT AUTO OWNER TR 2023-3 E 10.21% 05/15/2030 144A                                                                                 | CUSIP: 23345WAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      950000 | PA      | $1009740.85    | 0.00%             | 2030-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2023-2                                                                                  | DT AUTO OWNER TRUST 2023-2A E 11.06% 04/15/2030 144A                                                                             | CUSIP: 23346CAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $845692.96     | 0.00%             | 2030-04-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 14-R LTD                                                                                 | OHA CREDIT FUNDING 14-R LTD A TSFR3M+123 04/20/2038 144A                                                                         | CUSIP: 67706QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2310000 | PA      | $2313938.55    | 0.01%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                                                                    | ITELYUM REGENERATION SPA 5.75% 04/15/2030 REGS                                                                                   | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $120806.23     | 0.00%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.32% 03/01/2030#BZ3406                                                                                                | CUSIP: 3140NXYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1900000 | PA      | $1928824.14    | 0.00%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                                             | ALLO ISSUER LLC 6.163% 04/20/2055 144A                                                                                           | CUSIP: 01983KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3260000 | PA      | $3328696.35    | 0.01%             | 2055-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | CDX HY44 5Y ICE 6/20/30                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     2079000 | NC      | $113871.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK LOGISTICS 2025 1 DAC                                                                                     | UK LOGISTICS 2025-1X D SONIO+400 05/31/2030 REGS                                                                                 | CUSIP: N/A<br>LEI: 635400LLQ82YFJBFFU27       | Long             | ABS-CBDO         | CORP              | GB        |      376886 | PA      | $508776.90     | 0.00%             | 2035-05-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#AS7110                                                                                                 | CUSIP: 3138WG3U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      513243 | PA      | $500329.92     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#AS7111                                                                                                 | CUSIP: 3138WG3V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      577652 | PA      | $562925.89     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#AS7126                                                                                                 | CUSIP: 3138WG4L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      593310 | PA      | $578585.25     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#AS7140                                                                                                 | CUSIP: 3138WG5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      503764 | PA      | $490927.61     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#BC8289                                                                                                 | CUSIP: 3140F4F76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      416270 | PA      | $405926.04     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#AS7145                                                                                                 | CUSIP: 3138WG5F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      523328 | PA      | $510343.89     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 04/01/2031#AS6933                                                                                                 | CUSIP: 3138WGV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      462972 | PA      | $451483.88     | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2031#AS7347                                                                                                 | CUSIP: 3138WHEV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      745792 | PA      | $726786.27     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2031#AS7325                                                                                                 | CUSIP: 3138WHD74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      473044 | PA      | $460986.91     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2031#AS7346                                                                                                 | CUSIP: 3138WHEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      460496 | PA      | $449070.31     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.80662 04-02-25-30Y* LCH                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2500000 | NC      | $42446.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                                                                         | CITYCON TREASURY BV 5.375% 07/08/2031 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $342974.85     | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR 3.25 06/18/25 30Y LCH                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -5000000 | NC      | $96502.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2025-800D                                                                 | GS MORTGAGE SECURITIES CORP TRUST 2025-800D TSFR1M+265 11/25/2041 144A                                                           | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      467000 | PA      | $467445.42     | 0.00%             | 2041-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OCTAGON 75 LTD                                                                                              | OCTAGON 75 LTD A1 TSFR3M+120 01/22/2038 144A                                                                                     | CUSIP: 67579EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00     | 0.00%             | 2038-01-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REGATTA XVIII FUNDING LTD                                                                                   | REGATTA XVIII FUNDING LTD A1R TSFR3M+116 04/15/2038 144A                                                                         | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1085039 | PA      | $1082868.92    | 0.00%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXI LTD                                                                                        | SYMPHONY CLO XXI LTD AR2 TSFR3M+90 07/15/2032 144A                                                                               | CUSIP: 87166RGE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      161831 | PA      | $161883.31     | 0.00%             | 2032-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 38 LTD                                                                                          | ELMWOOD CLO 38 LTD A TSFR3M+115 04/22/2038 144A                                                                                  | CUSIP: 289908AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250292.25     | 0.00%             | 2038-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LCM 35 LTD                                                                                                  | LCM 35 LTD BR TSFR3M+165 10/15/2034 144A                                                                                         | CUSIP: 50202QAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $4002912.00    | 0.01%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2014-III LTD                                                                                   | CIFC FUNDING 2014-III LTD A1R TSFR3M+118 03/31/2038 144A                                                                         | CUSIP: 12549QBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250109.25     | 0.00%             | 2038-03-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 2 LTD                                                                                              | 1988 CLO 2 LTD A1R TSFR3M+120 04/15/2038 144A                                                                                    | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249868.75     | 0.00%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                                              | SABRE TERM B1 1LN 11/15/2029                                                                                                     | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       92432 | PA      | $63854.51      | 0.00%             | 2029-11-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 04/15/2028                                                                                                       | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1321000 | PA      | $1330597.88    | 0.00%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.65471 04-07-25-30Y* LCH                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2300000 | NC      | $100122.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.64159 04-07-25-30Y* LCH                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4500000 | NC      | $206212.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     1300000 | NC      | $-15272.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IRS EUR 2.40000 04/09/25 5Y LCH                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2500000 | NC      | $-11742.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                                                 | PAYCHEX INC 5.1% 04/15/2030                                                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      440000 | PA      | $449352.26     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                                                 | PAYCHEX INC 5.35% 04/15/2032                                                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      613000 | PA      | $628663.98     | 0.00%             | 2032-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                                                 | PAYCHEX INC 5.6% 04/15/2035                                                                                                      | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      480000 | PA      | $492069.98     | 0.00%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                                                        | THAMES WATER SUPER SENIOR ISSUER PLC 9.75% 10/10/2027 144A                                                                       | CUSIP: 88325AAA8<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       65272 | PA      | $100872.96     | 0.00%             | 2027-10-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     1100000 | NC      | $88427.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      200000 | NC      | $-2349.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                                           | JAPAN TOBACCO INC 5.21% 06/15/2030 144A                                                                                          | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |      705000 | PA      | $736210.27     | 0.00%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                                           | JAPAN TOBACCO INC 5.856% 06/15/2035 144A                                                                                         | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |      735000 | PA      | $795411.23     | 0.00%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | USTN TII 1.625% 04/15/2030                                                                                                       | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16356000 | PA      | $17001789.21   | 0.04%             | 2030-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2054                                                                            | CUSIP: 3136BTXR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5816049 | PA      | $5858682.75    | 0.01%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 05/01/2055#                                                                                                       | CUSIP: 31418FKQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2904462 | PA      | $3015146.27    | 0.01%             | 2055-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SDAL TR 2025-DAL                                                                                            | SDAL TR 2025-DAL TSFR1M+244.132 04/15/2030 144A                                                                                  | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122000 | PA      | $122257.27     | 0.00%             | 2042-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BWAY TRUST 2025-1535                                                                                        | BWAY TRUST 2025-1535 A VAR 05/05/2030 144A                                                                                       | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       62000 | PA      | $63797.89      | 0.00%             | 2042-05-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 12.75% 11/28/2040                                                                                           | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3982900000 | PA      | $989801.60     | 0.00%             | 2040-11-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.994%/VAR 04/12/2029                                                                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      181000 | PA      | $184298.58     | 0.00%             | 2029-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                                                             | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6644000 | PA      | $6882611.89    | 0.02%             | 2031-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.664%/VAR 04/17/2036                                                                                             | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2962000 | PA      | $3130229.16    | 0.01%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                                                      | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3632000 | PA      | $3766629.49    | 0.01%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.572%/VAR 04/22/2036                                                                                      | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6577000 | PA      | $6954900.08    | 0.02%             | 2036-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                                                              | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028                                                                  | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      291970 | PA      | $292708.65     | 0.00%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                                                              | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.69% 04/15/2030                                                                  | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      475000 | PA      | $479838.68     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 4.78% 02/15/2035                                                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      600000 | PA      | $597405.80     | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 5.159%/VAR 04/24/2031                                                                                 | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      275000 | PA      | $285302.54     | 0.00%             | 2031-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.5% 05/01/2033 144A                                                                          | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      789000 | PA      | $875260.58     | 0.00%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.75% 05/01/2035 144A                                                                         | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      948000 | PA      | $1075247.20    | 0.00%             | 2035-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.15%/VAR 04/23/2031                                                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8980000 | PA      | $9296410.12    | 0.02%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.605%/VAR 04/23/2036                                                                                     | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6233000 | PA      | $6555431.53    | 0.01%             | 2036-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2028                                                                              | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100944.38     | 0.00%             | 2028-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.218%/VAR 04/23/2031                                                                              | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1097321.26    | 0.00%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 7.375% 04/25/2030                                                                                           | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4145000 | PA      | $4353908.00    | 0.01%             | 2030-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030007 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      600000 | NC      | $96153.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLEVIEW TECHNOLOGY CORP                                                                                   | EAGLEVIEW TERM 1LN 08/14/2028                                                                                                    | CUSIP: N/A<br>LEI: 549300HLIL8HO4PPLG50       | Long             | LON              | CORP              | US        |      241273 | PA      | $218954.99     | 0.00%             | 2028-08-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL3 LLC                                                                                          | PRET 2025-NPL3 LLC A1 6.7076% 04/25/2055 144A                                                                                    | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3270444 | PA      | $3280849.30    | 0.01%             | 2055-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 5.016%/VAR 04/25/2031                                                                                        | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1148000 | PA      | $1186144.02    | 0.00%             | 2031-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 5.667%/VAR 04/25/2036                                                                                        | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $2208054.30    | 0.00%             | 2036-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                                                   | QXO BUILDING PRODUCTS INC 6.75% 04/30/2032 144A                                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      180000 | PA      | $186428.88     | 0.00%             | 2032-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                                              | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.58% 09/15/2027 144A                                                             | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2920353 | PA      | $2930928.08    | 0.01%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                                                                    | DELL EQUIP FIN TR 2025-1 4.68% 07/22/2027 144A                                                                                   | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1420786 | PA      | $1424653.17    | 0.00%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                                       | KINDER MORGAN INC DEL 5.15% 06/01/2030                                                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      390000 | PA      | $405884.60     | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                                                 | NATIONWIDE BUILDING SOC(UNGTD) 4%/VAR 07/30/2035 REGS                                                                            | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      170000 | PA      | $205191.61     | 0.00%             | 2035-07-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                                                     | JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A                                                                                    | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $179582.23     | 0.00%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.113%/VAR 04/29/2036                                                                                              | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      768000 | PA      | $931118.20     | 0.00%             | 2036-04-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                                       | MICRON TECHNOLOGY INC 6.05% 11/01/2035                                                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1167752.31    | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP REC 4.075 04/24/30                                                                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |     6850000 | NC      | $263237.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP PAY 4.075 04/24/30                                                                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |     6850000 | NC      | $180432.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 6.625%/VAR PERP                                                                                      | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      653000 | PA      | $683631.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 4.08 04/24/30                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     6340000 | NC      | $166415.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 4.08 04/24/30                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     6340000 | NC      | $244321.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP REC 4.03 04/25/30                                                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     7000000 | NC      | $260647.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP PAY 4.03 04/25/30                                                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     7000000 | NC      | $189002.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 4.5% 10/01/2054#FA0658                                                                                            | CUSIP: 3140W0WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14931765 | PA      | $14806738.00   | 0.03%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 4% 05/15/2030                                                                                                       | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100689.79     | 0.00%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                                                       | PROCTER and GAMBLE CO 4.6% 05/01/2035                                                                                            | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       61000 | PA      | $62400.86      | 0.00%             | 2035-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 4.875% 04/30/2035                                                                                         | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      125000 | PA      | $126945.16     | 0.00%             | 2035-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                         | CONSUMERS ENERGY CO 5.05% 05/15/2035                                                                                             | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30903.75      | 0.00%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CZ030007 12/17/57 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      200000 | NC      | $32051.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAY 2025-LIVN MORTGAGE TRUST                                                                                | BAY 2025-LIVN MORTGAGE TRUST TSFR1M+180 05/15/2035 144A                                                                          | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1123000 | PA      | $1122464.33    | 0.00%             | 2035-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                                                    | IPD 3 BV 5.5% 06/15/2031 REGS                                                                                                    | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112142.78     | 0.00%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING GMBH                                                                               | NIDDA HEALTHCARE HOLDING GMBH 5.375% 10/23/2030 REGS                                                                             | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122359.73     | 0.00%             | 2030-10-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                                                                     | FISERV FUNDING UNLTD CO 3.5% 06/15/2032                                                                                          | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      410000 | PA      | $478016.02     | 0.00%             | 2032-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                                                              | EFMT 2025-INV2 5.387% 05/26/2070 144A                                                                                            | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-CBDO         | CORP              | US        |     1110881 | PA      | $1121631.22    | 0.00%             | 2070-05-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2025-VII LTD                                                                                  | PARK BLUE CLO 2025-VII LTD A1 TSFR3M+122 04/25/2038 144A                                                                         | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500470.50     | 0.00%             | 2038-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                                    | JEFFERSON CAPITAL HOLDIN 8.25% 05/15/2030 144A                                                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104769.30     | 0.00%             | 2030-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                                                              | WEIR GROUP INC 5.35% 05/06/2030 144A                                                                                             | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5487239.30    | 0.01%             | 2030-05-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                        | LAS VEGAS SANDS CORP 5.625% 06/15/2028                                                                                           | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1803135.36    | 0.00%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                        | KEURIG DR PEPPER INC 4.35% 05/15/2028                                                                                            | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      125000 | PA      | $125751.96     | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO 6 LTD / HALSEYPOINT CLO 6 LLC                                                               | HALSEYPOINT CLO 6 LTD / HALSEYPOINT CLO 6 LLC A1R TSFR3M+135 01/20/2038 144A                                                     | CUSIP: 40639GAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250631.00     | 0.00%             | 2038-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 LLC                                                                       | ENTERPRISE FLEET FINANCING 2025-2 A4 LLC 4.58% 12/22/2031 144A                                                                   | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      960000 | PA      | $981390.91     | 0.00%             | 2031-12-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 05/15/2035                                                                                                       | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14560000 | PA      | $14933668.71   | 0.03%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                                                     | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20226100 | PA      | $20584007.11   | 0.05%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 05/15/2028                                                                                                       | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       77000 | PA      | $77581.40      | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+160 08/25/2054                                                                                | CUSIP: 3136BVVD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2168281 | PA      | $2197075.22    | 0.00%             | 2054-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+100 10/25/2054                                                                            | CUSIP: 3137HFYT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1000021 | PA      | $1004102.08    | 0.00%             | 2054-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 12/25/2054                                                                               | CUSIP: 3136BTF81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1305810 | PA      | $1313283.79    | 0.00%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE 2 BV                                                                                | WINTERSHALL DEA FINANCE 2 BV EUAMDB05+NA PERP REGS                                                                               | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | EP               | CORP              | NL        |      100000 | PA      | $122428.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE COMERCIO EXTERIOR SNC CAYMAN ISLANDS BRANCH                                               | BANCO NAC DE COM EXT SNC CAYMAN ISLAND BRH 5.875% 05/07/2030 144A                                                                | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $207193.00     | 0.00%             | 2030-05-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GCBSL 2020-48A                                                                                              | GCBSL 2020-48A A1R TSFR3M+131 04/17/2038 144A                                                                                    | CUSIP: 38177DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250534.00     | 0.00%             | 2038-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.952%/VAR 05/07/2031                                                                                              | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4102318.32    | 0.01%             | 2031-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                             | PENNYMAC FINANCIAL SERVICES INC 6.875% 05/15/2032 144A                                                                           | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      185000 | PA      | $186058.39     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 03/01/2037#FS7773                                                                                                   | CUSIP: 3140XPT74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170550 | PA      | $159328.29     | 0.00%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAGE AR FUNDING NO 1 PLC                                                                                    | SAGE AR FUNDING 2025-1X C SONIO+240 05/17/2037 REGS                                                                              | CUSIP: N/A<br>LEI: 635400KXGNL1GYF3BH46       | Long             | ABS-MBS          | CORP              | GB        |      117497 | PA      | $159217.69     | 0.00%             | 2037-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAGE AR FUNDING NO 1 PLC                                                                                    | SAGE AR FUNDING 2025-1X D SONIO+390 05/17/2037 REGS                                                                              | CUSIP: N/A<br>LEI: 635400KXGNL1GYF3BH46       | Long             | ABS-MBS          | CORP              | GB        |      101960 | PA      | $138138.15     | 0.00%             | 2037-05-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 05/01/2055#CC0404                                                                                                   | CUSIP: 3140Y6NW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2131663 | PA      | $2230030.28    | 0.00%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2025-X1                                                                      | AFFIRM ASSET SECURITIZATION TR 2025-X1 5.34% 04/15/2030 144A                                                                     | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100258.69     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INCREF 2025-FL1 LLC                                                                                         | INCREF 2025-FL1 LLC A TSFR1M+172.838 10/19/2042 144A                                                                             | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      201000 | PA      | $201565.35     | 0.00%             | 2042-10-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#CB3114                                                                                                   | CUSIP: 3140QNN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3568889 | PA      | $3277384.64    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2052#CB3239                                                                                                   | CUSIP: 3140QNS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3039068 | PA      | $2796536.65    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 TRUST                                                                                       | HOMES 2025-NQM2 TRUST 5.425% 02/25/2070 144A                                                                                     | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1996039 | PA      | $2014598.25    | 0.00%             | 2070-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW MTN CLO 7 LTD / LLC                                                                                     | NEW MTN CLO 7 LTD / LLC A1 TSFR3M+ 03/31/2038 144A                                                                               | CUSIP: 64754YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250161.00     | 0.00%             | 2038-03-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                                          | IGT/EVERI TERM B 1LN 07/01/2032                                                                                                  | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |      380550 | PA      | $378825.83     | 0.00%             | 2032-07-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIMI FUNDING 2025-1 PLC                                                                                    | ASIMI FUNDING 2025-1 C PLC SONIO+175 05/16/2032 REGS                                                                             | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-CBDO         | CORP              | GB        |       64881 | PA      | $87874.87      | 0.00%             | 2032-05-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 06/01/2054#FS8226                                                                                                 | CUSIP: 3140XQD87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1609340 | PA      | $1703359.71    | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-1155                                                                     | NYC COMMERCIAL MORTGAGE TRUST 2025-1155 5.8329% 06/10/2042 144A                                                                  | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3162000 | PA      | $3258400.53    | 0.01%             | 2042-06-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 4.95% 05/15/2032                                                                                                    | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      211000 | PA      | $218216.21     | 0.00%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 6.05% 05/15/2055                                                                                                    | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      381000 | PA      | $390126.63     | 0.00%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                                            | AMERICAN INTERNATIONAL GRP INC 4.85% 05/07/2030                                                                                  | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      242000 | PA      | $248295.93     | 0.00%             | 2030-05-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 4.25% 05/14/2027                                                                                                     | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      553000 | PA      | $556804.05     | 0.00%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                                    | BUILDERS FIRSTSOURCE INC 6.75% 05/15/2035 144A                                                                                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      190000 | PA      | $198277.29     | 0.00%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 6.25% 04/15/2035                                                                                               | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      132000 | PA      | $141701.31     | 0.00%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 5.35% 04/15/2028                                                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     3301000 | PA      | $3382389.92    | 0.01%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-4                                                                                                | VERUS 2025-4 A1 5.448% 05/25/2070 144A                                                                                           | CUSIP: 92540UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      835406 | PA      | $844104.52     | 0.00%             | 2070-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.75000 05/07/25-10Y LCH                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     3930000 | NC      | $81937.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 56 FC SOFR30A+150 11/25/2053                                                                      | CUSIP: 3136BQNC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      405208 | PA      | $410070.57     | 0.00%             | 2053-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+145 10/25/2053                                                                            | CUSIP: 3137HAT48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1277792 | PA      | $1296463.25    | 0.00%             | 2053-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                                                | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9788000 | PA      | $9926922.16    | 0.02%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 5.297%/VAR 05/09/2031                                                                             | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      151000 | PA      | $155930.63     | 0.00%             | 2031-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCG 2024-MSP MTG TR                                                                                         | SCG 2024-MSP A MTG TR TSFR1M+174.1 04/15/2041 144A                                                                               | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      229000 | PA      | $228999.98     | 0.00%             | 2041-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM2 TR                                                                                           | PRPM 2025-NQM2 A1 TRUST 5.688% 04/25/2070 144A                                                                                   | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1474918 | PA      | $1493825.15    | 0.00%             | 2070-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                                                    | AMERICAN HOMES 4 RENT LP 4.95% 06/15/2030                                                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      116000 | PA      | $118369.32     | 0.00%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | PRUDENTIAL CDS SWAP 05/07/2026                                                                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |     3760000 | NC      | $31641.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPI BUYER LLC                                                                                               | ANTYLIA SCIENTIFIC TERM 1LN 05/27/2032                                                                                           | CUSIP: 12592HAG6<br>LEI: 549300EZRMS5BZD8TN98 | Long             | LON              | CORP              | US        |      171597 | PA      | $170203.58     | 0.00%             | 2032-05-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                                          | VOYAGER PARENT LLC 9.25% 07/01/2032 144A                                                                                         | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     1468000 | PA      | $1567561.23    | 0.00%             | 2032-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2051#CB1142                                                                                                   | CUSIP: 3140QLHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2191068 | PA      | $2010049.11    | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FS8772                                                                                                 | CUSIP: 3140XQXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2182938 | PA      | $1912850.12    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACCORINVEST GROUP SA                                                                                        | ACCORINVEST GROUP SA 5.625% 05/15/2032 REGS                                                                                      | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      302000 | PA      | $368456.31     | 0.00%             | 2032-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                                                            | GRUPO NUTRESA SA 9% 05/12/2035 144A                                                                                              | CUSIP: 40055CAB9<br>LEI: 549300TN5BQ4P1MC6407 | Long             | DBT              | CORP              | CO        |      350000 | PA      | $401104.24     | 0.00%             | 2035-05-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.24%/VAR 05/13/2031                                                                                           | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $4143862.80    | 0.01%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                                               | AIB GROUP PLC 5.32%/VAR 05/15/2031 144A                                                                                          | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $207759.72     | 0.00%             | 2031-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BCRED BSL STATIC CLO 2025-1 LTD / LLC                                                                       | BCRED BSL STATIC CLO 2025-1 A AR LTD / LLC AR TSFR3M+125 07/15/2035 144A                                                         | CUSIP: 05556KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2541206 | PA      | $2543818.83    | 0.01%             | 2035-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                           | NEWELL BRANDS INC 8.5% 06/01/2028 144A                                                                                           | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      465000 | PA      | $489459.66     | 0.00%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                                                      | FAIR ISAAC CORPORATION 6% 05/15/2033 144A                                                                                        | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      435000 | PA      | $439687.64     | 0.00%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CASTELL 2025-1 PLC                                                                                          | CASTELL 2025-1 X1 PLC SONIO+415 01/27/2062 REGS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |       46200 | PA      | $62294.04      | 0.00%             | 2062-01-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2                                                         | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2 A1 5.545% 02/25/2065 144A                                                    | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      256755 | PA      | $260192.52     | 0.00%             | 2065-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC                                               | CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC 25-1A A2 6% 05/20/2055 144A                                        | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1640515.36    | 0.00%             | 2055-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 22 LTD                                                                                   | OHA CREDIT FUNDING 22 LTD A1 TSFR3M+ 07/20/2038 144A                                                                             | CUSIP: 67121HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      440000 | PA      | $440884.40     | 0.00%             | 2038-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 3.543%/VAR 08/14/2031 REGS                                                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      550000 | PA      | $658626.85     | 0.00%             | 2031-08-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NTS 2025-FL4                                                                                  | GREYSTONE CRE NOTES 2025-FL4 LLC A TSFR1M+ 01/15/2043 144A                                                                       | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250703.50     | 0.00%             | 2043-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.32 05/08/25 01/02/29 CME                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    11500000 | NC      | $13735.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.2914 05/08/25 01/02/29 CME                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   108900000 | NC      | $117129.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                                                             | AUTONATION FINANCE TRUST 2025-1 4.72% 04/10/2028 144A                                                                            | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      992271 | PA      | $994197.84     | 0.00%             | 2028-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                                                       | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 5.5% 05/15/2033 REGS                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      282000 | PA      | $329814.95     | 0.00%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                                                  | VOLKSWAGEN INTL FINANCE NV 5.994%/VAR PERP REGS                                                                                  | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |      100000 | PA      | $124902.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                                                              | ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC 5.375% 05/21/2030 REGS                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |      235000 | PA      | $288545.36     | 0.00%             | 2030-05-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXXV LTD                                                                                       | SCULPTOR CLO XXXV LTD A1 TSFR3M+125 04/27/2038 144A                                                                              | CUSIP: 81125MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $330300.96     | 0.00%             | 2038-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                                             | CATERPILLAR INC 5.2% 05/15/2035                                                                                                  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      124000 | PA      | $129903.24     | 0.00%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                                                  | PINNACLE WEST CAPITAL CORP 5.15% 05/15/2030                                                                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     1188000 | PA      | $1230823.54    | 0.00%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                                     | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A                                                                   | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      125000 | PA      | $128644.25     | 0.00%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                                    | TOYOTA MOTOR CREDIT CORP 4.5% 05/14/2027                                                                                         | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $10904518.84   | 0.02%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                     | AEP TRANSMISSION CO LLC 5.375% 06/15/2035                                                                                        | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      545000 | PA      | $569537.35     | 0.00%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                                             | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      865000 | PA      | $903944.03     | 0.00%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                                                          | CROWN AMERICAS LLC 5.875% 06/01/2033 144A                                                                                        | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      440000 | PA      | $452068.32     | 0.00%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.083%/VAR 05/15/2031                                                                                             | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      520000 | PA      | $537939.92     | 0.00%             | 2031-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H4 MTG TR                                                                                        | CROSS 2025-H4 MTG TR A1 VAR 06/25/2070 144A                                                                                      | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2591453 | PA      | $2624711.71    | 0.01%             | 2070-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2025-NQM5                                                                          | BRAVO RESIDENTIAL FDG TR 2025-NQM5 A1 VAR 02/25/2065 144A                                                                        | CUSIP: 10569RAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1420261 | PA      | $1435723.21    | 0.00%             | 2065-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                                                                                 | GLP PTE LTD 9.75% 05/20/2028 REGS                                                                                                | CUSIP: N/A<br>LEI: 254900PC2NNG9BLIJO15       | Long             | DBT              | CORP              | SG        |      200000 | PA      | $199658.19     | 0.00%             | 2028-05-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.3537 05/12/25 01/02/29 CME                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    15700000 | NC      | $21119.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 2025-FL19 LLC                                                                                           | MF1 2025-FL19 LLC A TSFR1M+148.81 05/18/2042 144A                                                                                | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      289000 | PA      | $290270.88     | 0.00%             | 2042-05-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| A and D MTG TR 2025-NQM2                                                                                    | A and D MTG TR 2025-NQM2 VAR 06/25/2070 144A                                                                                     | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      445927 | PA      | $452644.93     | 0.00%             | 2070-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 5.45% 06/01/2035                                                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      590000 | PA      | $619194.58     | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.375% 05/31/2033 144A                                                                                             | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      630000 | PA      | $642998.79     | 0.00%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                                                   | ENPRO INC 6.125% 06/01/2033 144A                                                                                                 | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      185000 | PA      | $190928.88     | 0.00%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                                                            | WOODSIDE FIN LTD 5.4% 05/19/2030                                                                                                 | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $518729.96     | 0.00%             | 2030-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 3.5% 05/21/2032 REGS                                                                                              | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      210000 | PA      | $252188.70     | 0.00%             | 2032-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C                                                                      | BSTN COMMERCIAL MORTGAGE TRUST 2025-1C D CSTR 06/15/2044 144A                                                                    | CUSIP: 05615EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      335000 | PA      | $353229.49     | 0.00%             | 2044-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 5.512%/VAR 05/22/2031 144A                                                                               | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1050000 | PA      | $1092921.48    | 0.00%             | 2031-05-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEANOVA US HOLDINGS LLC                                                                                    | CLEANOVA GROUP TERM 1LN 6/14/2032                                                                                                | CUSIP: N/A<br>LEI: 254900Q8HEK85N92G859       | Long             | LON              | CORP              | US        |      122249 | PA      | $121943.29     | 0.00%             | 2032-06-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                              | BOMBARDIER INC 6.75% 06/15/2033 144A                                                                                             | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      355000 | PA      | $374078.77     | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C                                                                      | BSTN COMMERCIAL MORTGAGE TRUST 2025-1C VAR 06/15/2044 144A                                                                       | CUSIP: 05615EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      344000 | PA      | $362718.97     | 0.00%             | 2044-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C                                                                      | BSTN COMMERCIAL MORTGAGE TRUST 2025-1C A VAR 06/15/2044 144A                                                                     | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      384000 | PA      | $403097.59     | 0.00%             | 2044-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2053#FS9453                                                                                                 | CUSIP: 3140XRQF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3640202 | PA      | $3616547.36    | 0.01%             | 2053-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                                         | ALA TRUST 2025-OANA A VAR 06/15/2040 144A                                                                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5703000 | PA      | $5731611.95    | 0.01%             | 2040-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1                                                                                                 | SLAM 2025-1 5.807% 05/15/2050 144A                                                                                               | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2263721 | PA      | $2339467.82    | 0.01%             | 2050-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                                         | ALA TRUST 2025-OANA TSFR1M+309.072 06/15/2030 144A                                                                               | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254000 | PA      | $255270.00     | 0.00%             | 2040-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 3.75% 10/12/2045 REGS                                                                                             | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |      400000 | PA      | $478742.73     | 0.00%             | 2045-10-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                              | VAR ENERGI ASA 5.875% 05/22/2030 144A                                                                                            | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     2700000 | PA      | $2834876.77    | 0.01%             | 2030-05-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                                           | HERC HOLDINGS INC 7% 06/15/2030 144A                                                                                             | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1356000 | PA      | $1420975.52    | 0.00%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                                           | HERC HOLDINGS INC 7.25% 06/15/2033 144A                                                                                          | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      595000 | PA      | $628954.87     | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BSPDF 2025-FL2 ISSUER LLC                                                                                   | BSPDF 2025-FL2 ISSUER LLC FL2 A TSFR1M+152.4 12/15/2042 144A                                                                     | CUSIP: 05615KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      105000 | PA      | $105098.56     | 0.00%             | 2042-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM8 TRUST                                                                                         | OBX 2025-NQM8 Trust A1 VAR 03/25/2065 144A                                                                                       | CUSIP: 67449AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2220917 | PA      | $2245543.55    | 0.00%             | 2065-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2                                                                   | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2 A1 VAR 09/25/2065 144A                                                                 | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1457728 | PA      | $1475987.25    | 0.00%             | 2065-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM3                                                                                              | MSRM 2025-NQM3 VAR 05/25/2070 144A                                                                                               | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1168083 | PA      | $1182047.80    | 0.00%             | 2070-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-1                                                                               | LENDMARK FUNDING TRUST 2025-1 4.94% 09/20/2034 144A                                                                              | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      509000 | PA      | $516563.54     | 0.00%             | 2034-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                              | VAR ENERGI ASA 6.5% 05/22/2035 144A                                                                                              | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     8640000 | PA      | $9324931.85    | 0.02%             | 2035-05-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                                            | JERSEY CENTRAL POWR and LIGHT CO 5.1% 01/15/2035                                                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1078408.63    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-1                                                                               | LENDMARK FUNDING TRUST 25-1A E 8.91% 09/20/2034 144A                                                                             | CUSIP: 52604QAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4065000 | PA      | $4235973.09    | 0.01%             | 2034-09-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FLOURISHING TRADE and INVESTMENT LTD                                                                        | FLOURISHING TRADE and INVESTMENT LTD 11.035% 04/02/2028 144A                                                                     | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     1269992 | PA      | $1319267.69    | 0.00%             | 2028-04-02      | Fixed         | 0.11%                 | No            |                  3 | On Loan: No      |
| FTA CONSUMO SANTANDER                                                                                       | FTA CONSUMO SANTANDER 3MEUR+150 01/21/2040 REGS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | ES        |      100000 | PA      | $118524.26     | 0.00%             | 2040-01-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE KLM                                                                                              | AIR FRANCE KLM EUAMDB05+NA PERP REGS                                                                                             | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | EP               | CORP              | FR        |      200000 | PA      | $241491.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                                                | TRIVIUM PACKAGING FINANCE BV 12.25% 01/15/2031 144A                                                                              | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $220215.80     | 0.00%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG SARL                                                                                    | SHURGARD LUXEMBOURG SARL 4% 05/27/2035 REGS                                                                                      | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $358294.77     | 0.00%             | 2035-05-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                                                                                | PRYSMIAN SPA EUAMDB05+NA PERP REGS                                                                                               | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EP               | CORP              | IT        |      100000 | PA      | $123506.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TR 2025-LIFE                                                                                             | BX TRUST 2025-LIFE A VAR 06/13/2047 144A                                                                                         | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      689000 | PA      | $711628.76     | 0.00%             | 2047-06-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARBOR RLTY COML REAL ESTATE NTS 2019-FL2 LTD / ARBOR RLTY COML REAL E                                       | ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 25-BTR1 A TSFR1M+192.5 01/18/2041 144A                                           | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      408000 | PA      | $409786.18     | 0.00%             | 2041-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                                               | COREWEAVE INC 9.25% 06/01/2030 144A                                                                                              | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1351640.72    | 0.00%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                                                | QUALCOMM INC 4.75% 05/20/2032                                                                                                    | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      213000 | PA      | $218945.20     | 0.00%             | 2032-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                                                | QUALCOMM INC 5% 05/20/2035                                                                                                       | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       66000 | PA      | $67715.00      | 0.00%             | 2035-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030                                                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |      742000 | PA      | $769944.46     | 0.00%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                                                    | FMC CORP 8.45%/VAR 11/01/2055                                                                                                    | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      100000 | PA      | $65777.54      | 0.00%             | 2055-11-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX SARL                                                              | VANTAGE DATA CENTERS GERMANY BORROWER LUX SARL 25-1X A2 4.292% 06/28/2050 REGS                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | LU        |      294000 | PA      | $347771.28     | 0.00%             | 2050-06-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                                                      | TEXAS INSTRUMENTS INC 4.5% 05/23/2030                                                                                            | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      283000 | PA      | $288865.72     | 0.00%             | 2030-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED LNS STRUCTURED TRANSACTION TR 144A                                                     | FREDDIE MAC SEASONED LNS STRUC TRANS TR 2025-1 A1 3% 05/25/2035 144                                                              | CUSIP: 35564CTW7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     4106405 | PA      | $3845112.27    | 0.01%             | 2035-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 5.115%/VAR 05/23/2031                                                                                          | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      745000 | PA      | $768333.39     | 0.00%             | 2031-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                                                | AMERIGAS PARTN LP/AMERIGAS FIN 9.5% 06/01/2030 144A                                                                              | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      327000 | PA      | $350011.32     | 0.00%             | 2030-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                                  | DAVITA INC 6.75% 07/15/2033 144A                                                                                                 | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      495000 | PA      | $513950.09     | 0.00%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                                                    | SNAM SPA 5% 05/28/2030 144A                                                                                                      | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     3930000 | PA      | $4041515.32    | 0.01%             | 2030-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                                                    | SNAM SPA 5.75% 05/28/2035 144A                                                                                                   | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     5491000 | PA      | $5802863.76    | 0.01%             | 2035-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                                                      | CACI INTERNATIONAL INC 6.375% 06/15/2033 144A                                                                                    | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      240000 | PA      | $247078.15     | 0.00%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                                         | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A                                                                         | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $140236.65     | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030005 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     3500000 | NC      | $-4404.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      100000 | NC      | $8038.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TR 2025-TAIL                                                                                             | BX TR 2025-TAIL A VAR 06/15/2035 144A                                                                                            | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1915000 | PA      | $1915000.00    | 0.00%             | 2035-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 22-53 FG SOFR30A+80 08/25/2052                                                                    | CUSIP: 3136BNS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2581008 | PA      | $2572816.37    | 0.01%             | 2052-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 22-56 FJ SOFR30A+80 09/25/2052                                                                    | CUSIP: 3136BNY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5461900 | PA      | $5444565.72    | 0.01%             | 2052-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 22-67 FA SOFR30A+80 10/25/2052                                                                    | CUSIP: 3136BPBP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6423858 | PA      | $6403453.45    | 0.01%             | 2052-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 22-64 GF SOFR30A+80 10/25/2052                                                                    | CUSIP: 3136BPDD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1806753 | PA      | $1800395.09    | 0.00%             | 2052-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-TAIL                                                                                             | BX TR 2025-TAIL E TSFR1M+330 06/15/2035 144A                                                                                     | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      897000 | PA      | $896445.56     | 0.00%             | 2035-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM4                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM4 5.816% 05/25/2065 144A                                                                 | CUSIP: 10570QAG6<br>LEI: 25490082TY9NA9XBGW19 | Long             | ABS-CBDO         | CORP              | US        |     6225520 | PA      | $6297733.47    | 0.01%             | 2065-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLUXYS SA                                                                                                   | FLUXYS SA 4% 11/28/2030 REGS                                                                                                     | CUSIP: N/A<br>LEI: 529900UEWUHSPPJQ1R79       | Long             | DBT              | CORP              | BE        |      500000 | PA      | $606927.04     | 0.00%             | 2030-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 3.625% 05/30/2032                                                                                            | CUSIP: 03027XCQ1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      420000 | PA      | $505696.10     | 0.00%             | 2032-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES1                                                                         | TOWD POINT MORTGAGE TRUST 2025-CES1 5.705% 02/25/2055 144A                                                                       | CUSIP: 89183HAA2<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-CBDO         | CORP              | US        |     2999062 | PA      | $3034134.64    | 0.01%             | 2055-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                                                                          | SUNRISE FINCO I BV 4.625% 05/15/2032 REGS                                                                                        | CUSIP: N/A<br>LEI: 213800MNFBDEQRS6HZ22       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $238907.99     | 0.00%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2024-FRR2                                                                              | BAMLL RE-REMIC TRUST 2024-FRR2 C VAR 07/27/2050 144A                                                                             | CUSIP: 05493UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $6128783.05    | 0.01%             | 2050-07-27      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY CO                                                                     | FLUTTER TREASURY DESIGNATED ACTIVITY CO 4% 06/04/2031 REGS                                                                       | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |      120000 | PA      | $140741.71     | 0.00%             | 2031-06-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY CO                                                                     | FLUTTER TREASURY DESIGNATED ACTIVITY CO 6.125% 06/04/2031 REGS                                                                   | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |      540000 | PA      | $731168.37     | 0.00%             | 2031-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2053#FS7940                                                                                                 | CUSIP: 3140XPZE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      669946 | PA      | $675014.14     | 0.00%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2025-A                                                                              | MARINER FINANCE ISSUANCE TRUST 2025-AA A 0% 05/20/2038 144A                                                                      | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9763000 | PA      | $9936346.95    | 0.02%             | 2038-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2025-A                                                                              | MARINER FIN ISSUANCE TR 2025-AA C 0% 05/20/2038 144A                                                                             | CUSIP: 567920AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      107000 | PA      | $109163.82     | 0.00%             | 2038-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2025-A                                                                              | MARINER FIN ISSUANCE TR 2025-A 0% 05/20/2038 144A                                                                                | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      104000 | PA      | $105856.17     | 0.00%             | 2038-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2% 01/25/2045                                                                                     | CUSIP: 3137FU4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      617915 | PA      | $590653.09     | 0.00%             | 2045-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUTO ABS ITALIAN STELLA LOANS 2025-1 SRL                                                                    | AUTO ABS ITALIAN STELLA LOANS 2025-1 SRL 1MEUR+125 12/28/2040 REGS                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IT        |       95873 | PA      | $113536.16     | 0.00%             | 2040-12-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COLT 2023-2 MORTGAGE LOAN TRUST                                                                             | COLT 2023-2 B1 MORTGAGE LOAN TRUST CSTR 07/25/2068 144A                                                                          | CUSIP: 12598UAE6<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-CBDO         | CORP              | US        |     1738000 | PA      | $1747638.77    | 0.00%             | 2068-07-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COLT 2023-3 MORTGAGE LOAN TRUST                                                                             | COLT 2023-3 B1 MORTGAGE LOAN TRUST CSTR 09/25/2068 144A                                                                          | CUSIP: 19688RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1283000 | PA      | $1295210.18    | 0.00%             | 2068-09-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| KSL COML MTG TR 2025-MAK                                                                                    | KSL COML MTG TR 2025-MAK VAR 06/15/2042 144A                                                                                     | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       97000 | PA      | $97374.69      | 0.00%             | 2042-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KSL COML MTG TR 2025-MAK                                                                                    | KSL COML MTG TR 2025-MAK VAR 06/15/2042 144A                                                                                     | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1035000 | PA      | $1031695.45    | 0.00%             | 2042-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2025-1 ISSUER TR                                                                         | STREAM INNOVATIONS 2025-1A ISSUER TR A 5.05% 09/15/2045 144A                                                                     | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3591640 | PA      | $3653373.80    | 0.01%             | 2045-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 1345 TR 2025-AOA                                                                                            | 1345 TR 2025-AOA E TSFR1M+450 06/15/2030 144A                                                                                    | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346000 | PA      | $347139.79     | 0.00%             | 2042-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                                                | AMPRION GMBH 3.875% 06/05/2036 REGS                                                                                              | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119965.33     | 0.00%             | 2036-06-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SILK FINANCE                                                                                                | SILK FINANCE 3MEUR+170 08/31/2032 REGS                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | PT        |      100000 | PA      | $118955.82     | 0.00%             | 2039-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                                                                | HSBC USA INC 4.65% 06/03/2028                                                                                                    | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |      409000 | PA      | $415896.07     | 0.00%             | 2028-06-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 1345 TR 2025-AOA                                                                                            | 1345 TR 2025-AOA A TSFR1M+160 06/15/2030 144A                                                                                    | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      397000 | PA      | $397833.34     | 0.00%             | 2042-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2025-LUNR A                                                                                              | BX 2025-LUNR A VAR 06/15/2040 144A                                                                                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       71449 | PA      | $71537.99      | 0.00%             | 2040-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/2052#CB3494                                                                                                   | CUSIP: 3140QN3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1804199 | PA      | $1640482.65    | 0.00%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 6.05% 08/15/2056                                                                                                    | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      731000 | PA      | $744048.34     | 0.00%             | 2056-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     3700000 | NC      | $-43466.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS 7.05%/VAR PERP                                                                                                     | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |      250000 | PA      | $261924.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-5                                                                           | VERUS SECURITIZATION TRUST 2025-5 A1 VAR 06/25/2070 144A                                                                         | CUSIP: 92540XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2484759 | PA      | $2510220.82    | 0.01%             | 2070-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM10                                                                                              | OBX 2025-NQM10 A1 STEP 05/25/2056 144A                                                                                           | CUSIP: 67121LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3418155 | PA      | $3455193.70    | 0.01%             | 2065-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NCMF TR 2025-MFS                                                                                            | NCMF TR 2025-MFS F VAR 06/10/2033 144A                                                                                           | CUSIP: 62887TAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      842000 | PA      | $858375.30     | 0.00%             | 2033-06-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MAGNE 2023-36A                                                                                              | MAGNE 2023-36A AR TSFR3M+132 07/25/2038 144A                                                                                     | CUSIP: 559922AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3400000 | PA      | $3414388.80    | 0.01%             | 2038-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      100000 | NC      | $-1174.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NY ST DORM AUTH REVS NON ST SUPPORTED DEBT                                                                  | NY ST DOR 5.228% 7/1/2035                                                                                                        | CUSIP: 64985SFE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5630000 | PA      | $6074026.28    | 0.01%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLETCHLEY PARK FUNDING 2025-1 PLC                                                                           | BLETCHLEY PARK FUNDING 2025-1 PLC SONIO+188 01/27/2070 REGS                                                                      | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $135877.05     | 0.00%             | 2070-01-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLETCHLEY PARK FUNDING 2025-1 PLC                                                                           | BLETCHLEY PARK FUNDING 2025-1 PLC SONIO+338 01/27/2070 REGS                                                                      | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $136260.72     | 0.00%             | 2070-01-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-1                                                                              | BMW VEHICLE LEASE TRUST 2025-1 4.43% 06/26/2028                                                                                  | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4600000 | PA      | $4637913.20    | 0.01%             | 2028-06-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 4.62% 04/25/2030                                                                                      | CUSIP: 3136BV4T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9400000 | PA      | $9669480.14    | 0.02%             | 2030-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                                   | IQVIA INC 6.25% 06/01/2032 144A                                                                                                  | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1553300.76    | 0.00%             | 2032-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                                                      | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC 10% 01/15/2031 144A                                                       | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $118235.16     | 0.00%             | 2031-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                                               | JH NORTH AMERICA HOLDINGS INC 6.125% 07/31/2032 144A                                                                             | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      310000 | PA      | $318169.74     | 0.00%             | 2032-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                                                 | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6.875% 06/15/2030 144A                                                             | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      805000 | PA      | $837885.86     | 0.00%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 5% 06/04/2028                                                                                        | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    11819000 | PA      | $12039958.10   | 0.03%             | 2028-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6% 08/15/2035                                                                                        | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $12359906.72   | 0.03%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-B                                                                               | OPORTUN ISSUANCE TRUST 2025-B 4.88% 05/09/2033 144A                                                                              | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1207030.56    | 0.00%             | 2033-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC                                         | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 6.5% 07/01/2032 144A                                         | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $88592.00      | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AGL CLO 24 LTD                                                                                              | AGL CLO 24 LTD CR TSFR3M+ 03/31/2038 144A                                                                                        | CUSIP: 00119AAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $251067.00     | 0.00%             | 2038-03-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                         | WORLDLINE SA/FRANCE 5.5% 06/10/2030 REGS                                                                                         | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $104426.96     | 0.00%             | 2030-06-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 3.25% 06/06/2032                                                                                          | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      860000 | PA      | $1016539.92    | 0.00%             | 2032-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 2.75% 06/06/2029                                                                                          | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $3073395.34    | 0.01%             | 2029-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAP CLO 10 LTD / DIAMETER CAP CLO 10 LLC                                                           | DIAMETER CAPITAL CLO 10 LTD A TSFR3M+131 04/20/2038 144A                                                                         | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      574000 | PA      | $576558.32     | 0.00%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                                                   | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 4.75% 06/15/2031 REGS                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      100000 | PA      | $120570.89     | 0.00%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                                              | GE HEALTHCARE TECHNOLOGIES INC 4.8% 01/15/2031                                                                                   | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102477.54     | 0.00%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                                              | GE HEALTHCARE TECHNOLOGIES INC 5.5% 06/15/2035                                                                                   | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104727.51     | 0.00%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DWIGHT 2025-FL1 ISSUER LLC                                                                                  | DWIGHT 2025-FL1 ISSUER LLC A TSFR1M+166.2 09/18/2042 144A                                                                        | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      419000 | PA      | $420623.63     | 0.00%             | 2042-06-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                                                                                  | FIRST EAGLE TERM B-DD 1LN 8/16/2032                                                                                              | CUSIP: 32009UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       50130 | PA      | $48889.42      | 0.00%             | 2032-08-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                                                                                  | FIRST EAGLE TERM B 1LN 8/16/2032                                                                                                 | CUSIP: 32009UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      293619 | PA      | $286352.29     | 0.00%             | 2032-08-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ABL 2025-RTL1                                                                                               | ABL 2025-RTL1 STEP 06/25/2030 144A                                                                                               | CUSIP: 00092RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      675000 | PA      | $681882.71     | 0.00%             | 2030-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL3                                                                                              | PRET 2025-RPL3 A1 STEP 4.15% 04/25/2065 144A                                                                                     | CUSIP: 69382RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2047121 | PA      | $2018858.91    | 0.00%             | 2065-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VCC 2025-MC1 TRUST                                                                                          | VCC 2025-MC1 A1 TRUST 8.163% 05/25/2055 144A                                                                                     | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      184840 | PA      | $183933.20     | 0.00%             | 2055-05-25      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE6                                                                                        | FIGRE TRUST 2024-HE6 5.724% 12/25/2054 144A                                                                                      | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6061927 | PA      | $6151871.66    | 0.01%             | 2054-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                                                        | ROCKET COS INC 6.125% 08/01/2030 144A                                                                                            | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      440000 | PA      | $451419.76     | 0.00%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                                                        | ROCKET COS INC 6.375% 08/01/2033 144A                                                                                            | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      810000 | PA      | $837151.09     | 0.00%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-VLT6                                                                                             | BX TR 2025-VLT6 B TSFR1M+189.257 03/15/2042 144A                                                                                 | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2990625.00    | 0.01%             | 2042-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-2                                                                                                 | SCLP 2025-2 4.82% 06/25/2034 144A                                                                                                | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2325634 | PA      | $2337951.40    | 0.01%             | 2034-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                        | ZF EUROPE FINANCE BV 7% 06/12/2030 REGS                                                                                          | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $507833.86     | 0.00%             | 2030-06-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON POWER NETWORKS PLC                                                                                   | LONDON POWER NETWORKS PLC 3.837% 06/11/2037 REGS                                                                                 | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $358042.63     | 0.00%             | 2037-06-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                                                                          | PUBLICIS GROUPE SA 3.375% 06/12/2032 REGS                                                                                        | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $354994.43     | 0.00%             | 2032-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 4.9% 09/15/2030                                                                                                   | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     3518000 | PA      | $3612756.17    | 0.01%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 5.65% 02/15/2036                                                                                                  | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     4258000 | PA      | $4427349.77    | 0.01%             | 2036-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6.5% 06/01/2055#RJ4396                                                                                           | CUSIP: 3142GU3E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1945104 | PA      | $2067856.45    | 0.00%             | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2025-PR1                                                                        | LEGACY MORTGAGE ASSET TRUST 2025-PR1 6% 01/25/2061 144A                                                                          | CUSIP: 52476AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7743105 | PA      | $7776940.29    | 0.02%             | 2061-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-1                                                                               | LENDMARK FUNDING TRUST 2025-1A B 5.33% 09/20/2034 144A                                                                           | CUSIP: 52604QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      558000 | PA      | $568310.67     | 0.00%             | 2034-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                                                                 | ROLLINS INC 5.25% 02/24/2035                                                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2734238.68    | 0.01%             | 2035-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                                         | ACRISURE LLC / ACRISURE FINANCE INC 6.75% 07/01/2032 144A                                                                        | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $58844.89      | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTURAL ASSET-BACKED CERTIFICATES WMABS SERIES 2007-HE1 TRUST                                    | WASHINGTON MUTURAL ASSET-BACKED CERTIFICATES WMABS SERIES 2007-HE1 TRUST HE1 2A2 TSFR1M+45.448 11/25/2036                        | CUSIP: 93935KAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      146495 | PA      | $46443.30      | 0.00%             | 2036-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NCMF TR 2025-MFS                                                                                            | NCMF TR 2025-MFS E VAR 06/10/2033 144A                                                                                           | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      980000 | PA      | $998490.15     | 0.00%             | 2033-06-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                                        | ALPHA GENERATION TERM B 1LN 09/30/2031                                                                                           | CUSIP: N/A<br>LEI: 254900K5V62L4YGVKF49       | Long             | LON              | CORP              | US        |      425665 | PA      | $423936.92     | 0.00%             | 2031-09-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTF 2025-A                                                                                                | WESTF 2025-A 5.582% 06/15/2050 144A                                                                                              | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3563597 | PA      | $3648872.94    | 0.01%             | 2050-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NCMF TR 2025-MFS                                                                                            | NCMF TR 2025-MFS A VAR 06/10/2033 144A                                                                                           | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1466000 | PA      | $1479227.72    | 0.00%             | 2033-06-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2052#SD2072                                                                                                   | CUSIP: 3132DPJR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      375854 | PA      | $316052.64     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-4 LTD                                                                                | PALMER SQUARE CLO 2021-4A BR LTD TSFR3M+170 07/15/2038 144A                                                                      | CUSIP: 69702EAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1260000 | PA      | $1266238.26    | 0.00%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-4 LTD                                                                                | PALMER SQUARE CLO LTD 2021-4A A1R TSFR3M+132 07/15/2038 144A                                                                     | CUSIP: 69702EAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      480000 | PA      | $481542.72     | 0.00%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                                                    | X.AI TERM B 1LN 06/28/2030                                                                                                       | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       24875 | PA      | $25767.76      | 0.00%             | 2030-06-28      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                                                    | X.AI TERM 1LN 06/28/2030                                                                                                         | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       84750 | PA      | $95961.08      | 0.00%             | 2030-06-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HERMITAGE 2025 PLC                                                                                          | HERMITAGE 2025 PLC 25-1 D SONIO+170 04/21/2033 REGS                                                                              | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $135201.19     | 0.00%             | 2033-04-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RAD CLO 18 LTD                                                                                              | RAD CLO 18 LTD A1R TSFR3M+140 07/15/2037 144A                                                                                    | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250250.00     | 0.00%             | 2037-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 81 B LTD                                                                         | GOLUB CAPITAL PARTNERS CLO 81 B LTD 81A A1 TSFR3M+131 07/20/2038 144A                                                            | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      420000 | PA      | $421389.36     | 0.00%             | 2038-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO 7 LTD / HALSEYPOINT CLO 7 LLC                                                               | HALSEYPOINT CLO 7 LTD / LLC 2023-7A A1R TSFR3M+145 07/20/2038 144A                                                               | CUSIP: 40638LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      420000 | PA      | $421659.84     | 0.00%             | 2038-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-INV2 TR                                                                                           | GCAT 2025-INV2 TR 6% 05/25/2055 144A                                                                                             | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6555301 | PA      | $6675139.43    | 0.01%             | 2055-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                                              | WHIRLPOOL CORP 6.125% 06/15/2030                                                                                                 | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      315000 | PA      | $316413.72     | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                                              | WHIRLPOOL CORP 6.5% 06/15/2033                                                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      430000 | PA      | $429116.61     | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AUTONORIA SPAIN 2025-1 FT                                                                                   | AUTONORIA SPAIN 2025-1 FT 25-SP D 1MEUR+ 04/30/2043 REGS                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | ES        |      100000 | PA      | $118425.61     | 0.00%             | 2043-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTONORIA SPAIN 2025-1 FT                                                                                   | AUTONORIA SPAIN 2025-1 FT 1MEUR+300 04/30/2043 REGS                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | ES        |      100000 | PA      | $119061.97     | 0.00%             | 2043-04-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                                                                        | MEHILAINEN YHTIOT OY 5.125% 06/30/2032 REGS                                                                                      | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      200000 | PA      | $241214.35     | 0.00%             | 2032-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2020-46 KB 1.25% 06/25/2050                                                                       | CUSIP: 3136BAYP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5748098 | PA      | $4589041.01    | 0.01%             | 2050-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                                                     | VEOLIA ENVIRONNEMENT SA 3.324% 06/17/2032 REGS                                                                                   | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $357056.62     | 0.00%             | 2032-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2025-EWEST                                                                                       | BFLD TRUST 2025-EWEST A TSFR1M+ 06/15/2042 144A                                                                                  | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      734000 | PA      | $735083.68     | 0.00%             | 2042-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 3.83% 06/12/2030                                                                                    | CUSIP: 65339KDR8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    12100000 | PA      | $9019562.03    | 0.02%             | 2030-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                                           | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                                                         | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $46559.79      | 0.00%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-3                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-3 7.38% 06/25/2055 144A                                                              | CUSIP: 92262RAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      186848 | PA      | $190999.17     | 0.00%             | 2055-06-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-3                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-3 A 5.87% 06/25/2055 144A                                                            | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1672882 | PA      | $1699247.08    | 0.00%             | 2055-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-2                                                            | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-2A A 5.32% 06/20/2049 144A                                                        | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1211263 | PA      | $1232993.15    | 0.00%             | 2049-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTURAL ASSET-BACKED CERTIFICATES WMABS SERIES 2007-HE1 TRUST                                    | WASHINGTON MUTURAL ASSET-BACKED CERTIFICATES WMABS SERIES 2007-HE1 TRUST STEP 11/25/2036                                         | CUSIP: 93935KAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       16479 | PA      | $5202.23       | 0.00%             | 2036-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GENERATION UNLIMITED                                                                               | TRINIDAD GENERATION UNLIMITED 7.75% 06/16/2033 144A                                                                              | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      277000 | PA      | $291470.48     | 0.00%             | 2033-06-16      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUXL 30Y BND FUT MAR26 UBH6                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -16 | NC      | $-42303.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-SCHATZ FUT MAR26 DUH6                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -91 | NC      | $-18836.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BOBL FUTURE MAR26 OEH6                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -67 | NC      | $-50050.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 3.375% 06/20/2031                                                                                             | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      215000 | PA      | $256146.02     | 0.00%             | 2031-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                                         | BROWN and BROWN INC 4.6% 12/23/2026                                                                                              | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2110272.78    | 0.00%             | 2026-12-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                                         | BROWN and BROWN INC 4.9% 06/23/2030                                                                                              | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101656.28     | 0.00%             | 2030-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                                         | BROWN and BROWN INC 5.25% 06/23/2032                                                                                             | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      325000 | PA      | $331117.10     | 0.00%             | 2032-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                                         | BROWN and BROWN INC 5.55% 06/23/2035                                                                                             | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      405000 | PA      | $413204.23     | 0.00%             | 2035-06-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-2                                                            | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-2 5.98% 06/20/2049 144A                                                           | CUSIP: 38238FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1031530 | PA      | $1054192.40    | 0.00%             | 2049-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                                                    | EUROPEAN INVESTMENT BANK 2.875% 06/18/2035 REGS                                                                                  | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      395000 | PA      | $469214.55     | 0.00%             | 2035-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                                                        | VOLKSWAGEN BANK GMBH 3.5% 06/19/2031 REGS                                                                                        | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $358677.63     | 0.00%             | 2031-06-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGATTA 32 FDG LTD / LLC                                                                                    | REGATTA 32 FDG LTD / LLC 2025-4A A1 TSFR3M+134 07/25/2038 144A                                                                   | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5150000 | PA      | $5167448.20    | 0.01%             | 2038-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.429000 04/15/2030 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2137000 | NC      | $-1421.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2025-SFR3 C TR 3.39% 07/17/2030 144A                                                                        | CUSIP: 74334BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      694000 | PA      | $656280.54     | 0.00%             | 2042-07-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.428000 04/15/2030 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4338110 | NC      | $-2711.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUND FUTURE MAR26 RXH6                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -46 | NC      | $-100969.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUND FUTURE MAR26 RXH6                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         128 | NC      | $140918.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                                                                          | ANALOG DEVICES INC 4.25% 06/15/2028                                                                                              | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       95000 | PA      | $96079.74      | 0.00%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM2                                                                                              | EFMT 2025-NQM2 5.596% 06/25/2070 144A                                                                                            | CUSIP: 281917AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5026501 | PA      | $5090944.73    | 0.01%             | 2070-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WBHT COML MTG TR 2025-WBM                                                                                   | WBHT COML MTG TR 2025-WBM TSFR1M+174.228 06/15/2042 144A                                                                         | CUSIP: 92943QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2945000 | PA      | $2955435.02    | 0.01%             | 2042-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                                                                | LUNA 2 5SARL 5.5% 07/01/2032 REGS                                                                                                | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $239943.54     | 0.00%             | 2032-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5330 FA SOFR30A+105 08/25/2053                                                                    | CUSIP: 3137HAFW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2526754 | PA      | $2543987.78    | 0.01%             | 2053-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5425 FK SOFR30A+120 06/25/2054                                                                    | CUSIP: 3137HCYX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1780562 | PA      | $1796986.08    | 0.00%             | 2054-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+105 04/25/2055                                                                            | CUSIP: 3137HKUC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2277835 | PA      | $2290722.61    | 0.01%             | 2055-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                                         | AFFIRM MASTER TRUST 4.67% 07/15/2033 144A                                                                                        | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3300000 | PA      | $3323533.95    | 0.01%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                                                                          | FS LUXEMBOURG SARL 8.625% 06/25/2033 144A                                                                                        | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $198030.00     | 0.00%             | 2033-06-25      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                                                | FIBERCOP SPA 4.75% 06/30/2030 REGS                                                                                               | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $121779.85     | 0.00%             | 2030-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                                                                   | BELLIS ACQUISITION CO PLC 8% 07/01/2031 REGS                                                                                     | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      366000 | PA      | $411615.64     | 0.00%             | 2031-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | MORGAN STANLEY SNR S* ICE                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     8400000 | NC      | $-20117.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                                                              | TEAMSYSTEM SPA 5% 07/01/2031 REGS                                                                                                | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $110743.31     | 0.00%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 4.6% 06/20/2028                                                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     4400000 | PA      | $4459117.43    | 0.01%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 4.9% 06/20/2030                                                                                                     | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3500000 | PA      | $3605561.16    | 0.01%             | 2030-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST 2025-LPF2                                                                    | ILPT COMMERCIAL MORTGAGE TRUST 2025-LPF2 A VAR 06/10/2033 144A                                                                   | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      753000 | PA      | $775374.27     | 0.00%             | 2042-07-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER MTG ASSET RECEIVABLES TR 2025-NQM3                                                                | SANTANDER MTG ASSET RECEIVABLES TR 2025-NQM3 B1 CSTR 05/25/2065 144A                                                             | CUSIP: 80263AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1017956.00    | 0.00%             | 2065-05-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XX LTD                                                                                     | SIXTH STREET CLO XX LTD 2021-20A A1R TSFR3M+132 07/17/2038 144A                                                                  | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3776000 | PA      | $3790073.15    | 0.01%             | 2038-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 FINANCING INC 6.875% 06/30/2033 144A                                                                                     | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1708863.75    | 0.00%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES6                                                                               | RCKT MORTGAGE TRUST 2025-CES6 A1A 5.472% 06/25/2055 144A                                                                         | CUSIP: 748949AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6003164 | PA      | $6065831.89    | 0.01%             | 2055-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                                           | EOG RESOURCES INC 4.4% 07/15/2028                                                                                                | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5268998.70    | 0.01%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHARF 2025-DC E                                                                                             | WHARF 2025-DC E 7.85642% 07/15/2040 144A                                                                                         | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      198000 | PA      | $203645.89     | 0.00%             | 2040-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PUBLIC SVC CO OF NEW HAMPSHIRE                                                                              | PUBLIC SVC CO OF NEW HAMPSHIRE 4.4% 07/01/2028                                                                                   | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2685765.01    | 0.01%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ6                                                                | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ6 A5 VAR 11/25/2055 144A                                                              | CUSIP: 36272KAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3128365 | PA      | $3159360.15    | 0.01%             | 2055-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WHARF 2025-DC E                                                                                             | WHARF 2025-DC A CSTR 07/15/2040 144A                                                                                             | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      352000 | PA      | $365352.87     | 0.00%             | 2040-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUPERNOVA INVEST GMBH                                                                                       | SUPERNOVA INVEST GMBH 5% 06/24/2030 REGS                                                                                         | CUSIP: N/A<br>LEI: 5299008Z5M2L56PLUX74       | Long             | DBT              | CORP              | AT        |      150000 | PA      | $183783.26     | 0.00%             | 2030-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 5.4% 06/23/2032 144A                                                                                            | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      620000 | PA      | $650926.71     | 0.00%             | 2032-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.4% 06/15/2028                                                                                           | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5062383.40    | 0.01%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                           | ENTERPRISE PRODS OPER LLC 5.2% 01/15/2036                                                                                        | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      474000 | PA      | $488673.80     | 0.00%             | 2036-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAHAMAS COMWLTH                                                                                             | BAHAMAS COMWLTH 8.25% 06/24/2036 144A                                                                                            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      391000 | PA      | $437579.83     | 0.00%             | 2036-06-24      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                                              | PROOFPOINT TERM 1LN 08/31/2028                                                                                                   | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | LON              | CORP              | US        |      532677 | PA      | $509122.10     | 0.00%             | 2028-08-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                                                 | SKECHERS TERM B 1LN 09/13/2032                                                                                                   | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |       20000 | PA      | $20025.00      | 0.00%             | 2032-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 07/01/2054#FS8627                                                                                                 | CUSIP: 3140XQSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1125649 | PA      | $1189211.99    | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES2                                                                               | RCKT MORTGAGE TRUST 2024-CES2 VAR 04/25/2044 144A                                                                                | CUSIP: 74938PAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $102250.00     | 0.00%             | 2044-04-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES2                                                                               | RCKT MORTGAGE TRUST 2024-CES2 B1 CSTR VAR 04/25/2044 144A                                                                        | CUSIP: 74938PAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      914000 | PA      | $935783.36     | 0.00%             | 2044-04-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                           | ENTERPRISE PRODS OPER LLC 4.3% 06/20/2028                                                                                        | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      198000 | PA      | $200114.70     | 0.00%             | 2028-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1A D 5.79% 07/14/2038 144A                                                                 | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      156000 | PA      | $161230.57     | 0.00%             | 2038-07-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1A C 5.2% 07/14/2038 144A                                                                  | CUSIP: 68270DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3569229.65    | 0.01%             | 2038-07-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOUSEHOLD CAPITAL 2025-1 RMBS                                                                               | HOUSEHOLD CAPIT 30YR 5.74% 07/21/2087#                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      262117 | PA      | $186248.35     | 0.00%             | 2087-07-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                                                    | ARES CLO AR2 TSFR3M+131 07/15/2038 144A                                                                                          | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5230000 | PA      | $5249293.47    | 0.01%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 06/30/2032                                                                                                          | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2200000 | PA      | $2241421.86    | 0.00%             | 2032-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#CB0506                                                                                                 | CUSIP: 3140QKR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2974168 | PA      | $2624771.67    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 04/20/2055#MB0308                                                                                                   | CUSIP: 3618N5KW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1726716 | PA      | $1750379.65    | 0.00%             | 2055-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 06/20/2055#MB0423                                                                                                     | CUSIP: 3618N5PH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44176 | PA      | $44373.93      | 0.00%             | 2055-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 01/20/2055#MB0142                                                                                                     | CUSIP: 3618N5EQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8948016 | PA      | $8226415.95    | 0.02%             | 2055-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                                                                   | BELLIS ACQUISITION CO PLC 8% 07/01/2031 144A                                                                                     | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |     4300000 | PA      | $4835921.42    | 0.01%             | 2031-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                                         | AFFIRM MASTER TRUST C 5.26% 07/15/2033 144A                                                                                      | CUSIP: 00833BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9400000 | PA      | $9477412.76    | 0.02%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| X.AI LLC / X.AI CO ISSUER CO                                                                                | X.AI LLC / X.AI CO ISSUER CO 12.5% 06/30/2030 144A                                                                               | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2745000 | PA      | $3126313.44    | 0.01%             | 2030-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| OHA CR FDG 7 LTD / OHA CR FDG 7 LLC                                                                         | OHA CR FDG 7 LTD / OHA CR FDG 7 LLC A1R2 TSFR3M+128 07/19/2038 144A                                                              | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      470000 | PA      | $470686.67     | 0.00%             | 2038-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPR RESIDENTIAL MORTGAGE TRUST 2025-CES2                                                                  | COOPR RESIDENTIAL MORTGAGE TRUST 2025-CES2 VAR 06/25/2060 144A                                                                   | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5462318 | PA      | $5551885.18    | 0.01%             | 2060-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                                                                     | CAN 10YR BOND FUT JUN26 CNM6                                                                                                     | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |          71 | NC      | $21877.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | ROYAL BANK OF CANADA 3.125%/VAR 09/27/2031 REGS                                                                                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      435000 | PA      | $517424.39     | 0.00%             | 2031-09-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                                                            | MAXAM PRILL SARL 6% 07/15/2030 REGS                                                                                              | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      282000 | PA      | $343437.85     | 0.00%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 7.45%/VAR PERP 144A                                                                                                  | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |      200000 | PA      | $211308.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LL                                                                                  | CRESCENT ENERGY FINANCE LLC 8.375% 01/15/2034 144A                                                                               | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      265000 | PA      | $273917.25     | 0.00%             | 2034-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                                      | MARVELL TECHNOLOGY INC 4.75% 07/15/2030                                                                                          | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      145000 | PA      | $147825.92     | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                                      | MARVELL TECHNOLOGY INC 5.45% 07/15/2035                                                                                          | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      613000 | PA      | $638154.38     | 0.00%             | 2035-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 5.85% 07/02/2032                                                                                    | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4875000 | PA      | $5070000.00    | 0.01%             | 2032-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC                                                  | BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC 9.5% 07/01/2032 144A                                                  | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $280943.22     | 0.00%             | 2032-07-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                         | NOMURA HOLDINGS INC 4.904% 07/01/2030                                                                                            | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     5700000 | PA      | $5831984.64    | 0.01%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM2                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM2 A1 CSTR 06/25/2065 144A                                                            | CUSIP: 36272EAA2<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-CBDO         | CORP              | US        |     3211349 | PA      | $3257556.66    | 0.01%             | 2065-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                                                     | PUBLIC SERVICE CO OF OK 5.45% 01/15/2036                                                                                         | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     3580000 | PA      | $3709321.49    | 0.01%             | 2036-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                                                 | BEACH ACQUISITION BIDCO LLC 5.25% 07/15/2032 REGS                                                                                | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |      100000 | PA      | $121219.17     | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                                           | TELUS CORPORATION 6.625%/VAR 10/15/2055                                                                                          | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $103261.80     | 0.00%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                                           | TELUS CORPORATION 7%/VAR 10/15/2055                                                                                              | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $158288.25     | 0.00%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                                          | ATHENE HOLDING LTD T5Y+NA 06/28/2055                                                                                             | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      335000 | PA      | $322653.42     | 0.00%             | 2055-06-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                                                                  | KINDERCARE LEARNING TERM B 1LN 06/12/2030                                                                                        | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |      114296 | PA      | $109343.82     | 0.00%             | 2030-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN CLO 2021-1 DAC                                                                       | PALMER SQUARE EUROPEAN CLO DAC 21-1A BR 3MEUR+ 04/15/2039 144A                                                                   | CUSIP: N/A<br>LEI: 549300EWDSB2XVX0CY09       | Long             | ABS-CBDO         | CORP              | IE        |     3450000 | PA      | $4090848.96    | 0.01%             | 2039-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 7% 06/20/2055#DJ9049                                                                                                     | CUSIP: 3618KWBS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3080753 | PA      | $3131309.25    | 0.01%             | 2055-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                                                                         | DOLCETTO HOLDCO SPA 5.625% 07/14/2032 REGS                                                                                       | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |      282000 | PA      | $340520.29     | 0.00%             | 2032-07-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC                                           | PALMER SQUARE LN FDG LTD 2025-2A A1 TSFR3M+94 07/15/2033 144A                                                                    | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3017481 | PA      | $3019325.00    | 0.01%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                                                | CAIXABANK SA 5.581%/VAR 07/03/2036 144A                                                                                          | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     4340000 | PA      | $4502909.84    | 0.01%             | 2036-07-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                                                  | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 7.375% 06/30/2033 144A                                                | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $212031.91     | 0.00%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                            | WELLTOWER OP LLC 4.5% 07/01/2030                                                                                                 | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2342342.75    | 0.01%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF3 LLC                                                                                          | PRPM 2025-RCF3 A1 LLC VAR 07/25/2055 144A                                                                                        | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      408115 | PA      | $410176.24     | 0.00%             | 2055-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 LLC                                                                                          | PRET 2025-NPL6 LLC 5.7437% A1 06/25/2055 144A                                                                                    | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-CBDO         | CORP              | US        |     2748283 | PA      | $2756878.40    | 0.01%             | 2055-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                                                     | TAKEDA US FINANCING INC 5.2% 07/07/2035                                                                                          | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205719.15     | 0.00%             | 2035-07-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                                                              | NEWDAY FUNDING 2025-2X C STEP 07/15/2033 REGS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $134638.48     | 0.00%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                                                    | CHAMPION IRON CANADA INC 7.875% 07/15/2032 144A                                                                                  | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1560000 | PA      | $1659194.16    | 0.00%             | 2032-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                                                               | YINSON BERGENIA PRODUCTION BV 8.498% 01/31/2045 144A                                                                             | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      603860 | PA      | $642431.98     | 0.00%             | 2045-01-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.3% 09/30/2035                                                                                                 | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      106000 | PA      | $108841.84     | 0.00%             | 2035-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                    | WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042                                                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      975000 | PA      | $699562.50     | 0.00%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GSAT TRUST 2025-BMF                                                                                         | GSAT TRUST 2025-BMF A TSFR1M+150 07/15/2030 144A                                                                                 | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      169000 | PA      | $169000.00     | 0.00%             | 2040-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                                                 | PUBLIC STORAGE OPERATING CO 4.375% 07/01/2030                                                                                    | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      165000 | PA      | $167683.13     | 0.00%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 32 LTD                                                                                         | FLATIRON CLO 32 LTD 32A A1 TSFR3M+129 10/22/2038 144A                                                                            | CUSIP: 33882RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3345000 | PA      | $3354386.07    | 0.01%             | 2038-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                    | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                                                                       | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     8213000 | PA      | $8187457.57    | 0.02%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2025-5560 FB SOFR30A+100 06/25/2055                                                               | CUSIP: 3137HLZD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     9900011 | PA      | $9976669.89    | 0.02%             | 2055-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST4                                                              | UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST4 5.495% A 08/16/2032 144A                                                          | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      213518 | PA      | $215157.56     | 0.00%             | 2032-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LN FD XXIX DAC                                                                                 | CVC CORDATUS LN FD XXIX DAC BR 3MEUR+ 08/15/2038 144A                                                                            | CUSIP: N/A<br>LEI: 54930002S39B168UJK53       | Long             | ABS-CBDO         | CORP              | IE        |     2750000 | PA      | $3262231.87    | 0.01%             | 2038-08-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                                                               | MARLETTE FUNDING TRUST 2025-1A A 4.75% 07/16/2035 144A                                                                           | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      444982 | PA      | $445638.11     | 0.00%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                                                | DISCOVERY COMMUNICATIONS LLC 3.95% 03/20/2028                                                                                    | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     3108000 | PA      | $3088885.80    | 0.01%             | 2028-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OZLM FUNDING II LTD                                                                                         | OZLM FUNDING II LTD 2A AR4 TSFR3M+120 07/30/2037 144A                                                                            | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250038.50     | 0.00%             | 2037-07-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-RPL3                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2025-RPL3 4.1% 07/25/2065 144A                                                               | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1822383 | PA      | $1798857.08    | 0.00%             | 2065-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM6                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM6 5.333% 06/25/2065 144A                                                                 | CUSIP: 10570MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3032726 | PA      | $3060072.26    | 0.01%             | 2065-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 4.954%/VAR 07/08/2033                                                                               | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     9060000 | PA      | $9313368.97    | 0.02%             | 2033-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-2                                                                             | FOUNDATION FINANCE TRUST 2025-2 5.68% 04/15/2052 144A                                                                            | CUSIP: 35042NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $101114.65     | 0.00%             | 2052-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST                                                                       | MISSION LANE CREDIT CARD MASTER TRUST 5.06% 09/15/2031 144A                                                                      | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2620000 | PA      | $2638627.94    | 0.01%             | 2031-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 01/15/2034 144A                                                                          | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1244000 | PA      | $1309209.24    | 0.00%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.75% 01/15/2036 144A                                                                         | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1106000 | PA      | $1178123.37    | 0.00%             | 2036-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                                                                 | OCWEN LOAN INVESTMENT TRUST HB1 A VAR 06/25/2038 144A                                                                            | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1490941 | PA      | $1468053.80    | 0.00%             | 2038-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                    | WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032                                                                                       | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      350000 | PA      | $321125.00     | 0.00%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                    | WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052                                                                                       | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      174000 | PA      | $115710.00     | 0.00%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                                                | DISCOVERY COMMUNICATIONS LLC 5% 09/20/2037                                                                                       | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79473.00      | 0.00%             | 2037-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORPO                                                                                              | SOFTBANK CORPO 4.699% 07/09/2030 144A                                                                                            | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |      600000 | PA      | $608670.32     | 0.00%             | 2030-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORP                                                                                   | NIAGARA MOHAWK POWER CORP 4.647% 10/03/2030 144A                                                                                 | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4062609.28    | 0.01%             | 2030-10-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES2                                                                         | TOWD POINT MORTGAGE TRUST 2025-CES2 A1 5.348% 07/25/2065 144A                                                                    | CUSIP: 89183KAA5<br>LEI: 25490031FI1THTB1EH80 | Long             | ABS-CBDO         | CORP              | US        |     3392145 | PA      | $3419632.10    | 0.01%             | 2065-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING                                                                                              | PAPREC HOLDING 4.125% 07/15/2030 REGS                                                                                            | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119514.34     | 0.00%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 6.7% 12/15/2033                                                                                                 | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      202000 | PA      | $228597.62     | 0.00%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 5.75% 09/15/2033 144A                                                                           | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      270000 | PA      | $276388.20     | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                                                         | SOFTBANK GROUP CORP 5.25% 10/10/2029 REGS                                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      302000 | PA      | $362851.75     | 0.00%             | 2029-10-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                                                        | CENT TRUST 2025-CITY A VAR 07/10/2040 144A                                                                                       | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4049000 | PA      | $4150792.26    | 0.01%             | 2040-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#FS9709                                                                                                   | CUSIP: 3140XRYF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3332650 | PA      | $3069814.02    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2055#CC0730                                                                                                   | CUSIP: 3140Y6Y46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4274034 | PA      | $4410005.49    | 0.01%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2052#SL0417                                                                                                   | CUSIP: 31427MPB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1232377 | PA      | $1125170.46    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FA1625                                                                                                   | CUSIP: 3140W1YX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1406983 | PA      | $1284587.26    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 07/01/2055#CC0711                                                                                                 | CUSIP: 3140Y6YH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6635579 | PA      | $6819211.23    | 0.02%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030005 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     5100000 | NC      | $-6417.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 42 LTD                                                                                              | AGL CLO 42 LTD A1 TSFR3M+ 07/22/2038 144A                                                                                        | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249998.50     | 0.00%             | 2038-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                                     | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.5% 07/15/2031 144A                                                                     | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       12000 | PA      | $12623.14      | 0.00%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                                     | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.25% 12/15/2029 144A                                                                    | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      888000 | PA      | $936981.19     | 0.00%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                                     | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 3.125% 07/15/2029 144A                                                                   | CUSIP: 81180LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       64000 | PA      | $57040.00      | 0.00%             | 2029-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                                     | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 9.625% 12/01/2032 144A                                                                   | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      115000 | PA      | $128991.02     | 0.00%             | 2032-12-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                                     | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 4.091% 06/01/2029 144A                                                                   | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      106000 | PA      | $103961.31     | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                                     | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 4.125% 01/15/2031 144A                                                                   | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      106000 | PA      | $100957.07     | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-300P                                                                     | NYC COMMERCIAL MORTGAGE TRUST 2025-300P E 7.388% 07/13/2042 144A                                                                 | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $466070.27     | 0.00%             | 2042-07-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2053#FA0902                                                                                                 | CUSIP: 3140W1AC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1090313 | PA      | $948120.80     | 0.00%             | 2053-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 2% 02/01/2052#SL1680                                                                                                   | CUSIP: 31427N2N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      332956 | PA      | $279563.77     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-6                                                                           | VERUS SECURITIZATION TRUST 2025-6 A1 STEP 07/25/2070 144A                                                                        | CUSIP: 92540YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3615667 | PA      | $3654956.11    | 0.01%             | 2070-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2048#ZN4475                                                                                                   | CUSIP: 3131YA6L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2351076 | PA      | $2172266.06    | 0.00%             | 2048-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMM 2025-167G MORTGAGE TRUST                                                                               | COMM 2025-167G E MORTGAGE TRUST CSTR 08/10/2040 144A                                                                             | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125000 | PA      | $126979.44     | 0.00%             | 2040-08-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6% 04/01/2055#RJ4028                                                                                             | CUSIP: 3142GUPN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2222335 | PA      | $2323497.42    | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMM 2025-167G MORTGAGE TRUST                                                                               | COMM 2025-167G F MORTGAGE TRUST CSTR 08/10/2040 144A                                                                             | CUSIP: 12674VAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108000 | PA      | $109668.93     | 0.00%             | 2040-08-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| COMM 2025-167G MORTGAGE TRUST                                                                               | COMM 2025-167G A MORTGAGE TRUST 5.50268% 08/10/2040 144A                                                                         | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $162769.22     | 0.00%             | 2040-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRES 2025-FL3 LLC                                                                                          | ACRES 2025-FL3 A LLC TSFR1M+161.9 08/18/2040 144A                                                                                | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      478000 | PA      | $479792.74     | 0.00%             | 2040-08-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CEDAR FDG XVII CLO LTD                                                                                      | CEDAR FDG XVII CLO LTD AR TSFR3M+135 07/20/2038 144A                                                                             | CUSIP: 15033PAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4739000 | PA      | $4755117.34    | 0.01%             | 2038-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 32 LTD                                                                                | ANCHORAGE CAPITAL CLO 32 LTD D TSFR3M+ 07/15/2037 144A                                                                           | CUSIP: 03333MAG8<br>LEI: 63670045P01T5CDEDN27 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250985.00     | 0.00%             | 2037-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 02/01/2053#QF7084                                                                                                 | CUSIP: 3133BU2R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2151422 | PA      | $2200202.65    | 0.00%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK II LTD                                                                                       | SANDSTONE PEAK II LTD BR TSFR3M+175 07/20/2038 144A                                                                              | CUSIP: 80013TAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      310000 | PA      | $311802.65     | 0.00%             | 2038-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                                                               | MARLETTE FUNDING TRUST 2025-1A C 5.26% 07/16/2035 144A                                                                           | CUSIP: 570920AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4065000 | PA      | $4101896.79    | 0.01%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES FINANCE II PLC                                                                       | BCP V MODULAR SERVICES FINANCE II PLC 6.5% 07/10/2031 REGS                                                                       | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      302000 | PA      | $334421.43     | 0.00%             | 2031-07-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                                                      | LOGICOR FINANCING SARL 3.75% 07/14/2032 REGS                                                                                     | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      230000 | PA      | $274073.10     | 0.00%             | 2032-07-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 5.75% 08/01/2032 144A                                                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1390000 | PA      | $1442540.61    | 0.00%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.6% 07/15/2030                                                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1431461.18    | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.9% 07/15/2032                                                                                                     | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4755000 | PA      | $4897514.05    | 0.01%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                                           | GUATEMALA REP OF 6.25% 08/15/2036 144A                                                                                           | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      669000 | PA      | $708930.94     | 0.00%             | 2036-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                                           | GUATEMALA REP OF 6.25% 08/15/2036 REGS                                                                                           | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |      979000 | PA      | $1037434.06    | 0.00%             | 2036-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 3% 12/01/2051#FA0145                                                                                              | CUSIP: 3140W0ET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2213602 | PA      | $2022420.44    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5499 FW SOFR30A+140 02/25/2055                                                                    | CUSIP: 3137HJX51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1426121 | PA      | $1440829.79    | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VLT7                                                                                          | BX TRUST 2025-VLT7 B TSFR1M+200 07/15/2027 144A                                                                                  | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1175000 | PA      | $1175367.19    | 0.00%             | 2044-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO                                                                                             | BIRCH GROVE CLO 2023-6A A1R TSFR3M+138 07/20/2037 144A                                                                           | CUSIP: 09077FAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $251007.25     | 0.00%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                                                         | NISSAN MOTOR CO LTD 6.375% 07/17/2033 REGS                                                                                       | CUSIP: 57160DB63<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      370000 | PA      | $463014.09     | 0.00%             | 2033-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                                         | GRAY TELEVISION INC 9.625% 07/15/2032 144A                                                                                       | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103898.60     | 0.00%             | 2032-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PRIORITY HOLDINGS LLC                                                                                       | PRIORITY TECHNOLOGY TERM B 1LN 07/30/2032                                                                                        | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      337097 | PA      | $328811.59     | 0.00%             | 2032-07-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                                                        | ZAYO GROUP HLG TERM EXCH TL 1LN 3/11/2030                                                                                        | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |       56511 | PA      | $54321.51      | 0.00%             | 2030-03-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-3                                                        | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-3 E 7.7% 04/15/2031 144A                                                      | CUSIP: 10805NAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5182356.00    | 0.01%             | 2031-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 01/01/2049#ZA6116                                                                                                 | CUSIP: 31329PYM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      338954 | PA      | $342153.06     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM3                                                                      | BARCLAYS MORTGAGE LOAN TRUST 2025-NQM3 B1 VAR 05/25/2065 144A                                                                    | CUSIP: 06745VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      111000 | PA      | $116158.75     | 0.00%             | 2065-05-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 3.678% 07/16/2033 REGS                                                                                          | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      170000 | PA      | $204574.25     | 0.00%             | 2033-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 6.625% 05/16/2036 REGS                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2010000 | PA      | $2142660.00    | 0.00%             | 2036-05-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP FRN SOFR+131 07/16/2030 144A                                                                                    | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1200000 | PA      | $1219660.32    | 0.00%             | 2030-07-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 4.62% 07/16/2028 144A                                                                                           | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1170000 | PA      | $1187675.54    | 0.00%             | 2028-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 4.567% 07/16/2027 144A                                                                                          | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1162000 | PA      | $1172541.00    | 0.00%             | 2027-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 4.876% 07/16/2030 144A                                                                                          | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     2480000 | PA      | $2544290.30    | 0.01%             | 2030-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 5.502% 07/16/2035 144A                                                                                          | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      700000 | PA      | $731330.91     | 0.00%             | 2035-07-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 5.75% 09/16/2030 144A                                                                                        | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3270000 | PA      | $3395273.70    | 0.01%             | 2030-09-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                                                             | WESTERN-SOUTHERN GLOBAL FUNDING 4.5% 07/16/2028 144A                                                                             | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9683220.48    | 0.02%             | 2028-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                                                   | VIPER ENERGY PARTNERS LLC 4.9% 08/01/2030                                                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1091667.50    | 0.00%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                                                   | VIPER ENERGY PARTNERS LLC 5.7% 08/01/2035                                                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      981000 | PA      | $1017630.54    | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 2.906% 03/16/2029 144A                                                                                          | CUSIP: 62954WAX3<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1400000 | PA      | $1663340.84    | 0.00%             | 2029-03-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 4.091% 07/16/2037 144A                                                                                          | CUSIP: 62954WAZ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     5500000 | PA      | $6668564.83    | 0.01%             | 2037-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL7 LLC                                                                                          | PRET 2025-NPL7 A1 LLC VAR 08/25/2055 144A                                                                                        | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-CBDO         | CORP              | US        |     1837472 | PA      | $1843942.97    | 0.00%             | 2055-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/16/2058                                                                           | CUSIP: 38381MRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      168897 | PA      | $171108.51     | 0.00%             | 2058-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MSCR TRUST MN11                                                                                 | FREDDIE MAC MSCR TRUST MN11 SOFR30A+265 07/25/2045                                                                               | CUSIP: 35563YAB6<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | CORP              | US        |     1875000 | PA      | $1874005.13    | 0.00%             | 2045-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU                                            | ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU 8.499% 06/30/2032 144A                                          | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       80000 | PA      | $83517.20      | 0.00%             | 2032-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COLT 2025-7 MORTGAGE LOAN TRUST                                                                             | COLT Funding LLC STEP 06/25/2070 144A                                                                                            | CUSIP: 19689CAA9<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-CBDO         | CORP              | US        |      609981 | PA      | $617178.71     | 0.00%             | 2070-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-LOC4                                                           | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-LOC4 VAR 06/25/2055 144A                                                            | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5089954 | PA      | $5101611.35    | 0.01%             | 2055-06-25      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2025-44                                                                                             | OCP CLO 2025-44 LTD A TSFR3M+130 10/24/2038 144A                                                                                 | CUSIP: 67570UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3770000 | PA      | $3778671.00    | 0.01%             | 2038-10-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-C35                                                                                       | BBCMS MTG TR 2025-C35 4.5% 07/15/2058 144A                                                                                       | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      111000 | PA      | $88128.15      | 0.00%             | 2058-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-C35                                                                                       | BBCMS MTG TR 2025-C35 5.843% 07/15/2058                                                                                          | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      101000 | PA      | $107680.54     | 0.00%             | 2058-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.4 07/10/25 01/02/29 CME                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   148200000 | NC      | $265785.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCENTRO EAST HOLDING GMBH                                                                                  | ACCENTRO EAST HOLDING GMBH PIK 6% 06/30/2027                                                                                     | CUSIP: N/A<br>LEI: 89450079WA652Y9PWZ14       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118160.00     | 0.00%             | 2027-06-30      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| LSF12 CROWN US COMMERCIAL BIDCO LLC                                                                         | KIDDE GLOBAL SERVICES TERM B 1LN 12/02/2031                                                                                      | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |      103086 | PA      | $102982.94     | 0.00%             | 2031-12-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE LLC                                                                                           | NORD ANGLIA EDUCATION TERM B 1LN 01/09/2032                                                                                      | CUSIP: N/A<br>LEI: 254900Y4DWBRGAFENC88       | Long             | LON              | CORP              | US        |      151742 | PA      | $150414.22     | 0.00%             | 2032-01-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2 A1 VAR 07/25/2070 144A                                                  | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1194683 | PA      | $1209744.42    | 0.00%             | 2070-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO XII LTD                                                                                 | MIDOCEAN CREDIT CLO XII LTD 2023-12A A1RR TSFR3M+134 07/18/2038 144A                                                             | CUSIP: 59803TBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250875.25     | 0.00%             | 2038-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2025-31 LTD                                                                                     | OAKTREE CLO 2025-31 LTD A TSFR3M+132 07/20/2038 144A                                                                             | CUSIP: 67400BAA8<br>LEI: 254900UVA9JUCC0JI897 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501360.00     | 0.00%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III LLC / LTD (PARTNERSHIP)                                                      | COMPASS DATACENTERS ISSUER III LLC / LTD (PARTNERSHIP) 5.286% 07/25/2050 144A                                                    | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      757000 | PA      | $767875.52     | 0.00%             | 2050-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                                                                      | MARKET BIDCO FINCO PLC 6.75% 01/31/2031 REGS                                                                                     | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115918.85     | 0.00%             | 2031-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV3                                                                                              | EFMT 2025-INV3 5.444% 07/25/2070 144A                                                                                            | CUSIP: 26847NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4222477 | PA      | $4274460.37    | 0.01%             | 2070-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORPORATION                                                                                 | KIOXIA HOLDINGS CORPORATION 6.25% 07/24/2030 144A                                                                                | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $415425.20     | 0.00%             | 2030-07-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                                                   | MACYS RETAIL HOLDINGS LLC 7.375% 08/01/2033 144A                                                                                 | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $130953.94     | 0.00%             | 2033-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-CP1                                                                                    | NYMT LOAN TRUST 2025-CP1 A1 3.75% 11/25/2069 144A                                                                                | CUSIP: 67121VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6296757 | PA      | $6166326.77    | 0.01%             | 2069-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                                                                             | ALLEGRO CLO LTD 2021-1A A1R TSFR3M+134 07/20/2038 144A                                                                           | CUSIP: 01750WAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4673000 | PA      | $4688177.90    | 0.01%             | 2038-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                                | UNIVISION COMMUNICATIONS INC 9.375% 08/01/2032 144A                                                                              | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      225000 | PA      | $238087.43     | 0.00%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC                                                             | SIERRA TIMESHARE 2025-2A D RECEIVABLES FUNDING LLC 6.79% 04/20/2044 144A                                                         | CUSIP: 82653HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1132910 | PA      | $1155242.67    | 0.00%             | 2044-04-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                                                 | YORKSHIRE WATER FINANCE PLC 6% 07/22/2033 REGS                                                                                   | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      330000 | PA      | $457545.45     | 0.00%             | 2033-07-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                                                                      | FRONERI LUX FINCO SARL 4.75% 08/01/2032 REGS                                                                                     | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $116256.02     | 0.00%             | 2032-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REACH ABS TR 2025-2                                                                                         | REACH ABS TR 2025-2 4.93% 08/18/2032 144A                                                                                        | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2244911 | PA      | $2255185.77    | 0.01%             | 2032-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                                                       | AECOM 6% 08/01/2033 144A                                                                                                         | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      695000 | PA      | $710124.59     | 0.00%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-8                                                                             | ANGEL OAK MORTGAGE TRUST 2025-8 STEP 07/25/2070 144A                                                                             | CUSIP: 03466UAA2<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-CBDO         | CORP              | US        |      593301 | PA      | $599702.44     | 0.00%             | 2070-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                                                                   | LOXAM SAS 4.25% 02/15/2031 REGS                                                                                                  | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      148000 | PA      | $177499.35     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FA2169                                                                                                   | CUSIP: 3140W2MT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2748376 | PA      | $2312805.54    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2                                                               | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 C 5.26% 06/25/2060 144A                                                            | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      133000 | PA      | $134815.65     | 0.00%             | 2060-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2                                                               | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 D 5.56% 06/25/2060 144A                                                            | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      106000 | PA      | $107477.26     | 0.00%             | 2060-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+140 05/25/2055                                                                            | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      563898 | PA      | $569665.20     | 0.00%             | 2055-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM13 TR                                                                                           | OBX 2025-NQM13 A1 TRUST 5.441% 05/25/2065 144A                                                                                   | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-CBDO         | CORP              | US        |     5002091 | PA      | $5059293.95    | 0.01%             | 2065-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.296%/VAR 07/23/2036                                                                                              | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      235000 | PA      | $282107.80     | 0.00%             | 2036-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.615%/VAR 07/23/2036                                                                                      | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      297000 | PA      | $308878.89     | 0.00%             | 2036-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PENN COMMERCIAL MORTGAGE TRUST                                                                              | PENN COMMERCIAL MORTGAGE TRUST 2025-P11 A VAR CSTR 08/12/2042 144A                                                               | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       94000 | PA      | $97624.13      | 0.00%             | 2042-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                                                    | JERSEY MIKES FDG LLC 5.61% 08/16/2055 144A                                                                                       | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2079550 | PA      | $2156424.72    | 0.00%             | 2055-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC T5Y+289 6.875%/VAR PERP                                                                                            | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      250000 | PA      | $256287.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                                                        | BOOTS GROUP FINCO LP 7.375% 08/31/2032 REGS                                                                                      | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |      100000 | PA      | $140524.73     | 0.00%             | 2032-08-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FINANCE AMER STRUCTURED SECS TR SER 2024-S2                                                                 | FINANCE AMER STRUCTURED SECS TR SER 2025-S2 A1 0% 07/25/2075 144A                                                                | CUSIP: 31739XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16222158 | PA      | $15907811.82   | 0.04%             | 2075-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                                              | MORGAN STANLEY PRIVATE BANK NA 4.734%/VAR 07/18/2031                                                                             | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1456164.12    | 0.00%             | 2031-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 5.373%/VAR 07/21/2036                                                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      340000 | PA      | $352505.06     | 0.00%             | 2036-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                                                                   | PNC BANK NA PITTSBURGH PA 4.429%/VAR 07/21/2028                                                                                  | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     1063000 | PA      | $1070365.01    | 0.00%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                                             | STANDARD BUILDING SOLUTIONS INC 6.25% 08/01/2033 144A                                                                            | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      190000 | PA      | $193543.88     | 0.00%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM3 TRUST                                                                                        | PRPM 2025-NQM3 TRUST 5.606% 05/25/2070 144A                                                                                      | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      893678 | PA      | $905602.45     | 0.00%             | 2070-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LOANDEPOT GMSR MASTER TRUST SERES 2018-GT1                                                                  | LOANDEPOT GMSR MASTER TRUST SERES 2018-GT1 TSFR1M+ 07/16/2030 144A                                                               | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1922132.34    | 0.00%             | 2030-07-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2                                                              | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 4.43% 08/15/2030                                                                  | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      370000 | PA      | $372971.91     | 0.00%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 05/20/2055#MB0366                                                                                                   | CUSIP: 3618N5MQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3462386 | PA      | $3509566.55    | 0.01%             | 2055-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RCKT MTG TR 2025-CES7                                                                                       | RCKT MTG TR 2025-CES7 5.377% 07/25/2055 144A                                                                                     | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-CBDO         | CORP              | US        |     3565453 | PA      | $3600461.41    | 0.01%             | 2055-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5                                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5 5.439% 07/25/2070 144A                                                  | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3180647 | PA      | $3216827.76    | 0.01%             | 2070-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                                                             | COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA 8.65% 01/24/2033 144A                                                            | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      150000 | PA      | $159150.00     | 0.00%             | 2033-01-24      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                                                        | OLYMPUS WATER US HOLDING CORPORATION 6.75% 08/01/2032 144A                                                                       | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      125000 | PA      | $123051.28     | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 06/25/2030                                                                                    | CUSIP: 3137HMC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2600000 | PA      | $2654202.72    | 0.01%             | 2030-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2025-2                                                                 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2025-2 5.465% 08/15/2050 144A                                                               | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1912483 | PA      | $1944427.60    | 0.00%             | 2050-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN FDG AUTO LN TR 2025-1                                                                               | WESTERN FDG AUTO LN TR 2025-1 C 5.34% 11/15/2035 144A                                                                            | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1855000 | PA      | $1892357.47    | 0.00%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                                                        | BOOTS GROUP FINCO LP 5.375% 08/31/2032 144A                                                                                      | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |      475000 | PA      | $584302.75     | 0.00%             | 2032-08-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                                                        | BOOTS GROUP FINCO LP 7.375% 08/31/2032 144A                                                                                      | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |      550000 | PA      | $772886.04     | 0.00%             | 2032-08-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                                               | COREWEAVE INC 9% 02/01/2031 144A                                                                                                 | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      985000 | PA      | $950393.30     | 0.00%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                                               | GOLDEN NUGGET TERM B 1LN 01/29/2029                                                                                              | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      372100 | PA      | $369666.96     | 0.00%             | 2029-01-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 6.25%/VAR PERP                                                                                       | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     1695000 | PA      | $1744090.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                                 | PEPSICO INC 4.1% 01/15/2029                                                                                                      | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      135000 | PA      | $136438.44     | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 4.918%/VAR 07/20/2033                                                                                        | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      425000 | PA      | $435357.97     | 0.00%             | 2033-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMM 2025-SBX MORTGAGE TRUST                                                                                | COMM 2025-SBX MORTGAGE TRUST VAR 08/10/2041 144A                                                                                 | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74000 | PA      | $74499.96      | 0.00%             | 2041-08-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                                          | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.125% 02/15/2031 144A                                                                        | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      625000 | PA      | $660631.84     | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 07/25/2030                                                                                    | CUSIP: 3137HMCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1700000 | PA      | $1731621.87    | 0.00%             | 2030-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 08/01/2055#RJ4585                                                                                                   | CUSIP: 3142GVCX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2702419 | PA      | $2780183.67    | 0.01%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING UK PLC                                                                       | ALLWYN ENTERTAINMENT FINANCING UK PLC 4.125% 02/15/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      294000 | PA      | $344022.61     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAURUS 2025-4 UK DAC                                                                                        | TAURUS 2025-4 UK DAC SONIO+ 08/18/2035 REGS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      100000 | PA      | $134756.44     | 0.00%             | 2035-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TAURUS 2025-4 UK DAC                                                                                        | TAURUS 2025-4 UK DAC SONIO+ 08/18/2035 REGS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      100000 | PA      | $134756.81     | 0.00%             | 2035-08-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RCKT TRUST 2025-1A                                                                                          | RCKT TRUST 2025-1A 4.9% 07/25/2034 144A                                                                                          | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      430303 | PA      | $431323.90     | 0.00%             | 2034-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                                         | GRAY TELEVISION INC 7.25% 08/15/2033 144A                                                                                        | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      220000 | PA      | $227172.44     | 0.00%             | 2033-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | JPSW SWAP REC 3.837 07/22/26                                                                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |     7140000 | NC      | $217652.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | JPSW SWAP PAY 3.837 07/22/26                                                                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |     7140000 | NC      | $49560.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/16/2056                                                                           | CUSIP: 38381MZA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      352592 | PA      | $358314.48     | 0.00%             | 2056-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAIN CAP CR CLO 2023-2 LTD / BAIN CAP CR CLO 2023-2 LLC                                                     | BAIN CAP CR CLO 2023-2 LTD / BAIN CAP CR CLO 2023-2 LLC A1R TSFR3M+ 07/18/2038 144A                                              | CUSIP: 05684GAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3748000 | PA      | $3762013.77    | 0.01%             | 2038-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group, Inc.                                                                        | INTERSTATE WASTE SERVICE TERM B 1LN 10/24/2030                                                                                   | CUSIP: N/A<br>LEI: 549300BB30QUQC86W666       | Long             | LON              | CORP              | US        |      143000 | PA      | $142821.18     | 0.00%             | 2030-10-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                                 | PEPSICO INC 4.05% 07/28/2055                                                                                                     | CUSIP: 713448GG7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      200000 | PA      | $228214.19     | 0.00%             | 2055-07-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC STEP 02/25/2035                                                                                                        | CUSIP: 12667FD51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      849398 | PA      | $789465.34     | 0.00%             | 2035-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4 B1 VAR 07/25/2065 144A                                                             | CUSIP: 64832FAG1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-CBDO         | CORP              | US        |      125000 | PA      | $130525.68     | 0.00%             | 2065-07-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4 A1 5.35% 07/25/2065 144A                                                           | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-CBDO         | CORP              | US        |      402477 | PA      | $408879.10     | 0.00%             | 2065-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SESAC FINANCE LLC 2022-1                                                                                    | SESAC FINANCE LLC 2022-1 5.5% 07/25/2055 144A                                                                                    | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      557000 | PA      | $558262.72     | 0.00%             | 2055-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION AG 4.75% 07/16/2066                                                                     | CUSIP: 38381MZB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      350229 | PA      | $350253.60     | 0.00%             | 2066-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTAIN HOLDINGS GIBRALTAR LTD                                                                               | ENTAIN TERM B6 1LN 10/31/2029                                                                                                    | CUSIP: N/A<br>LEI: 213800ATWJIEYQ8NF838       | Long             | LON              | CORP              | GI        |      121257 | PA      | $120737.24     | 0.00%             | 2029-10-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                                               | C and S WHOLESALE GROCERS TERM B 1LN 9/20/2030                                                                                   | CUSIP: 12676AAB1<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |      603867 | PA      | $591789.79     | 0.00%             | 2030-09-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 07/31/2032                                                                                                          | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42900000 | PA      | $43695996.20   | 0.10%             | 2032-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                                                    | EAGLE FUNDING LUXCO SARL 5.5% 08/17/2030 144A                                                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    13300000 | PA      | $13566000.00   | 0.03%             | 2030-08-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 MTG LN TR                                                                                       | COLT 2025-8 MTG LN TR 25-8 A1 5.48% 08/25/2070 144A                                                                              | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-CBDO         | CORP              | US        |      340384 | PA      | $344449.76     | 0.00%             | 2070-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.75% 08/16/2056                                                                        | CUSIP: 38381MXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111196 | PA      | $111895.71     | 0.00%             | 2056-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.75% 09/16/2054                                                                        | CUSIP: 38381MYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111140 | PA      | $111911.82     | 0.00%             | 2054-09-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 5.548%/VAR 07/31/2033                                                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     5612000 | PA      | $5662059.66    | 0.01%             | 2033-07-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | ROYAL BANK OF CANADA 4.498%/VAR 08/06/2029                                                                                       | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    11500000 | PA      | $11637056.31   | 0.03%             | 2029-08-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                                         | US LBM TERM B 1LN 06/06/2031                                                                                                     | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |       64669 | PA      | $55804.12      | 0.00%             | 2031-06-06      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 4.95%/VAR 08/04/2031                                                                              | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1986015.90    | 0.00%             | 2031-08-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 TR                                                                                           | GCAT 2025-NQM4 A1 TRUST 5.529% 06/25/2070 144A                                                                                   | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      429765 | PA      | $435411.54     | 0.00%             | 2070-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+145 02/25/2055                                                                            | CUSIP: 3137HJMQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3930258 | PA      | $3969683.27    | 0.01%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 6.125% 05/15/2030                                                                                           | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45176.72      | 0.00%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/2027                                                                                   | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      183000 | PA      | $185075.16     | 0.00%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                                         | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                                                         | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      130000 | PA      | $121251.00     | 0.00%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SCG 2025-FLWR                                                                                               | SCG 2025-FLWR 5.65% 08/15/2030 144A                                                                                              | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2604000 | PA      | $2610495.16    | 0.01%             | 2042-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCG 2025-FLWR                                                                                               | SCG 2025-FLWR VAR 08/15/2030 144A                                                                                                | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23000 | PA      | $22985.57      | 0.00%             | 2042-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BHG 2025-2CON                                                                                               | BHG 2025-2CON 4.84% 09/17/2036 144A                                                                                              | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1403464 | PA      | $1425956.47    | 0.00%             | 2036-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                                                                              | DYNO NOBEL LTD 5.4% 11/08/2032                                                                                                   | CUSIP: N/A<br>LEI: 254900UW2F3BKV6Z9V18       | Long             | DBT              | CORP              | AU        |      620000 | PA      | $434476.70     | 0.00%             | 2032-11-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                                                       | HIGHTOWER TERM B 1LN 02/03/2032                                                                                                  | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |       79600 | PA      | $78356.65      | 0.00%             | 2032-02-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| INTRUM INVESTMENTS AND FINANCING AB                                                                         | INTRUM INVESTMENTS AND FINANCING AB 8% 09/11/2027 REGS                                                                           | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $119421.58     | 0.00%             | 2027-09-11      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                                                                     | GARFUNKELUX HOLDCO 3 SA 9% 09/01/2028 REGS                                                                                       | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |      132512 | PA      | $156383.85     | 0.00%             | 2028-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.75% 08/15/2055                                                                                     | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42370000 | PA      | $43144576.56   | 0.10%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 08/15/2035                                                                                                       | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   117794000 | PA      | $120720444.69  | 0.27%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTERNATIONAL FINANCE LTD / DIFL US LLC                                                             | DIGICEL INTERNATIONAL FINANCE LTD / DIFL US LLC 8.625% 08/01/2032 144A                                                           | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |     3680000 | PA      | $3830024.40    | 0.01%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XIX LTD                                                                                    | SIXTH STREET CLO XIX LTD A1R TSFR3M+128 07/17/2038 144A                                                                          | CUSIP: 83012KAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2160000 | PA      | $2168186.40    | 0.00%             | 2038-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM14 A1                                                                                           | OBX 2025-NQM14 STEP 08/25/2064 144A                                                                                              | CUSIP: 673924AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3191588 | PA      | $3214401.18    | 0.01%             | 2065-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FA2174                                                                                                 | CUSIP: 3140W2MY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4715439 | PA      | $4146748.32    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                                            | SW FINANCE I PLC 6.875% 08/07/2032 REGS                                                                                          | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      650000 | PA      | $924436.55     | 0.00%             | 2032-08-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 08/25/2055                                                                            | CUSIP: 3137HMD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     8023896 | PA      | $8090025.77    | 0.02%             | 2055-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 11.75% 01/24/2035                                                                                           | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 18565400000 | PA      | $4406066.21    | 0.01%             | 2035-01-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 08/25/2055                                                                               | CUSIP: 3137HMDP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     5148143 | PA      | $5195564.17    | 0.01%             | 2055-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+118 08/25/2055                                                                            | CUSIP: 3136BWYL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6651013 | PA      | $6696329.96    | 0.01%             | 2055-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LYRA MUSIC ASSETS DELAWARE LP                                                                               | LYRA MUSIC ASSETS DELAWARE LP 2025-1A A2 5.604% 09/20/2065 144A                                                                  | CUSIP: 552339AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      239876 | PA      | $243291.22     | 0.00%             | 2065-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST 2025-1                                                                          | OCCU AUTO RECEIVABLES TRUST 2025-1 4.81% 11/15/2029 144A                                                                         | CUSIP: 67098SAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $706497.40     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FA2214                                                                                                 | CUSIP: 3140W2N80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3750998 | PA      | $3300964.93    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FA2409                                                                                                 | CUSIP: 3140W2VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1715301 | PA      | $1509504.66    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#FA2410                                                                                                 | CUSIP: 3140W2VC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1842422 | PA      | $1625979.64    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FA2411                                                                                                 | CUSIP: 3140W2VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1406755 | PA      | $1245450.38    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 08/06/2026                                                                                                          | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   120000000 | PA      | $118157866.80  | 0.26%             | 2026-08-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/16/2065                                                                           | CUSIP: 38381PXY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      152209 | PA      | $150969.72     | 0.00%             | 2065-05-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 04/01/2054#RJ1231                                                                                                   | CUSIP: 3142GRLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      295990 | PA      | $305902.84     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6% 05/01/2055#RJ4166                                                                                             | CUSIP: 3142GUTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      810638 | PA      | $837912.94     | 0.00%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6% 04/01/2055#RJ3896                                                                                             | CUSIP: 3142GUKJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      379253 | PA      | $392013.61     | 0.00%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                                      | BX COMMERCIAL MORTGAGE TRUST 2025-BCAT A TSFR1M+ 08/15/2042 144A                                                                 | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      316234 | PA      | $316332.81     | 0.00%             | 2042-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DURST COML MTG TR 2025-151                                                                                  | DURST COMMERCIAL MORTGAGE TRUST 2025-151 A VAR 08/10/2042 144A                                                                   | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137000 | PA      | $141004.70     | 0.00%             | 2042-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AOA 2025-1301                                                                                               | AOA TRUST 2025-1301 A 5.227292% 08/11/2030                                                                                       | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155000 | PA      | $158719.69     | 0.00%             | 2042-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DURST COML MTG TR 2025-151                                                                                  | DURST COML MTG TR 2025-151 CSTR 08/10/2042 144A                                                                                  | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       52000 | PA      | $54225.10      | 0.00%             | 2042-08-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AOA 2025-1301                                                                                               | 1301 TRUST 2025-AOA F 8.373358% 08/11/2042                                                                                       | CUSIP: 682461AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      937000 | PA      | $990539.34     | 0.00%             | 2042-08-11      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AOA 2025-1301                                                                                               | 1301 TRUST 2025-AOA E 7.478202% 08/11/2030                                                                                       | CUSIP: 682461AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108000 | PA      | $113129.94     | 0.00%             | 2042-08-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                                      | BX COMMERCIAL MORTGAGE TRUST 2025-BCAT E TSFR1M+350 08/15/2042 144A                                                              | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      259695 | PA      | $258893.33     | 0.00%             | 2042-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                                      | BX COMMERCIAL MORTGAGE TRUST 2025-BCAT B TSFR1M+155 08/15/2042 144A                                                              | CUSIP: 12433HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95828 | PA      | $95828.47      | 0.00%             | 2042-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                                      | BX COMMERCIAL MORTGAGE TRUST 2025-BCAT TSFR1M+190 08/15/2042 144A                                                                | CUSIP: 12433HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95828 | PA      | $95948.27      | 0.00%             | 2042-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BHMS COMMERCIAL MORTGAGE TRUST 2025-ATLS                                                                    | BHMS COMMERCIAL MORTGAGE TRUST 2025-ATLS STEP 08/15/2042 144A                                                                    | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      625000 | PA      | $628911.00     | 0.00%             | 2042-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2015-3 LTD                                                                                         | VOYA CLO 2015-3 LTD A3R4 TSFR3M+145 10/20/2031 144A                                                                              | CUSIP: 92913UBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250247.50     | 0.00%             | 2031-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5% 07/01/2053#SL1477                                                                                                   | CUSIP: 31427NUB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5489597 | PA      | $5593719.36    | 0.01%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 15 LTD                                                                                | ANCHORAGE CAPITAL CLO 15 LTD A1R2 TSFR3M+ 07/20/2038 144A                                                                        | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |      470000 | PA      | $472301.12     | 0.00%             | 2038-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO X LTD                                                                                           | ELMWOOD CLO X LTD CR2 TSFR3M+ 07/20/2038 144A                                                                                    | CUSIP: 29002VBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251236.00     | 0.00%             | 2038-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                                                           | M and T BANK CORP 5.4%/VAR 07/30/2035                                                                                            | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101433.49     | 0.00%             | 2035-07-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORT TR 2025-ATRM                                                                              | ATRIUM HOTEL PORT TR 2025-ATRM G TSFR1M+675 08/15/2030 144A                                                                      | CUSIP: 049917AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       83000 | PA      | $82787.45      | 0.00%             | 2042-08-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORT TR 2025-ATRM                                                                              | ATRIUM HOTEL PORT TR 2025-ATRM F TSFR1M+550 08/15/2030 144A                                                                      | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      447000 | PA      | $445826.18     | 0.00%             | 2042-08-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ARBOR RLTY COML REAL ESTATE NTS 2025-FL1 LLC                                                                | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2025-FL1 LLC A TSFR1M+135.4 08/20/2042 144A                                            | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      405000 | PA      | $406141.13     | 0.00%             | 2043-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAISTER FINANCE DAC                                                                                         | CAISTER FINANCE DAC SONIO+ 08/17/2035 144A                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |     1500000 | PA      | $2024451.82    | 0.00%             | 2035-08-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR OPERATING CO LLC                                                                                   | ENDEAVOR TERM A 1LN 03/24/2028                                                                                                   | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      103944 | PA      | $103749.14     | 0.00%             | 2028-03-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                                                                        | HEARTLAND DENTAL TERM B 1LN 8/25/2032                                                                                            | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |      348545 | PA      | $347474.49     | 0.00%             | 2032-08-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORT TR 2025-ATRM                                                                              | ATRIUM HOTEL PORT TR 2025-ATRM A TSFR1M+165 08/15/2030 144A                                                                      | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      209000 | PA      | $209423.48     | 0.00%             | 2042-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                            | NELNET STUDENT LOAN TRUST 2025-BA C 5.38% 05/17/2055 144A                                                                        | CUSIP: 64032BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      260000 | PA      | $263783.44     | 0.00%             | 2055-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                  | FISERV INC 4.55% 02/15/2031                                                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1859126.24    | 0.00%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                                                         | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2541000 | PA      | $2641482.50    | 0.01%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                  | FISERV INC 5.25% 08/11/2035                                                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2601081.21    | 0.01%             | 2035-08-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 4.5% 08/06/2030                                                                                                 | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      390000 | PA      | $396796.40     | 0.00%             | 2030-08-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                            | NELNET STUDENT LOAN TRUST 2025-B 4.98% 05/17/2055 144A                                                                           | CUSIP: 64032BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      630000 | PA      | $634057.14     | 0.00%             | 2055-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 4.476%/VAR 11/11/2029                                                                                               | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     5200000 | PA      | $5240244.57    | 0.01%             | 2029-11-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.86%/VAR 08/11/2046                                                                                                | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1390000 | PA      | $1435332.06    | 0.00%             | 2046-08-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 6.2%/VAR 02/15/2056                                                                                          | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2210000 | PA      | $2249905.97    | 0.01%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 6%/VAR 02/15/2056                                                                                            | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1134000 | PA      | $1150729.90    | 0.00%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC REIT                                                                                | MILLROSE PROPERTIES INC REIT 6.375% 08/01/2030 144A                                                                              | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $323158.50     | 0.00%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                            | NELNET STUDENT LOAN TRUST 2025-B D 6.04% 05/17/2055 144A                                                                         | CUSIP: 64032BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      222000 | PA      | $224822.62     | 0.00%             | 2055-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                            | NELNET STUDENT LOAN TRUST 2025-B SOFR30A+135 05/17/2055 144A                                                                     | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1488611 | PA      | $1500263.08    | 0.00%             | 2055-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 08/01/2055#RJ4642                                                                                                   | CUSIP: 3142GVEQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6217244 | PA      | $6512400.67    | 0.01%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUANTA SVCS INC                                                                                             | QUANTA SVCS INC 4.5% 01/15/2031                                                                                                  | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      415000 | PA      | $419906.27     | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                                                    | MSCI INC 5.25% 09/01/2035                                                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     3775000 | PA      | $3779762.46    | 0.01%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                                                        | HOWARD MIDSTREAM ENERGY PARTNERS LLC 6.625% 01/15/2034 144A                                                                      | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $284207.07     | 0.00%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM3 TRUST                                                                                         | MFA 2025-NQM3 TRUST 5.261% 08/25/2070 144A                                                                                       | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-CBDO         | CORP              | US        |      891572 | PA      | $898677.86     | 0.00%             | 2070-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/01/2052#SD2298                                                                                                   | CUSIP: 3132DPRT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      206443 | PA      | $173854.52     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 08/01/2050#BQ0233                                                                                                   | CUSIP: 3140KKHK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111321 | PA      | $93224.13      | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FS3863                                                                                                   | CUSIP: 3140XKJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      682285 | PA      | $574580.67     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FS9368                                                                                                   | CUSIP: 3140XRMS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      614440 | PA      | $517253.85     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                                             | INTRAFI NETWORK TERM B 1LN 07/31/2031                                                                                            | CUSIP: 65343UAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      109725 | PA      | $104732.51     | 0.00%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                                  | FIRST QUANTUM MINERALS LTD 7.25% 02/15/2034 144A                                                                                 | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1705000 | PA      | $1783978.50    | 0.00%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.95% 10/15/2032                                                                                                       | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1093687.62    | 0.00%             | 2032-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 6.25% 10/15/2055                                                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3645000 | PA      | $3693838.48    | 0.01%             | 2055-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 7% 08/20/2055#DL5965                                                                                                     | CUSIP: 3618LHTW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1385916 | PA      | $1412990.93    | 0.00%             | 2055-08-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 7% 08/20/2055#DL6577                                                                                                     | CUSIP: 3618LJJW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2236708 | PA      | $2283199.12    | 0.01%             | 2055-08-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST5                                                              | UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST5 5.419% 09/15/2032 144A                                                            | CUSIP: 91535BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      145000 | PA      | $145865.33     | 0.00%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP CDS 12/20/30 AVLN B                                                                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DCR              | CORP              | US        |     1150000 | NC      | $1100.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | JPSW SWAP CDS 12/20/30 CMZB B                                                                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |     1000000 | NC      | $5189.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 03/01/2054#FS7428                                                                                                 | CUSIP: 3140XPHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      368363 | PA      | $376369.95     | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2053#CB6868                                                                                                 | CUSIP: 3140QST27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      714227 | PA      | $730644.22     | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 02/01/2053#BX6449                                                                                                 | CUSIP: 3140NBEX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62038 | PA      | $63247.09      | 0.00%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXXIII LTD                                                                             | MADISON PARK FUNDING LXXIII LTD B TSFR3M+ 10/17/2038 144A                                                                        | CUSIP: 55823HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251868.75     | 0.00%             | 2038-10-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                                      | ROPER TECHNOLOGIES INC 4.45% 09/15/2030                                                                                          | CUSIP: 776696AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      385000 | PA      | $387300.09     | 0.00%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                             | PENNYMAC FINANCIAL SERVICES INC 6.75% 02/15/2034 144A                                                                            | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      255000 | PA      | $252108.07     | 0.00%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                                    | SNAP INC 6.875% 03/15/2034 144A                                                                                                  | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      160000 | PA      | $159511.71     | 0.00%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.8% 02/15/2031                                                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3879290.99    | 0.01%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                                   | BALL CORP 5.5% 09/15/2033                                                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     1405000 | PA      | $1445853.19    | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                                        | WR GRACE HOLDING LLC 6.625% 08/15/2032 144A                                                                                      | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      385000 | PA      | $389476.40     | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | JPSW SWAP CDS 12/20/30 HEIGR B                                                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |     1170000 | NC      | $-285025.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                                   | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 4.911% 09/01/2027                                                                      | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |      535000 | PA      | $540778.62     | 0.00%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 08/01/2055#CC0888                                                                                                 | CUSIP: 3140Y67A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3160698 | PA      | $3357449.00    | 0.01%             | 2055-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 08/01/2055#CC0887                                                                                                 | CUSIP: 3140Y66Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2482078 | PA      | $2639687.37    | 0.01%             | 2055-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                                   | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 5.026% 10/01/2029                                                                      | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     4320000 | PA      | $4417214.64    | 0.01%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2021-FRR1                                                                                | GAM RE-REMIC TRUST 2021-FRR1 2C 0% 11/29/2050 144A                                                                               | CUSIP: 364614AS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4041205.20    | 0.01%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 08/01/2055#CC0876                                                                                                   | CUSIP: 3140Y66N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3553502 | PA      | $3686387.59    | 0.01%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 08/01/2055#CC0872                                                                                                   | CUSIP: 3140Y66J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      380649 | PA      | $393159.31     | 0.00%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-COPT                                                                      | BX COMMERCIAL MORTGAGE TRUST 2025 TSFR1M+175 COPT A 09/15/2042 144A                                                              | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1595000 | PA      | $1598224.45    | 0.00%             | 2042-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                                                    | QUEENSLAND TREASURY CORP 5.25% 08/13/2038 144A REGS                                                                              | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     4185000 | PA      | $2912614.51    | 0.01%             | 2038-08-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 5% 01/15/2033                                                                                                            | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4020000 | PA      | $4085353.38    | 0.01%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 13 LTD                                                                                      | BIRCH GROVE CLO 13 LTD 25-13A A1 TSFR3M+ 10/23/2038 144A                                                                         | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250440.00     | 0.00%             | 2038-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNPI SWAP CDS 12/20/30 ALVGR B                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |     1500000 | NC      | $-13766.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                                              | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.5%/VAR 03/01/2055                                                               | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       48000 | PA      | $50949.02      | 0.00%             | 2055-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                                    | CLOUD SOFTWARE TERM B2 1LN 3/21/2031                                                                                             | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      172342 | PA      | $159675.09     | 0.00%             | 2031-03-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                                                            | QUIDELORTHO TERM B 1LN 08/23/2032                                                                                                | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |      315025 | PA      | $314631.25     | 0.00%             | 2032-08-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 3.8 08/10/26                                                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    16240000 | NC      | $143862.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 3.8 08/10/26                                                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    16240000 | NC      | $470883.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENN COMMERCIAL MORTGAGE TRUST                                                                              | PENN COMMERCIAL MORTGAGE TRUST CSTR 08/10/2042 144A                                                                              | CUSIP: 69382VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      142000 | PA      | $150144.08     | 0.00%             | 2042-08-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5.45% 09/15/2035                                                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      254000 | PA      | $262343.29     | 0.00%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                                  | ZOETIS INC 4.15% 08/17/2028                                                                                                      | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6146427.53    | 0.01%             | 2028-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                                  | ZOETIS INC 5% 08/17/2035                                                                                                         | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      495000 | PA      | $504951.38     | 0.00%             | 2035-08-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                                                       | QNITY ELECTRONICS INC 5.75% 08/15/2032 144A                                                                                      | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      850000 | PA      | $869691.54     | 0.00%             | 2032-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                                                       | QNITY ELECTRONICS INC 6.25% 08/15/2033 144A                                                                                      | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      205000 | PA      | $212851.40     | 0.00%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                                                | FIRSTENERGY TRANSMISSION LLC 4.75% 01/15/2033                                                                                    | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1176000 | PA      | $1185889.61    | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.5%/VAR 02/15/2056                                                                                           | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1566175.80    | 0.00%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.75%/VAR 02/15/2056                                                                                          | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66439.17      | 0.00%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS METRO                                                                                         | EVERGY KANSAS METRO 5.125% 08/15/2035                                                                                            | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     4725000 | PA      | $4817782.98    | 0.01%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                                              | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41379.92      | 0.00%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                                | NOVELIS CORP 6.375% 08/15/2033 144A                                                                                              | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      275000 | PA      | $277993.10     | 0.00%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 07/01/2055#FA2138                                                                                                 | CUSIP: 3140W2LU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      993280 | PA      | $1055654.17    | 0.00%             | 2055-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                                              | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      220000 | PA      | $228311.90     | 0.00%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLINGTON MANAGEMENT CLO 5 LTD                                                                             | WELLINGTON MANAGEMENT CLO 5 LTD A TSFR3M+ 10/18/2038 144A                                                                        | CUSIP: 94957NAA3<br>LEI: 213800J6I7L5KYTPNH51 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250750.00     | 0.00%             | 2038-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIDGE 2025-SFR1 TRUST                                                                                      | BRIDGE 2025-SFR1 TRUST 4.35% 09/17/2042 144A                                                                                     | CUSIP: 10807GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1592538 | PA      | $1509735.41    | 0.00%             | 2042-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-3                                                                           | SOFI CONSUMER LOAN PROGRAM 2025-3 4.47% 08/15/2034 144A                                                                          | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1132668 | PA      | $1135856.82    | 0.00%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                                             | NXP B V/NXP FDG LLC/NXP USA INC 4.85% 08/19/2032                                                                                 | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1461000 | PA      | $1486318.14    | 0.00%             | 2032-08-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                                             | NXP B V/NXP FDG LLC/NXP USA INC 5.25% 08/19/2035                                                                                 | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4212000 | PA      | $4302551.35    | 0.01%             | 2035-08-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                                     | SIMON PROPERTY GROUP LP 4.375% 10/01/2030                                                                                        | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      132000 | PA      | $133686.62     | 0.00%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                   | INVITATION HOMES OPERATING PARTNERSHIP LP 4.95% 01/15/2033                                                                       | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     1870000 | PA      | $1883078.72    | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                                                 | AMERICAN HONDA FINANCE CORP FRN SOFR+73 08/13/2027                                                                               | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $10144440.00   | 0.02%             | 2027-08-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EMD FIN LLC                                                                                                 | EMD FIN LLC 4.375% 10/15/2030 144A                                                                                               | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5244455.11    | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.0166 08/12/25 01/02/29 CME                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -152300000 | NC      | $-58634.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                                                                                         | TRANSDIGM TERM M 1LN 8/19/2032                                                                                                   | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      348644 | PA      | $348442.09     | 0.00%             | 2032-08-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                                                         | CARDINAL HEALTH INC 4.5% 09/15/2030                                                                                              | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2941951.63    | 0.01%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                                   | BLOCK INC 5.625% 08/15/2030 144A                                                                                                 | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      120000 | PA      | $121573.32     | 0.00%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                                   | BLOCK INC 6% 08/15/2033 144A                                                                                                     | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       95000 | PA      | $96537.67      | 0.00%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2025-LXP                                                                                           | DK TRUST 2025-LXP D TSFR1M+ 08/15/2037 144A                                                                                      | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       84000 | PA      | $84227.54      | 0.00%             | 2037-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2025-LXP                                                                                           | DK TRUST 2025-LXP A TSFR1M+ 08/15/2037 144A                                                                                      | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      394000 | PA      | $395650.35     | 0.00%             | 2037-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 5.25% 02/15/2033                                                                                    | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1354833.30    | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2019-V LTD / CIFC FDG 2019-V LLC                                                                   | CIFC FDG 2019-V LTD / CIFC FDG 2019-V LLC A1R2 TSFR3M+127 10/15/2038 144A                                                        | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3307000 | PA      | $3311355.32    | 0.01%             | 2038-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                                                      | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1 2025-2 B2 SOFR30A+120 09/20/2033 144A                                     | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      286859 | PA      | $287648.18     | 0.00%             | 2033-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                                                 | COMMONWEALTH BANK AUSTRALIA 3.788%/VAR 08/26/2037 REGS                                                                           | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      500000 | PA      | $594267.99     | 0.00%             | 2037-08-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                                            | CARLISLE COS INC 5.25% 09/15/2035                                                                                                | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1238401.09    | 0.00%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                                                      | CONNECT HOLDING II LLC 10.5% 04/03/2031 144A                                                                                     | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5415407.76    | 0.01%             | 2031-04-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.875% 08/15/2045                                                                                    | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    48027000 | PA      | $49955584.22   | 0.11%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MHP 2025-MHIL2                                                                                              | MHP 2025-MHIL2 A 5.85/VAR 09/15/2030 144A                                                                                        | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1200996.60    | 0.00%             | 2040-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2018-1 DAC                                                                        | ROCKFORD TOWER EUROPE CLO 2018-1A DAC A1RR 3MEUR+126 08/29/2036 144A                                                             | CUSIP: N/A<br>LEI: 635400J1BXSISHD5XN53       | Long             | ABS-CBDO         | CORP              | IE        |     1000000 | PA      | $1183318.04    | 0.00%             | 2036-08-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I and II                                                                                         | GINNIE MAE II 6.5% 08/20/2055#DL8784                                                                                             | CUSIP: 3618LLXM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2673711 | PA      | $2871657.92    | 0.01%             | 2055-08-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD                                                                                      | ROCKFORD TOWER CLO LTD BR TSFR3M+170 07/20/2035 144A                                                                             | CUSIP: 77340JAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3055000 | PA      | $3061913.47    | 0.01%             | 2035-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 4% 10/15/2028                                                                                                   | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4441199.88    | 0.01%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.85% 12/01/2035                                 | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455000 | PA      | $457907.98     | 0.00%             | 2035-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2025-4                                                                     | EXETER AUTOMOBILE RECEIVABLES TR 2025-4 4.39% 09/17/2029                                                                         | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1508129.70    | 0.00%             | 2029-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                                                   | COREBRIDGE GBL FUNDING 4.9% 08/21/2032 144A                                                                                      | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      380000 | PA      | $382815.59     | 0.00%             | 2032-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2025-C SOFR30A+ 03/15/2055 144A                                                                 | CUSIP: 83208DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2354477 | PA      | $2354465.18    | 0.01%             | 2055-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2025-C 5.1% 03/15/2055 144A                                                                     | CUSIP: 83208DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1111123.31    | 0.00%             | 2055-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                                          | BUNGE LTD FIN CORP 3.2% 04/21/2031                                                                                               | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190173.23     | 0.00%             | 2031-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2025-C 4.78% 03/15/2055 144A                                                                    | CUSIP: 83208DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1093141.06    | 0.00%             | 2055-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2025-C R 0% 03/15/2055 144A                                                                     | CUSIP: 83208D107<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1370 | PA      | $15110.08      | 0.00%             | 2055-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2025-C 5.26% 03/15/2055 144A                                                                    | CUSIP: 83208DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2043321.42    | 0.00%             | 2055-03-15      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2025-C 4.96% 03/15/2055 144A                                                                    | CUSIP: 83208DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20907759 | PA      | $21214628.94   | 0.05%             | 2055-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UK LOGISTICS 2024-2 DAC                                                                                     | UK LOGISTICS 2024-2 DAC SONIO+210 02/17/2035 144A                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |     1530768 | PA      | $2081151.10    | 0.00%             | 2035-02-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 5.636% 08/28/2035 REGS                                                                                     | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      510000 | PA      | $358176.08     | 0.00%             | 2035-08-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                                                | KREDITANSTALT FUR WIEDER(UNGTD 2.625% 11/15/2032 REGS                                                                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      135000 | PA      | $160176.71     | 0.00%             | 2032-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TR                                                                                    | UPX HIL 2025-1 A 5.53% 01/25/2047 144A                                                                                           | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      647741 | PA      | $653099.54     | 0.00%             | 2047-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 6.184% 08/29/2031                                                                                       | CUSIP: 345397H30<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      100000 | PA      | $139509.81     | 0.00%             | 2031-08-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP                           | RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP 5.091% 08/15/2050 144A                         | CUSIP: 76134KAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      546000 | PA      | $545809.56     | 0.00%             | 2050-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 08/31/2032                                                                                                      | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50990000 | PA      | $51551686.46   | 0.11%             | 2032-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEACE PARK CLO LTD                                                                                          | PEACE PARK CLO LTD 2021-1A AR TSFR3M+125 10/20/2038 144A                                                                         | CUSIP: 70470MAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5651000 | PA      | $5645388.56    | 0.01%             | 2038-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AGL CLO 44 LTD                                                                                              | AGL CLO 44 LTD C TSFR3M+180 10/22/2037 144A                                                                                      | CUSIP: 00121RAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248267.00     | 0.00%             | 2037-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2019-1 LTD                                                                                | PALMER SQUARE CLO 2019-1 LTD A1R2 TSFR3M+125 08/14/2038 144A                                                                     | CUSIP: 69700GAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1103280.20    | 0.00%             | 2038-08-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO LTD                                                                                             | INVESCO CLO LTD 2021-2A BR TSFR3M+ 07/15/2034 144A                                                                               | CUSIP: 46149MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2500082.50    | 0.01%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 6.5% 07/01/2027                                                                                                         | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      785000 | PA      | $801193.69     | 0.00%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 4.5% 01/15/2029                                                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     3499000 | PA      | $3529362.01    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                                                    | APA CORP 4.25% 01/15/2030                                                                                                        | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      205000 | PA      | $203630.94     | 0.00%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                                                    | APA CORP 5.25% 02/01/2042                                                                                                        | CUSIP: 03743QBC1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |       73000 | PA      | $64303.73      | 0.00%             | 2042-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                                                           | AMCOR FLEXIBLES NORTH AMERICA INC 5.1% 03/17/2030                                                                                | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      500000 | PA      | $517495.60     | 0.00%             | 2030-03-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                                                           | AMCOR FLEXIBLES NORTH AMERICA INC 5.5% 03/17/2035                                                                                | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68451.31      | 0.00%             | 2035-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XVIII LTD                                                                                  | SIXTH STREET CLO XVIII LTD 2021-18A A1R TSFR3M+125 10/17/2038 144A                                                               | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3554000 | PA      | $3566613.15    | 0.01%             | 2038-10-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SILVER POINT CLO 12 LTD                                                                                     | SILVER POINT CLO 12 LTD A1 TSFR3M+131 10/15/2038 144A                                                                            | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $269836.92     | 0.00%             | 2038-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 08/01/2053#CB6884                                                                                                 | CUSIP: 3140QSUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      790064 | PA      | $826837.96     | 0.00%             | 2053-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 05/01/2053#CB6340                                                                                                 | CUSIP: 3140QSBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      563763 | PA      | $590179.90     | 0.00%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6.5% 09/01/2053#RA9868                                                                                                 | CUSIP: 3133KR6D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      268023 | PA      | $280477.39     | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 02/01/2053#RA8566                                                                                                 | CUSIP: 3133KQQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      113320 | PA      | $118842.81     | 0.00%             | 2053-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 01/01/2053#CB5498                                                                                                 | CUSIP: 3140QRDC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209715 | PA      | $219935.44     | 0.00%             | 2053-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 02/01/2053#BX2365                                                                                                 | CUSIP: 3140N6TX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24640 | PA      | $25828.03      | 0.00%             | 2053-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 01/01/2053#BX6537                                                                                                 | CUSIP: 3140NBHP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16216 | PA      | $16998.12      | 0.00%             | 2053-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 12/01/2052#CB5324                                                                                                 | CUSIP: 3140QQ4J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51933 | PA      | $54382.94      | 0.00%             | 2052-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 11/01/2052#CB5157                                                                                                 | CUSIP: 3140QQWT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83837 | PA      | $87791.90      | 0.00%             | 2052-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHESHIRE 2025 1 PLC                                                                                         | CHESHIRE PLC 2025-1 C STEP 06/28/2048 REGS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $134904.08     | 0.00%             | 2048-06-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                      | SEMPRA 6.375%/VAR 04/01/2056                                                                                                     | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      539000 | PA      | $551893.96     | 0.00%             | 2056-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-II LTD                                                                                    | CIFC FUNDING 2019-II LTD D1RR TSFR3M+260 10/17/2038 144A                                                                         | CUSIP: 12554ABJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $534639.60     | 0.00%             | 2038-10-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OHA LOAN FUNDING 2015-1 LTD                                                                                 | OHA LOAN FUNDING LTD 2015-1A A1R4 TSFR3M+125 10/19/2038 144A                                                                     | CUSIP: 67109BDN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250346.00     | 0.00%             | 2038-10-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2021-2 LTD                                                                               | ROCKFORD TOWER CLO 2021-2A LTD BR TSFR3M+170 07/20/2034 144A                                                                     | CUSIP: 77341LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5080000 | PA      | $5084648.20    | 0.01%             | 2034-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                                                  | VONOVIA SE 5.717% 09/03/2035 REGS                                                                                                | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     1580000 | PA      | $1097758.56    | 0.00%             | 2035-09-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 3.632%/VAR 09/03/2034 REGS                                                                                     | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      650000 | PA      | $771749.67     | 0.00%             | 2034-09-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 5.188%/VAR 09/12/2036                                                                                 | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      303000 | PA      | $310357.45     | 0.00%             | 2036-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 02/01/2056 #TBA                                                                                                     | CUSIP: 01F050627<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -173015594 | PA      | $-174042891.39 | -0.39%            | 2056-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 02/01/2056 #TBA                                                                                                     | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   173015594 | PA      | $174042891.39  | 0.39%             | 2056-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                                                                     | VIER GAS TRANSPORT GMBH 3.625% 09/08/2033 REGS                                                                                   | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $477355.06     | 0.00%             | 2033-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                                                     | KODIAK GAS SERVICES LLC 6.75% 10/01/2035 144A                                                                                    | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      155000 | PA      | $161958.29     | 0.00%             | 2035-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                                          | CANADIAN IMPERIAL BK OF COMM 4.58%/VAR 09/08/2031                                                                                | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     4500000 | PA      | $4566587.81    | 0.01%             | 2031-09-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 5.25% 01/15/2036                                                                                               | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     3160000 | PA      | $3245605.47    | 0.01%             | 2036-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                                                     | KODIAK GAS SERVICES LLC 6.5% 10/01/2033 144A                                                                                     | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      190000 | PA      | $195931.99     | 0.00%             | 2033-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC/NC                                                                            | FIRST CITIZENS BANCSHARES INC/NC 5.6%/VAR 09/05/2035                                                                             | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100421.64     | 0.00%             | 2035-09-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                         | NOMURA HOLDINGS INC 5.043%/VAR 06/10/2036                                                                                        | CUSIP: 65535HCE7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      335000 | PA      | $335683.84     | 0.00%             | 2036-06-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                                            | JERSEY CENTRAL POWR and LIGHT CO 4.15% 01/15/2029 144A                                                                           | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4920399.39    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                          | ROYALTY PHARMA PLC 4.45% 03/25/2031                                                                                              | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     8100000 | PA      | $8150984.88    | 0.02%             | 2031-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 12 LTD                                                                                         | GENERATE CLO 12 LTD CR TSFR3M+ 07/20/2038 144A                                                                                   | CUSIP: 37147VAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250941.00     | 0.00%             | 2038-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK PLC                                                                                  | DWR CYMRU FING UK PLC 6.25% 09/08/2037 REGS                                                                                      | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |      460000 | PA      | $642714.34     | 0.00%             | 2037-09-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                                                                             | IHG FINANCE LLC 3.375% 09/10/2030 REGS                                                                                           | CUSIP: N/A<br>LEI: 213800DXTXQ1YC8UP313       | Long             | DBT              | CORP              | US        |      250000 | PA      | $298735.37     | 0.00%             | 2030-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 4.45% 09/11/2027 144A                                                                              | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4222345.76    | 0.01%             | 2027-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                         | PECO ENERGY COMPANY 4.875% 09/15/2035                                                                                            | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101364.20     | 0.00%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6.75% 03/15/2034 144A                                               | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $107908.92     | 0.00%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTURY CMNTYS INC                                                                                          | CENTURY COMMUNITIES INC 6.625% 09/15/2033 144A                                                                                   | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132094.95     | 0.00%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                                                   | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 09/15/2032 144A                                                                  | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $67471.63      | 0.00%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 7.625% 01/15/2034 144A                                                                                      | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      130000 | PA      | $133415.25     | 0.00%             | 2034-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 25-K761 A2 4.4% 06/25/2032                                                                        | CUSIP: 3137HN4L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2900000 | PA      | $2970638.49    | 0.01%             | 2032-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMETIC GROUP AB                                                                                            | DOMETIC GROUP AB 5% 09/11/2030 REGS                                                                                              | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $120090.82     | 0.00%             | 2030-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.174%/VAR 09/11/2036                                                                                              | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2626000 | PA      | $2671841.64    | 0.01%             | 2036-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.503%/VAR 09/11/2031                                                                                              | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4397000 | PA      | $4430564.98    | 0.01%             | 2031-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TACO BELL FDG LLC                                                                                           | TACO BELL FDG LLC 4.821% 08/25/2055 144A                                                                                         | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5420415 | PA      | $5481851.07    | 0.01%             | 2055-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                                   | SUNOCO LP 7.875%/VAR PERP 144A                                                                                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |     1635000 | PA      | $1690181.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                                   | SUNOCO LP 5.625% 03/15/2031 144A                                                                                                 | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      654000 | PA      | $659622.27     | 0.00%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                                   | SUNOCO LP 5.875% 03/15/2034 144A                                                                                                 | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      130000 | PA      | $130519.22     | 0.00%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 4.95% 10/15/2032 144A                                                                                | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      210000 | PA      | $210502.71     | 0.00%             | 2032-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                                                     | SIERRA PACIFIC POWER CO 6.375%/VAR 12/15/2055                                                                                    | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |      325000 | PA      | $323178.15     | 0.00%             | 2055-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.375% 09/15/2028                                                                                                      | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      744000 | PA      | $743738.44     | 0.00%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO                                                                                             | UNIBAIL-RODAMCO EUAMDB05+NA PERP REGS                                                                                            | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | EP               | CORP              | FR        |      100000 | PA      | $120798.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 05/20/2055#MB0367                                                                                                     | CUSIP: 3618N5MR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3406757 | PA      | $3474849.39    | 0.01%             | 2055-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MOUNTAIN INC 4.75% 01/15/2034 REGS                                                                                          | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |      200000 | PA      | $234415.26     | 0.00%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 08/01/2055#CC0868                                                                                                   | CUSIP: 3140Y66E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3489002 | PA      | $3652458.24    | 0.01%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+110 FB 11/25/2054                                                                         | CUSIP: 3137HHF97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     7864123 | PA      | $7909278.64    | 0.02%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FINANCE PLC                                                                                | SOUTH WEST WATER FINANCE PLC 5.25% 09/15/2031 REGS                                                                               | CUSIP: N/A<br>LEI: 213800OV68U446W4NV89       | Long             | DBT              | CORP              | GB        |      340000 | PA      | $464250.48     | 0.00%             | 2031-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP:IFS 2.631500 09/09/2030 USC                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -8928000 | NC      | $-21651.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5510 FM SOFR30A+ 02/25/2055                                                                       | CUSIP: 3137HJMT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     5945018 | PA      | $5987833.00    | 0.01%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 4.892%/VAR 09/15/2036                                                                                     | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1874000 | PA      | $1879448.79    | 0.00%             | 2036-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                                       | UBER TECHNOLOGIES INC 4.15% 01/15/2031                                                                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     2356000 | PA      | $2346773.67    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                                       | UBER TECHNOLOGIES INC 4.8% 09/15/2035                                                                                            | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     2938000 | PA      | $2924576.10    | 0.01%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                                                     | VZ SECURED FINANCING BV 5.25% 01/15/2033 REGS                                                                                    | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $346857.30     | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                                | NCL CORP LTD 5.875% 01/15/2031 144A                                                                                              | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      130000 | PA      | $131338.74     | 0.00%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                                | NCL CORP LTD 6.25% 09/15/2033 144A                                                                                               | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $100937.90     | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 5% 01/15/2036                                                                                                | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      840000 | PA      | $844685.47     | 0.00%             | 2036-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                                                        | AMKOR TECHNOLOGY INC 5.875% 10/01/2033 144A                                                                                      | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      185000 | PA      | $188781.22     | 0.00%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                                                | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 10/15/2033 144A                                                   | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $172575.65     | 0.00%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                                     | BANK OF NOVA SCOTIA 4.338%/VAR 09/15/2031                                                                                        | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $301068.35     | 0.00%             | 2031-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 05/25/2030                                                                                    | CUSIP: 3137HN4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2200000 | PA      | $2247901.26    | 0.01%             | 2030-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.87474%/VAR 03/25/2030                                                                           | CUSIP: 3137HN4S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3696859 | PA      | $3696856.65    | 0.01%             | 2030-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 6.375% 04/01/2029                                                                                                       | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1358000 | PA      | $1403532.83    | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 5.5% 07/15/2028                                                                                                         | CUSIP: 26884LAV1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      101000 | PA      | $103668.58     | 0.00%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 4.75% 01/15/2031                                                                                                        | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    11007000 | PA      | $11162937.38   | 0.02%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 7.5% 06/01/2030                                                                                                         | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     4587000 | PA      | $5095316.25    | 0.01%             | 2030-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                                          | NLG GLOBAL FUNDING 4.35% 09/15/2030 144A                                                                                         | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5396559.12    | 0.01%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINL SVC US CORP                                                                                 | STELLANTIS FINL SVC US CORP 4.95% 09/15/2028 144A                                                                                | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5948559.95    | 0.01%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINL SVC US CORP                                                                                 | STELLANTIS FINL SVC US CORP 5.4% 09/15/2030 144A                                                                                 | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |     6498000 | PA      | $6570053.33    | 0.01%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                                            | UWM HOLDINGS LLC 6.25% 03/15/2031 144A                                                                                           | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      161000 | PA      | $155553.76     | 0.00%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPSOL E and P CAPITAL MARKETS US LLC                                                                       | REPSOL E and P CAPITAL MARKETS US LLC 4.805% 09/16/2028 144A                                                                     | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      235000 | PA      | $238402.50     | 0.00%             | 2028-09-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICG US CLO 2016-1 LTD                                                                                       | ICG US CLO 2016-1 LTD A2R3 TSFR3M+160 04/29/2034 144A                                                                            | CUSIP: 44931NBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5150000 | PA      | $5153975.80    | 0.01%             | 2034-04-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LN TR 2025-B                                                                              | NAVIENT REFINANCE LN TR 2025-B A 4.72% 09/15/2055 144A                                                                           | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540063 | PA      | $545771.58     | 0.00%             | 2055-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | BOEING CO-THE SNR S* ICE 12/20/2030                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     9400000 | NC      | $6533.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 3.75% 09/19/2028                                                                                            | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |     5310000 | PA      | $6224289.85    | 0.01%             | 2028-09-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2025-VI LTD                                                                                    | CIFC FUNDING 2025-VI LTD A1 TSFR3M+125 10/23/2038 144A                                                                           | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2185000 | PA      | $2189544.80    | 0.00%             | 2038-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC CO INC                                                                                    | HAWAIIAN ELECTRIC CO INC 6% 10/01/2033 144A                                                                                      | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |       95000 | PA      | $96830.37      | 0.00%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                                                       | QTS ISSUER ABS II LLC 5.044% 10/05/2055 144A                                                                                     | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      662000 | PA      | $660177.71     | 0.00%             | 2055-10-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2025-A                                                                         | WORLD OMNI SELECT AUTO TRUST 2025-A 4.08% 08/15/2031                                                                             | CUSIP: 98164UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      645000 | PA      | $648398.70     | 0.00%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                                         | AFFIRM MASTER TRUST 4.45% 10/16/2034 144A                                                                                        | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15500000 | PA      | $15615310.70   | 0.03%             | 2034-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD                                                                                  | NAVIGATOR AIRCRAFT ABS LTD 1 A 0% 10/15/2050 144A                                                                                | CUSIP: 63943GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4942786 | PA      | $4996697.14    | 0.01%             | 2050-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER II LLC                                                                                      | DATABANK ISSUER II LLC 5.18% 09/27/2055 144A                                                                                     | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2575000 | PA      | $2570309.64    | 0.01%             | 2055-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 6.35%/VAR 10/31/2085                                                                                       | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1885000 | PA      | $1915503.07    | 0.00%             | 2085-10-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BENEFIT STR PARTNERS CLO 42 LTD / LLC                                                                       | BENEFIT STR PARTNERS CLO 42 LTD / LLC 42A A TSFR3M+130 10/25/2038 144A                                                           | CUSIP: 08187LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250676.25     | 0.00%             | 2038-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MILA 2025-1 BV                                                                                              | MILA 2025-1 BV 24-1 D 1MEUR+135 10/12/2042 REGS                                                                                  | CUSIP: N/A<br>LEI: 72450098VTA940FX5997       | Long             | ABS-CBDO         | CORP              | NL        |      100000 | PA      | $118098.08     | 0.00%             | 2042-10-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MILA 2025-1 BV                                                                                              | MILA 2025-1 BV 25-1 E 1MEUR+272 10/12/2042 REGS                                                                                  | CUSIP: N/A<br>LEI: 72450098VTA940FX5997       | Long             | ABS-CBDO         | CORP              | NL        |      100000 | PA      | $118731.07     | 0.00%             | 2042-10-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 08/01/2052#QE6769                                                                                                 | CUSIP: 3133BGQW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3878765 | PA      | $3860832.62    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                                                   | PROLOGIS EURO FINL LLC 3.25% 09/22/2032                                                                                          | CUSIP: 74341EAT9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      265000 | PA      | $313101.01     | 0.00%             | 2032-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CBRE EUROPE LOGISTICS PARTNERS SCA SICAV-SIF                                                                | CBRE EUROPE LOGISTICS PARTNERS SCA SICAV-SIF 3.5% 09/22/2032 REGS                                                                | CUSIP: N/A<br>LEI: 529900ZG3L6Z4K64S041       | Long             | DBT              | CORP              | LU        |      500000 | PA      | $587785.74     | 0.00%             | 2032-09-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2025-C                                                                                 | NELNET STUDENT LN TR 2025-CA A1A 4.67% 06/22/2065 144A                                                                           | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6769238 | PA      | $6817102.99    | 0.02%             | 2065-06-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAD COML MTG TR 2025-11MD                                                                                   | MAD COML MTG TR 2025-11MD C CSTR 10/15/2042 144A                                                                                 | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2065000 | PA      | $2109461.31    | 0.00%             | 2042-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2025-C                                                                                 | NELNET STUDENT LN TR 2025-CA A1B SOFR30A+135 06/22/2065 144A                                                                     | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6069445 | PA      | $6126722.25    | 0.01%             | 2065-06-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                                                        | BANK OF MONTREAL QUE 4.35%/VAR 09/22/2031                                                                                        | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $100645.30     | 0.00%             | 2031-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 4.32%/VAR 09/22/2029                                                                             | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      470000 | PA      | $471632.85     | 0.00%             | 2029-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                                               | TOPBUILD CORP 5.625% 01/31/2034 144A                                                                                             | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     1672000 | PA      | $1686298.68    | 0.00%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 36R LTD                                                                  | NEUBERGER BERMAN LOAN ADVISERS CLO LTD 2020-36RA A TSFR3M+127 07/20/2039 144A                                                    | CUSIP: 64090EAA4<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |      690000 | PA      | $692829.00     | 0.00%             | 2039-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                                         | AMERICAN AXLE and MFG INC 6.375% 10/15/2032 144A                                                                                 | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101772.67     | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                                         | AMERICAN AXLE and MFG INC 7.75% 10/15/2033 144A                                                                                  | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      185000 | PA      | $188023.04     | 0.00%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                                                      | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.25% 10/01/2033 144A                                                     | CUSIP: 91740PAH1<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |      156000 | PA      | $158644.67     | 0.00%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                                                 | TRUIST BANK 2025-1 B 4.728% 09/26/2033 144A                                                                                      | CUSIP: 897926CB5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | ABS-CBDO         | CORP              | US        |      375442 | PA      | $377584.18     | 0.00%             | 2033-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                                                          | RWE FINANCE US LLC 5.125% 09/18/2035 144A                                                                                        | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      185000 | PA      | $185464.93     | 0.00%             | 2035-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO LP                                                                                  | FIVE POINT OPERATING CO LP 8% 10/01/2030 144A                                                                                    | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $383157.20     | 0.00%             | 2030-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2025-C                                                                                 | NELNET STUDENT LN TR 2025-C 5.82% 06/22/2065 144A                                                                                | CUSIP: 64035UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      370000 | PA      | $370287.90     | 0.00%             | 2065-06-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 3.565 09/15/26                                                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     8310000 | NC      | $156509.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 3.565 09/15/26                                                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     8310000 | NC      | $155989.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH SEA PLC                                                                                 | ITHACA ENERGY NORTH SEA PLC 5.5% 10/01/2031 REGS                                                                                 | CUSIP: N/A<br>LEI: 213800BMMUN3AKWBIO91       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $121122.59     | 0.00%             | 2031-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 3.357% 09/22/2032 REGS                                                                                     | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      435000 | PA      | $514778.30     | 0.00%             | 2032-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 4.5% 10/01/2053#SL1660                                                                                                 | CUSIP: 31427NZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3778668 | PA      | $3751752.18    | 0.01%             | 2053-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                                           | CHORD ENERGY CORP 6% 10/01/2030 144A                                                                                             | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      155000 | PA      | $158332.56     | 0.00%             | 2030-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                                                             | SOLSTICE ADVANCED MATERIALS INC 5.625% 09/30/2033 144A                                                                           | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1061362.05    | 0.00%             | 2033-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 5.375% 03/22/2033                                                                                   | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4085000 | PA      | $4099706.00    | 0.01%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4.75% 03/22/2031                                                                                    | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4100000 | PA      | $4089750.00    | 0.01%             | 2031-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 5.625% 09/22/2035                                                                                   | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2211000 | PA      | $2206025.25    | 0.00%             | 2035-09-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                                                     | VEOLIA ENVIRONNEMENT SA EUAMDB05+NA PERP REGS                                                                                    | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119303.32     | 0.00%             | 2199-12-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                                                                 | AUST 3YR BOND FUT MAR26 YMH6                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         -64 | NC      | $10921.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                                                                 | AUST 3YR BOND FUT MAR26 YMH6                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         228 | NC      | $-14167.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                                                                 | AUST 10Y BOND FUT MAR26 XMH6                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        -236 | NC      | $-281206.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                                                                 | AUST 10Y BOND FUT MAR26 XMH6                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        1471 | NC      | $1017766.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVN TR 2025-MOB                                                                                            | HAVN TR 2025-MOB A TSFR1M+175 10/15/2027 144A                                                                                    | CUSIP: 40408XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      920000 | PA      | $918275.00     | 0.00%             | 2035-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US ULTRA BOND CBT FUT JUN26 WNM6                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        1741 | NC      | $2264513.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US ULTRA BOND CBT FUT JUN26 WNM6                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -26 | NC      | $-38274.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR ULTRA FUT JUN26 UXYM6                                                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        2003 | NC      | $1412930.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR ULTRA FUT JUN26 UXYM6                                                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -71 | NC      | $-80767.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                                       | DIRECTV FINANCING LLC 8.875% 02/01/2030 144A                                                                                     | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       31000 | PA      | $31010.64      | 0.00%             | 2030-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 4.389% 04/25/2035                                                                                 | CUSIP: 3136BXNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3300000 | PA      | $3342051.24    | 0.01%             | 2035-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BFLD COML MTG TR 2025-5MW                                                                                   | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW VAR 10/10/2042 144A                                                                      | CUSIP: 088921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       15000 | PA      | $15825.96      | 0.00%             | 2042-10-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP PAY 3.887 09/17/30                                                                                                     | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |     8600000 | NC      | $264298.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP REC 3.887 09/17/30                                                                                                     | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |     8600000 | NC      | $282975.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALEO                                                                                                       | VALEO 4.625% 03/23/2032 REGS                                                                                                     | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120167.11     | 0.00%             | 2032-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)JUN26 TYM6                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -305 | NC      | $-145010.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)JUN26 TYM6                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        9046 | NC      | $6649151.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US LONG BOND(CBT) FUT JUN26 USM6                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         468 | NC      | $431210.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BFLD COML MTG TR 2025-5MW                                                                                   | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW A 4.67418% 10/10/2042 144A                                                               | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      161000 | PA      | $162816.42     | 0.00%             | 2042-10-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RCKT MTG TR 2025-CES9                                                                                       | RCKT MTG TR 2025-CES9 A1A VAR 09/25/2055 144A                                                                                    | CUSIP: 74942JAA2<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-CBDO         | CORP              | US        |     5843076 | PA      | $5865507.10    | 0.01%             | 2055-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                                         | AFFIRM MASTER TRUST 25-3A B 4.75% 10/16/2034 144A                                                                                | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5700000 | PA      | $5749469.16    | 0.01%             | 2034-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVE 2025-4 LTD / ATLANTIC AVE 2025-4 LLC                                                           | ATLANTIC AVENUE 2025-4 A LTD A TSFR3M+ 10/15/2038 144A                                                                           | CUSIP: 04822PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3506384.00    | 0.01%             | 2038-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 4.9% 11/01/2035                                                                                                     | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2105000 | PA      | $2109131.36    | 0.00%             | 2035-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 5.7% 11/01/2054                                                                                                     | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1411686.53    | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 4.625% 03/22/2033                                                                                               | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      600000 | PA      | $602523.32     | 0.00%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.625% 09/30/2030                                                                                                      | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    86900000 | PA      | $87344683.81   | 0.19%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH NY RV                                                                              | NY MTA TRANSP 6.814% 11/15/2040                                                                                                  | CUSIP: 59261A6J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       15000 | PA      | $17171.53      | 0.00%             | 2040-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 5.01%/VAR 03/23/2037 144A                                                                                           | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      620000 | PA      | $617982.80     | 0.00%             | 2037-03-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 0% 07/15/2033                                                                                         | CUSIP: 88059ENZ3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      305000 | PA      | $224346.19     | 0.00%             | 2033-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                                       | MINERAL RESOURCES LTD 7% 04/01/2031 144A                                                                                         | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      530000 | PA      | $557565.46     | 0.00%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.2% 10/15/2030                                                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1005607.90    | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.8% 02/15/2036                                                                                                     | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      758000 | PA      | $759871.36     | 0.00%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SECUCOR FINANCE 2013-1 DAC                                                                                  | SECUCOR FINANCE 2013-1 F DAC 1MEUR+620 09/20/2036 REGS                                                                           | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-CBDO         | CORP              | IE        |      200000 | PA      | $241195.82     | 0.00%             | 2036-09-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                                           | DELL INTL/EMC CORP 4.15% 02/15/2029                                                                                              | CUSIP: 24703DBR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2377000 | PA      | $2385507.45    | 0.01%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C12 MTG TR                                                                                        | BMO 2025-5C12 A3 MORTGAGE TRUST 5.18% 10/15/2058                                                                                 | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17950000 | PA      | $18640166.73   | 0.04%             | 2058-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                                           | DELL INTL/EMC CORP 4.5% 02/15/2031                                                                                               | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4798000 | PA      | $4821296.40    | 0.01%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                                                   | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 5% 11/15/2035                                                          | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      286000 | PA      | $285580.65     | 0.00%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                                           | DELL INTL/EMC CORP 4.75% 10/06/2032                                                                                              | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3136000 | PA      | $3165335.68    | 0.01%             | 2032-10-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SECUCOR FINANCE 2013-1 DAC                                                                                  | SECUCOR FINANCE 2013-1 E DAC 1MEUR+450 09/20/2036 REGS                                                                           | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $117690.90     | 0.00%             | 2036-09-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                                           | DELL INTL/EMC CORP 5.1% 02/15/2036                                                                                               | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5118761.78    | 0.01%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SECUCOR FINANCE 2013-1 DAC                                                                                  | SECUCOR FINANCE 2013-1 D DAC 1MEUR+340 09/20/2036 REGS                                                                           | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-CBDO         | CORP              | IE        |      200000 | PA      | $235434.27     | 0.00%             | 2036-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KINBANE 2025-RPL 2 DAC                                                                                      | KINBANE 2025-RPL 2 DAC 1MEUR+110 08/24/2075 144A                                                                                 | CUSIP: N/A<br>LEI: 635400WTRFYG7SVTRF15       | Long             | ABS-CBDO         | CORP              | IE        |     2204369 | PA      | $2612962.68    | 0.01%             | 2075-08-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                                                     | SCIENCE APPLICATIONS INTERNATIONAL CORP 5.875% 11/01/2033 144A                                                                   | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      310000 | PA      | $308088.79     | 0.00%             | 2033-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                                                    | NORTHERN OIL AND GAS INC 7.875% 10/15/2033 144A                                                                                  | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      248000 | PA      | $253535.61     | 0.00%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                                            | LAMAR MEDIA CORP 5.375% 11/01/2033 144A                                                                                          | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $130339.56     | 0.00%             | 2033-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                                                        | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC 6.5% 10/01/2030 144A                                                                        | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $129484.15     | 0.00%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                                                 | STARWOOD PPTY TR INC 5.25% 10/15/2028 144A                                                                                       | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1863918.84    | 0.00%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FONDO DE TITULIZACION SANTANDER CONSUMO 9                                                                   | FONDO DE TITULIZACION SANTANDER CONSUMO 9 3MEUR+487 10/25/2040 REGS                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | ES        |      405000 | PA      | $483120.24     | 0.00%             | 2040-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2% 05/01/2052#FA0659                                                                                              | CUSIP: 3140W0WV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      598761 | PA      | $504055.09     | 0.00%             | 2052-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C12 MTG TR                                                                                        | BMO 2025-5C12 MTG TR VAR 10/15/2058                                                                                              | CUSIP: 09663VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5700000 | PA      | $191877.96     | 0.00%             | 2058-10-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| RENAULT SA                                                                                                  | RENAULT SA 3.875% 09/30/2030 REGS                                                                                                | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120141.67     | 0.00%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | ICE: (CDX.NA.IG.45.V1) 1.00000 12/20/2030                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   239845000 | NC      | $-355677.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                                                     | UNITI GROUP TERM B 1LN 10/6/2032                                                                                                 | CUSIP: 97381JAK9<br>LEI: 549300L3SXBFJVGRCF66 | Long             | LON              | CORP              | US        |      230000 | PA      | $230000.00     | 0.00%             | 2032-10-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SARL                                                                                   | ION PLATFORM FINANCE SARL 6.875% 09/30/2032 REGS                                                                                 | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $191565.51     | 0.00%             | 2032-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                                                 | ION PLATFORM FINANCE US INC 7.875% 09/30/2032 144A                                                                               | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $160041.70     | 0.00%             | 2032-09-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                               | LOWES COS INC 4.5% 10/15/2032                                                                                                    | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      106000 | PA      | $106465.53     | 0.00%             | 2032-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                               | LOWES COS INC 4.85% 10/15/2035                                                                                                   | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      156000 | PA      | $156100.27     | 0.00%             | 2035-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                                             | DELTA AIR LINES SKYMILES TERM B 1LN 10/20/2028                                                                                   | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |      372640 | PA      | $374317.09     | 0.00%             | 2028-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SARL                                                                                   | ION PLATFORM FINANCE SARL 6.5% 09/30/2030 REGS                                                                                   | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      104000 | PA      | $103315.45     | 0.00%             | 2030-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                                                       | GILDAN ACTIVEWEAR INC 4.7% 10/07/2030 144A                                                                                       | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      409000 | PA      | $411622.08     | 0.00%             | 2030-10-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV 5% 09/30/2035 144A                                                                                          | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1598338.00    | 0.00%             | 2035-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV 4.375% 09/30/2030 144A                                                                                      | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      283000 | PA      | $284445.89     | 0.00%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                                                  | COPT DEFENSE PROPERTIES LP 4.5% 10/15/2030                                                                                       | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      916000 | PA      | $919999.00     | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                                                  | VONOVIA SE CONV 0.875% 05/20/2032 REGS                                                                                           | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121809.43     | 0.00%             | 2032-05-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                                              | AMERICAN ELEC PWR CO INC 5.80%/VAR 03/15/2056                                                                                    | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     3210000 | PA      | $3225610.23    | 0.01%             | 2056-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                                              | AMERICAN ELEC PWR CO INC 6.05%/VAR 03/15/2056                                                                                    | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1655799.75    | 0.00%             | 2056-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2021-4 LTD                                                                                       | CANYON CLO 2021-4 LTD AR TSFR3M+110 10/15/2034 144A                                                                              | CUSIP: 13877PAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5700000 | PA      | $5702126.10    | 0.01%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV 5.75% 09/30/2055 144A                                                                                       | CUSIP: 29278GBJ6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      590000 | PA      | $578348.94     | 0.00%             | 2055-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.421% 05/25/2030                                                                                 | CUSIP: 3137HN6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7200000 | PA      | $7369736.40    | 0.02%             | 2030-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                                                       | NICKEL INDUSTRIES LTD 9% 09/30/2030 REGS                                                                                         | CUSIP: N/A<br>LEI: 54930007K0WX53TSIK16       | Long             | DBT              | CORP              | AU        |      285000 | PA      | $297172.35     | 0.00%             | 2030-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | CDX IG45 5Y ICE 12/20/2030                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   602530000 | NC      | $-1148772.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                                         | ALLIANT ENERGY CORP 5.75%/VAR 04/01/2056                                                                                         | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     1756000 | PA      | $1750326.01    | 0.00%             | 2056-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                                                    | BROADSTONE NET LEASE LLC 5% 11/01/2032                                                                                           | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1480931.49    | 0.00%             | 2032-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.45% 09/26/2030                                                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1988000 | PA      | $1949738.30    | 0.00%             | 2030-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.8% 09/26/2032                                                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2982000 | PA      | $2913787.47    | 0.01%             | 2032-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 5.2% 09/26/2035                                                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5640000 | PA      | $5450230.07    | 0.01%             | 2035-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 5.875% 09/26/2045                                                                                                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1630917.38    | 0.00%             | 2045-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 5.95% 09/26/2055                                                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $4267969.30    | 0.01%             | 2055-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 6.1% 09/26/2065                                                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3028000 | PA      | $2623835.61    | 0.01%             | 2065-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                                              | NISSAN MOTOR ACCEPTANCE CO LLC 5.625% 09/29/2028 144A                                                                            | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       68000 | PA      | $68438.01      | 0.00%             | 2028-09-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                                                     | WINDSTREAM SERVICES LLC 7.5% 10/15/2033 144A                                                                                     | CUSIP: 97382BAB5<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62425.92      | 0.00%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                                              | NISSAN MOTOR ACCEPTANCE CO LLC 6.125% 09/30/2030 144A                                                                            | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200463.00     | 0.00%             | 2030-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 5.75% 01/15/2034 144A                                                                                             | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      845000 | PA      | $856553.69     | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 6% 01/15/2036 144A                                                                                                | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      455000 | PA      | $463038.94     | 0.00%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEER USA LLC                                                                                                | ACTION TERM B 1LN 9/29/2032                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      367348 | PA      | $366315.66     | 0.00%             | 2032-09-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 5YR NOTE (CBT) FUT JUN26 FVM6                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        2492 | NC      | $1065722.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 5YR NOTE (CBT) FUT JUN26 FVM6                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -1076 | NC      | $-447301.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 2YR NOTE (CBT) FUT JUN26 TUM6                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        5000 | NC      | $1445155.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 5.407% 10/15/2035 144A                                                                                            | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      803000 | PA      | $811564.00     | 0.00%             | 2035-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARK AVE INSTL ADVISERS CLO LTD 2017-1                                                                      | PARK AVE INSTL ADVISERS CLO LTD 2017-1 A2R2 TSFR3M+155 02/14/2034 144A                                                           | CUSIP: 70017KBA6<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1997368.00    | 0.00%             | 2034-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM5                                                         | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM5 VAR 08/25/2065 144A                                                          | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-CBDO         | CORP              | US        |     5883080 | PA      | $5917491.08    | 0.01%             | 2065-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA LOAN FUNDING 2013-2 LTD                                                                                 | OHA LOAN FUNDING 2013-2 LTD AR2 TSFR3M+122 10/20/2038 144A                                                                       | CUSIP: 67104LAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1180000 | PA      | $1181784.16    | 0.00%             | 2038-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 4.5% 02/01/2033                                                                                               | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      101000 | PA      | $101207.27     | 0.00%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                                           | CLEAN HARBORS INC 5.75% 10/15/2033 144A                                                                                          | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      130000 | PA      | $133072.68     | 0.00%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                                                               | CASSA DEPOSITI E PRESTITI SPA 4.375% 10/01/2030 144A                                                                             | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     1200000 | PA      | $1212128.93    | 0.00%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 4.734% 10/15/2030 144A                                                                                            | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      210000 | PA      | $211968.54     | 0.00%             | 2030-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-INV2                                                                                   | NYMT LOAN TRUST 2025-INV2 5% 10/25/2060 144A                                                                                     | CUSIP: 62957JAC5<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-CBDO         | CORP              | US        |     6694969 | PA      | $6733443.99    | 0.01%             | 2060-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC                                                                   | FLATIRON CLO 20 LTD / LLC 20-1A A1R2 TSFR3M+124 11/20/2038 144A                                                                  | CUSIP: 33883MAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8080000 | PA      | $8090350.48    | 0.02%             | 2038-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-8R LTD                                                                                         | OCP CLO 2020-8R LTD AR2 TSFR3M+122 10/17/2038 144A                                                                               | CUSIP: 670898AW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4223000 | PA      | $4228126.72    | 0.01%             | 2038-10-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                                                                               | DEEPOCEAN LTD 6% 04/08/2031 REGS                                                                                                 | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |      200000 | PA      | $245738.88     | 0.00%             | 2031-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRA GROUP EUROPE HOLDING II SARL                                                                            | PRA GROUP EUROPE HOLDING II SARL 6.25% 09/30/2032 REGS                                                                           | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113433.60     | 0.00%             | 2032-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                                                        | ZAYO GROUP HLDGS INC PIK VAR 03/09/2030 144A                                                                                     | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      572544 | PA      | $558220.41     | 0.00%             | 2030-03-09      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                                               | BGC GROUP INC 6.15% 04/02/2030                                                                                                   | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $11040153.02   | 0.02%             | 2030-04-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK                                                                    | NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK A TSFR1M+ 10/15/2040 144A                                                               | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135000 | PA      | $135253.13     | 0.00%             | 2040-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                                            | BLACK HILLS CORP 4.55% 01/31/2031                                                                                                | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6060037.32    | 0.01%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-HE2                                                                          | TOWD POINT MORTGAGE TRUST 2025-HE2 5.68997% 09/25/2065 144A                                                                      | CUSIP: 89183PAA4<br>LEI: 254900HCCXAYNB40M417 | Long             | ABS-CBDO         | CORP              | US        |     4199261 | PA      | $4213320.60    | 0.01%             | 2065-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                                                        | OLYMPUS WATER US HOLDING CORPORATION 6.125% 02/15/2033 REGS                                                                      | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |      100000 | PA      | $119344.35     | 0.00%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                                        | EXTENDED STAY AMERICA TRUST 2025-ESH VAR 10/15/2042 144A                                                                         | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5262000 | PA      | $5268577.50    | 0.01%             | 2042-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                                        | EXTENDED STAY AMERICA TRUST 2025-ESH B TSFR1M+160 10/15/2042 144A                                                                | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1555000 | PA      | $1557912.98    | 0.00%             | 2042-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                                        | EXTENDED STAY AMERICA TRUST 2025-ESH C TSFR1M+185 10/15/2042 144A                                                                | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      580000 | PA      | $581453.77     | 0.00%             | 2042-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-8R LTD                                                                                         | OCP CLO 2020-8R LTD B1R2 TSFR3M+150 10/17/2038 144A                                                                              | CUSIP: 670898AY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251579.50     | 0.00%             | 2038-10-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                                                               | P3 GROUP SARL 3.75% 04/02/2033 REGS                                                                                              | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $355306.97     | 0.00%             | 2033-04-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE EUAMDB05+NA PERP REGS                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118066.65     | 0.00%             | 2199-12-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                                             | CHEMOURS CO/THE TERM 1LN B3 10/15/2032                                                                                           | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |      185000 | PA      | $184352.50     | 0.00%             | 2032-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2023-1                                                                              | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2023-1 VAR 01/25/2053 144A                                                                | CUSIP: 92259VAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      116867 | PA      | $113138.64     | 0.00%             | 2053-01-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ELSTREE 2025-2 1ST PLC                                                                                      | ELSTREE 252-1ST PLC STEP 10/21/2065 REGS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $135775.47     | 0.00%             | 2065-10-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING GMBH                                                                               | NIDDA HEALTHCARE HOLDING GMBH FRN 3MEUR+325 10/15/2032 REGS                                                                      | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118810.38     | 0.00%             | 2032-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                                                                    | SESI LLC 7.875% 09/30/2030 144A                                                                                                  | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |      135000 | PA      | $137839.94     | 0.00%             | 2030-09-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                                           | WBI OPERATING LLC 6.25% 10/15/2030 144A                                                                                          | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $173270.80     | 0.00%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                                           | WBI OPERATING LLC 6.5% 10/15/2033 144A                                                                                           | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $172762.50     | 0.00%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                                          | VIKING CRUISES LTD 5.875% 10/15/2033 144A                                                                                        | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      925000 | PA      | $943648.00     | 0.00%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                                            | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                                                                                         | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       59286 | PA      | $63364.88      | 0.00%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                                               | LONG GILT FUTURE JUN26 G M6                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         -42 | NC      | $-77009.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                                               | LONG GILT FUTURE JUN26 G M6                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          36 | NC      | $37350.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | ICE: (CDX.NA.HY.45.V1) SWAP/CDSWAP 5.0 12/20/30                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   -16103340 | NC      | $40208.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | ICE: (CDX.NA.HY.45.V1) SWAP/CDSWAP 5.0 12/20/30                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     2370060 | NC      | $-28293.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                                                  | FEDEX CORP 4.75% 11/15/2045                                                                                                      | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89681.20      | 0.00%             | 2045-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | CDX HY45 5Y ICE                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   242847000 | NC      | $-468319.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 10/25/2055                                                                               | CUSIP: 3137HNCM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     6012404 | PA      | $6050353.48    | 0.01%             | 2055-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6.1% 10/15/2055                                                                                      | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1688477.20    | 0.00%             | 2055-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 5.125% 05/01/2029 144A                                                                                             | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1040000 | PA      | $1053849.68    | 0.00%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                                                | TRANSOCEAN INTERNATIONAL LTD 7.875% 10/15/2032 144A                                                                              | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       25000 | PA      | $26843.05      | 0.00%             | 2032-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY885799 12/15/56 S                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     1700000 | NC      | $-19971.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                                            | ALTICE FRANCE SA 6.5% 04/15/2032 144A                                                                                            | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      254947 | PA      | $244164.27     | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                                            | ALTICE FRANCE SA 6.875% 07/15/2032 144A                                                                                          | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      246589 | PA      | $236731.33     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                                            | ALTICE FRANCE SA 9.5% 11/01/2029 144A                                                                                            | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       43391 | PA      | $44056.01      | 0.00%             | 2029-11-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KUWAIT ST                                                                                                   | KUWAIT ST 4.016% 10/09/2028 144A                                                                                                 | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     3100000 | PA      | $3109896.75    | 0.01%             | 2028-10-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KUWAIT ST                                                                                                   | KUWAIT ST 4.136% 10/09/2030 144A                                                                                                 | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     3100000 | PA      | $3107502.00    | 0.01%             | 2030-10-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KUWAIT ST                                                                                                   | KUWAIT ST 4.652% 10/09/2035 144A                                                                                                 | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     2400000 | PA      | $2406504.00    | 0.01%             | 2035-10-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FIN ISSUANCE TR 2025-A                                                                             | REPUBLIC FIN ISSUANCE TR 2025-A 4.59% 11/20/2034 144A                                                                            | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      743000 | PA      | $750150.56     | 0.00%             | 2034-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                                      | CENTERPOINT ENERGY INC 5.95%/VAR 04/01/2056                                                                                      | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1615460.80    | 0.00%             | 2056-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                                        | ALPHA GENERATION LLC 6.25% 01/15/2034 144A                                                                                       | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      170000 | PA      | $172636.19     | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-OMG                                                                                              | BX TR 2025-OMG TSFR1M+135 10/15/2027 144A                                                                                        | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $250000.00     | 0.00%             | 2042-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                                           | DB MASTER FIN LLC 4.891% 08/20/2055 144A                                                                                         | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     3316688 | PA      | $3351040.42    | 0.01%             | 2055-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                                           | DB MASTER FIN LLC 0% 08/20/2055 144A                                                                                             | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     2194500 | PA      | $2225554.15    | 0.00%             | 2055-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 4.6% 10/15/2030 144A                                                                                    | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       91000 | PA      | $91575.85      | 0.00%             | 2030-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                                                        | ROCKET COS INC 6.5% 08/01/2029 144A                                                                                              | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $282526.48     | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 08/01/2055#RJ4643                                                                                                   | CUSIP: 3142GVER8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3566611 | PA      | $3733702.98    | 0.01%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 08/01/2055#FA2563                                                                                                   | CUSIP: 3140W2Z53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1346136 | PA      | $1406531.95    | 0.00%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 45 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 45 LTD A1RR TSFR3M+ 04/15/2035 144A                                                                  | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11000000 | PA      | $11005819.00   | 0.02%             | 2035-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 80 CLO LTD                                                                                           | DRYDEN 80 CLO LTD CRR TSFR3M+ 01/17/2033 144A                                                                                    | CUSIP: 26245JBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250056.25     | 0.00%             | 2033-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 03/01/2056 #TBA                                                                                                       | CUSIP: 21H020634<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -56029000 | PA      | $-47458238.27  | -0.11%            | 2056-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 03/01/2056 #TBA                                                                                                       | CUSIP: 21H020634<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    75933000 | PA      | $64317521.40   | 0.14%             | 2056-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 03/01/2056 #TBA                                                                                                     | CUSIP: 21H022630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    81906000 | PA      | $72260765.82   | 0.16%             | 2056-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 03/01/2056 #TBA                                                                                                     | CUSIP: 21H022630<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -18239000 | PA      | $-16091179.01  | -0.04%            | 2056-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 03/01/2056 #TBA                                                                                                       | CUSIP: 21H030633<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -115000 | PA      | $-105446.70    | -0.00%            | 2056-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 03/01/2056 #TBA                                                                                                       | CUSIP: 21H030633<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7960000 | PA      | $7298745.29    | 0.02%             | 2056-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 03/01/2056 #TBA                                                                                                     | CUSIP: 21H032639<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -25354000 | PA      | $-23787203.93  | -0.05%            | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 03/01/2056 #TBA                                                                                                     | CUSIP: 21H032639<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    25869000 | PA      | $24270378.58   | 0.05%             | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 03/01/2056 #TBA                                                                                                       | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -13854000 | PA      | $-13325274.56  | -0.03%            | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 03/01/2056 #TBA                                                                                                       | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    28649000 | PA      | $27555636.70   | 0.06%             | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 03/01/2056 #TBA                                                                                                     | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    81069000 | PA      | $80087667.86   | 0.18%             | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 03/01/2056 #TBA                                                                                                     | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -48850000 | PA      | $-48258675.63  | -0.11%            | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 03/01/2056 #TBA                                                                                                       | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    98172000 | PA      | $98517133.48   | 0.22%             | 2056-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 03/01/2056 #TBA                                                                                                       | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -72156000 | PA      | $-72409671.63  | -0.16%            | 2056-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 03/01/2056 #TBA                                                                                                     | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -194762000 | PA      | $-197269736.04 | -0.44%            | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 03/01/2056 #TBA                                                                                                     | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   248242000 | PA      | $251438339.17  | 0.56%             | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 03/01/2056 #TBA                                                                                                       | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   199122000 | PA      | $203161269.42  | 0.45%             | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 03/01/2056 #TBA                                                                                                       | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -172794000 | PA      | $-176299195.41 | -0.39%            | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.5% 03/01/2056 #TBA                                                                                                     | CUSIP: 21H062636<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    32382000 | PA      | $33652880.16   | 0.07%             | 2056-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.5% 03/01/2056 #TBA                                                                                                     | CUSIP: 21H062636<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -31062000 | PA      | $-32281074.78  | -0.07%            | 2056-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 1.5% 03/01/2041 #TBA                                                                                                   | CUSIP: 01F012437<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2835000 | PA      | $2585135.57    | 0.01%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 2% 03/01/2041 #TBA                                                                                                     | CUSIP: 01F020430<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7393000 | PA      | $6887041.56    | 0.02%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 2% 03/01/2041 #TBA                                                                                                     | CUSIP: 01F020430<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -204000 | PA      | $-190038.75    | -0.00%            | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 2.5% 03/01/2041 #TBA                                                                                                   | CUSIP: 01F022436<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -64000 | PA      | $-61000.00     | -0.00%            | 2041-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 2.5% 03/01/2041 #TBA                                                                                                   | CUSIP: 01F022436<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2290000 | PA      | $2182656.25    | 0.00%             | 2041-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 3% 03/01/2041 #TBA                                                                                                     | CUSIP: 01F030439<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1076000 | PA      | $1041660.43    | 0.00%             | 2041-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 3% 03/01/2041 #TBA                                                                                                     | CUSIP: 01F030439<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -34000 | PA      | $-32914.92     | -0.00%            | 2041-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 3.5% 03/01/2041 #TBA                                                                                                   | CUSIP: 01F032435<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -13000 | PA      | $-12712.58     | -0.00%            | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 3.5% 03/01/2041 #TBA                                                                                                   | CUSIP: 01F032435<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      473000 | PA      | $462542.25     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 4% 03/01/2041 #TBA                                                                                                     | CUSIP: 01F040438<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -10000 | PA      | $-9911.72      | -0.00%            | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 4% 03/01/2041 #TBA                                                                                                     | CUSIP: 01F040438<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      558000 | PA      | $553073.92     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 4.5% 03/01/2041 #TBA                                                                                                   | CUSIP: 01F042434<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -86000 | PA      | $-86339.30     | -0.00%            | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 4.5% 03/01/2041 #TBA                                                                                                   | CUSIP: 01F042434<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3247000 | PA      | $3259810.39    | 0.01%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 5% 03/01/2041 #TBA                                                                                                     | CUSIP: 01F050437<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   111825000 | PA      | $113524214.42  | 0.25%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 5% 03/01/2041 #TBA                                                                                                     | CUSIP: 01F050437<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -69700000 | PA      | $-70759112.41  | -0.16%            | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2% 03/01/2056 #TBA                                                                                                     | CUSIP: 01F020638<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -111844000 | PA      | $-92625185.60  | -0.21%            | 2056-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2% 03/01/2056 #TBA                                                                                                     | CUSIP: 01F020638<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   153920000 | PA      | $127471018.27  | 0.28%             | 2056-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2.5% 03/01/2056 #TBA                                                                                                   | CUSIP: 01F022634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24582000 | PA      | $21287436.78   | 0.05%             | 2056-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2.5% 03/01/2056 #TBA                                                                                                   | CUSIP: 01F022634<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -3658000 | PA      | $-3167742.40   | -0.01%            | 2056-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3% 03/01/2056 #TBA                                                                                                     | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    45297000 | PA      | $40960165.57   | 0.09%             | 2056-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3% 03/01/2056 #TBA                                                                                                     | CUSIP: 01F030637<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -8661000 | PA      | $-7831776.81   | -0.02%            | 2056-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3.5% 03/01/2056 #TBA                                                                                                   | CUSIP: 01F032633<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -139859000 | PA      | $-131806184.51 | -0.29%            | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3.5% 03/01/2056 #TBA                                                                                                   | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   261839446 | PA      | $246763228.19  | 0.55%             | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4% 03/01/2056 #TBA                                                                                                     | CUSIP: 01F040636<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   500071000 | PA      | $486065111.45  | 1.08%             | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4% 03/01/2056 #TBA                                                                                                     | CUSIP: 01F040636<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -216920461 | PA      | $-210844996.11 | -0.47%            | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4.5% 03/01/2056 #TBA                                                                                                   | CUSIP: 01F042632<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -271096000 | PA      | $-268067342.60 | -0.60%            | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4.5% 03/01/2056 #TBA                                                                                                   | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   741305000 | PA      | $733023214.67  | 1.63%             | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 03/01/2056 #TBA                                                                                                     | CUSIP: 01F050635<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -482684436 | PA      | $-484871575.72 | -1.08%            | 2056-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 03/01/2056 #TBA                                                                                                     | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   348929436 | PA      | $350510505.06  | 0.78%             | 2056-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5.5% 03/01/2056 #TBA                                                                                                   | CUSIP: 01F052631<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -726005000 | PA      | $-737689179.27 | -1.64%            | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5.5% 03/01/2056 #TBA                                                                                                   | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   860173422 | PA      | $874016881.02  | 1.95%             | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6% 03/01/2056 #TBA                                                                                                     | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   192867491 | PA      | $197832324.53  | 0.44%             | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6% 03/01/2056 #TBA                                                                                                     | CUSIP: 01F060634<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -129823000 | PA      | $-133164929.63 | -0.30%            | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6.5% 03/01/2056 #TBA                                                                                                   | CUSIP: 01F062630<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -36313000 | PA      | $-37710200.78  | -0.08%            | 2056-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6.5% 03/01/2056 #TBA                                                                                                   | CUSIP: 01F062630<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    42304000 | PA      | $43931714.09   | 0.10%             | 2056-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                                                    | VODAFONEZIGGO TERM B 1LN 1/15/2033                                                                                               | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | LON              | CORP              | NL        |      247972 | PA      | $241358.11     | 0.00%             | 2033-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                                           | KENYA REPUBLIC OF 7.875% 10/09/2033 144A                                                                                         | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      320000 | PA      | $318800.00     | 0.00%             | 2033-10-09      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                                           | KENYA REPUBLIC OF 8.8% 10/09/2038 144A                                                                                           | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      452000 | PA      | $447254.00     | 0.00%             | 2038-10-09      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 4.3% 10/15/2028 144A                                                                                    | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1617000 | PA      | $1618667.13    | 0.00%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 5.375% 06/07/2033 144A                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    11400000 | PA      | $13958536.17   | 0.03%             | 2033-06-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                                                    | LUXCO 3                                                                                                                          | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |        1584 | NS      | $28786.04      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FA2675                                                                                                   | CUSIP: 3140W26M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      877022 | PA      | $810046.93     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2051#FA3043                                                                                                   | CUSIP: 3140W3LZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      357578 | PA      | $299231.81     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 12/01/2051#FM9768                                                                                                 | CUSIP: 3140XD2A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1544524 | PA      | $1359216.78    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#FS0967                                                                                                 | CUSIP: 3140XGCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1515847 | PA      | $1333506.86    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 07/01/2052#SL0488                                                                                                   | CUSIP: 31427MRJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5945953 | PA      | $5443568.06    | 0.01%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 10/01/2051#SL2248                                                                                                   | CUSIP: 31427PQA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      527680 | PA      | $486887.76     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2052#SL2250                                                                                                   | CUSIP: 31427PQC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      690920 | PA      | $635781.35     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | CDS: (ITRAXX.XO.44 20-35%) SWAP/CDSWAP 5.0 12/20/2030                                                                            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |      227000 | NC      | $37113.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2025-4 LTD                                                                                | PALMER SQUARE CLO 2025-4 LTD A TSFR3M+ 10/20/2038 144A                                                                           | CUSIP: 696916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250582.25     | 0.00%             | 2038-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HILL FL 2025-1 BV                                                                                           | HILL FL 2025-1FL E BV 1MEUR+ 10/18/2032 REGS                                                                                     | CUSIP: N/A<br>LEI: 72450069R7MTUFTXDC59       | Long             | ABS-CBDO         | CORP              | NL        |      218000 | PA      | $258329.52     | 0.00%             | 2032-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                                       | DUPONT DE NEMOURS INC 4.725% 11/15/2028 144A                                                                                     | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     2423000 | PA      | $2456933.05    | 0.01%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GTC FINANCE DAC                                                                                             | GTC FINANCE DAC 6.5% 10/15/2030 REGS                                                                                             | CUSIP: N/A<br>LEI: 213800BQ2YULQCB6M521       | Long             | DBT              | CORP              | IE        |      485000 | PA      | $535826.06     | 0.00%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO 2025-7 LTD                                                                                | SYCAMORE TREE CLO 2025-7 LTD D1 TSFR3M+ 08/28/2038 144A                                                                          | CUSIP: 87122KAJ4<br>LEI: 2138001WII41ZXUQO254 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248600.00     | 0.00%             | 2038-08-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                                                  | FEDEX CORP 2.4% 05/15/2031                                                                                                       | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      116000 | PA      | $106652.21     | 0.00%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                                                  | FEDEX CORP 4.1% 02/01/2045                                                                                                       | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      110000 | PA      | $90949.65      | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIDGE STREET CLO VI LTD                                                                                    | BRIDGE STREET CLO VI LTD 2025-2A A1 TSFR3M+128 01/15/2039 144A                                                                   | CUSIP: 10806PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      370000 | PA      | $371587.67     | 0.00%             | 2039-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2025-2                                                                         | DELL EQUIPMENT FINANCE TRUST 2025-2 4.1% 02/22/2028 144A                                                                         | CUSIP: 24703VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4200000 | PA      | $4209237.90    | 0.01%             | 2028-02-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GT LOAN FINANCING I LTD 2013-1                                                                              | GT LOAN FINANCING I LTD 2013-1A AR2 TSFR3M+122 04/28/2039 144A                                                                   | CUSIP: 36248MAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      810000 | PA      | $809595.00     | 0.00%             | 2039-04-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO IX LTD                                                                                         | TRESTLES CLO LTD 25-9A A1 TSFR3M+126 01/15/2039 144A                                                                             | CUSIP: 894932AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      360000 | PA      | $360721.44     | 0.00%             | 2039-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                                                  | VMED O2 UK FINANCING I PLC 6.75% 01/15/2033 144A                                                                                 | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $189598.41     | 0.00%             | 2033-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 4.928% 10/15/2035                                                                                          | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1845000 | PA      | $1860150.09    | 0.00%             | 2035-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2025-2                                                                         | DELL EQUIPMENT FINANCE TRUST 2025-2 4.12% 03/24/2031 144A                                                                        | CUSIP: 24703VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1711751.08    | 0.00%             | 2031-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                                                            | GETTY IMAGES INC 10.5% 11/15/2030 144A                                                                                           | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |      415000 | PA      | $367340.78     | 0.00%             | 2030-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT K548 A2 VAR 09/25/2030                                                                            | CUSIP: 3137HNN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4800000 | PA      | $4901057.28    | 0.01%             | 2030-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | SELL SCDS: (SOFTBK) SWAP/CDSWAP 1.00000% 06/20/2026                                                                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |     2630000 | NC      | $-48.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                                                     | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 8.75% 05/01/2029 144A                                                    | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      283000 | PA      | $262304.95     | 0.00%             | 2029-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                                                                                 | DANAOS CORP 6.875% 10/15/2032 144A                                                                                               | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |      100000 | PA      | $103125.00     | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-3 RECEIVABLES FDG LLC                                                                 | SIERRA TIMESHARE 2025-3 RECEIVABLES FDG LLC 6.54% 08/22/2044 144A                                                                | CUSIP: 82650FAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1805881 | PA      | $1826760.99    | 0.00%             | 2044-08-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DZ BANK AG DEUTSCHE ZENTRAL GE NOSSENSCHAFTSBANK                                                            | DZ BANK AG DEUT ZENT GENOSBANK 3.706%/VAR 10/15/2035 REGS                                                                        | CUSIP: N/A<br>LEI: 529900HNOAA1KXQJUQ27       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $237501.60     | 0.00%             | 2035-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                                              | TD SYNNEX CORP 4.3% 01/17/2029                                                                                                   | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     3305000 | PA      | $3305800.77    | 0.01%             | 2029-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GROUP                                                                                 | PEACEHEALTH OBLIGATED GROUP 4.335% 11/15/2028                                                                                    | CUSIP: 70462GAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      815000 | PA      | $820708.95     | 0.00%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPR COML MTG TR 2025-STAR                                                                                   | BPR COML MTG TR 2025-STAR A CSTR 11/05/2042 144A                                                                                 | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $194249.18     | 0.00%             | 2042-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OPAL LLC                                                                                                    | OPELLA TERM B 1LN 04/23/2032                                                                                                     | CUSIP: N/A<br>LEI: 549300UVLT8403Q4C769       | Long             | LON              | CORP              | US        |      172771 | PA      | $172511.89     | 0.00%             | 2032-04-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PRM7 TRUST 2025-PRM7                                                                                        | PRM7 TRUST 2025-PRM7 E VAR 11/10/2042 144A                                                                                       | CUSIP: 74290HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1110000 | PA      | $1122256.73    | 0.00%             | 2042-11-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2025-C                                                                         | NAVIENT REFINANCE LOAN TRUST 2025-C A 4.8% 10/15/2055 144A                                                                       | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      371701 | PA      | $376679.72     | 0.00%             | 2055-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-3                                                              | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-3 A3 4.4% 12/16/2030                                                                | CUSIP: 30185FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      615000 | PA      | $618486.19     | 0.00%             | 2030-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA                                                                    | INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA VAR 11/05/2037 144A                                                                     | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2199000 | PA      | $2244529.64    | 0.00%             | 2037-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES LXII CLO LTD                                                                                           | ARES LXII CLO LTD BR TSFR3M+150 01/25/2034 144A                                                                                  | CUSIP: 00192WAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5100000 | PA      | $5104809.30    | 0.01%             | 2034-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REGATTA XIX FDG LTD / REGATTA XIX FDG LLC                                                                   | REGATTA XIX FDG LTD / REGATTA XIX FDG LLC A1R TSFR3M+ 10/20/2038 144A                                                            | CUSIP: 75888EAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250320.75     | 0.00%             | 2038-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                                     | TALEN ENERGY SUPPLY LLC 6.25% 02/01/2034 144A                                                                                    | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      415000 | PA      | $422301.78     | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                                     | TALEN ENERGY SUPPLY LLC 6.5% 02/01/2036 144A                                                                                     | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      300000 | PA      | $308450.40     | 0.00%             | 2036-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2054#CB8687                                                                                                 | CUSIP: 3140QUUM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20455 | PA      | $20878.57      | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-4                                                                              | CARMAX AUTO OWNER TRUST 2025-4 3.97% 12/16/2030                                                                                  | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1507497.45    | 0.00%             | 2030-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 12/01/2054#DC9218                                                                                                 | CUSIP: 3140AXG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6454754 | PA      | $6599999.35    | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY                                                                     | CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY E TSFR1M+400 10/15/2037 144A                                                             | CUSIP: 12576AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      527000 | PA      | $527632.40     | 0.00%             | 2037-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 04/01/2055#DD5649                                                                                                 | CUSIP: 3140B6H32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      957853 | PA      | $976837.92     | 0.00%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 25-42 FA SOFR30A+150 06/25/2055                                                                   | CUSIP: 3136BWKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      366522 | PA      | $370804.41     | 0.00%             | 2055-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 25-42 FE SOFR30A+155 06/25/2055                                                                   | CUSIP: 3136BWLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      681685 | PA      | $690601.65     | 0.00%             | 2055-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5515 FB SOFR30A+140 03/25/2055                                                                    | CUSIP: 3137HKJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      384833 | PA      | $388718.92     | 0.00%             | 2055-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5543 FC SOFR30A+150 06/25/2055                                                                    | CUSIP: 3137HLLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      389180 | PA      | $393726.38     | 0.00%             | 2055-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5543 FG SOFR30A+150 06/25/2055                                                                    | CUSIP: 3137HLLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      393642 | PA      | $398295.40     | 0.00%             | 2055-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5543 FM SOFR30A+150 06/25/2055                                                                    | CUSIP: 3137HLLH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      521394 | PA      | $527556.23     | 0.00%             | 2055-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2015-4 LTD                                                                                 | BLUEMOUNTAIN CLO 2015-4 LTD CR2 TSFR3M+ 04/20/2030 144A                                                                          | CUSIP: 09628NBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001000.00    | 0.00%             | 2030-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 12/25/2054                                                                               | CUSIP: 3136BTQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      154078 | PA      | $155579.40     | 0.00%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+ 08/25/2054                                                                                   | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      266130 | PA      | $268725.05     | 0.00%             | 2054-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF5 LLC                                                                                          | PRPM 2025-RCF5 LLC 4.839% 10/25/2055 144A                                                                                        | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2023392 | PA      | $2026670.78    | 0.00%             | 2055-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+150 05/25/2055                                                                            | CUSIP: 3137HL3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      508825 | PA      | $514838.97     | 0.00%             | 2055-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+160 05/25/2055                                                                                | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      616928 | PA      | $624723.97     | 0.00%             | 2055-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-B                                                                       | MARINER FINANCE ISSUANCE TRUST 2025-BA A 4.59% 11/22/2038 144A                                                                   | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      595000 | PA      | $600678.80     | 0.00%             | 2038-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 04/01/2053#BX9136                                                                                                 | CUSIP: 3140NEEJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      147792 | PA      | $150619.09     | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-D                                                                               | OPORTUN ISSUANCE TRUST 2025-D 4.53% 02/08/2033 144A                                                                              | CUSIP: 68379HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3900000 | PA      | $3912136.02    | 0.01%             | 2033-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 25-2 FG SOFR30A+ 02/25/2055                                                                           | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      962148 | PA      | $973759.86     | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY                                                                     | CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY A TSFR1M+ 10/15/2037 144A                                                                | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      926000 | PA      | $928929.22     | 0.00%             | 2037-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NYC COML MTG TR 2025-11X                                                                                    | NYC COML MTG TR 2025-11X A TSFR1M+174.3 10/15/2037 144A                                                                          | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      773000 | PA      | $774600.96     | 0.00%             | 2040-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STONEWEG EREIT LUX FINCO SARL                                                                               | STONEWEG EREIT LUX FINCO SARL 4.125% 02/22/2033 REGS                                                                             | CUSIP: N/A<br>LEI: 213800VKBKU9G6DF2O19       | Long             | DBT              | CORP              | LU        |      525000 | PA      | $623335.44     | 0.00%             | 2033-02-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP CDS 12/20/30 UCGIM B                                                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DCR              | CORP              | US        |     1050000 | NC      | $-5421.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.939%/VAR 10/21/2036                                                                              | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2342000 | PA      | $2333670.44    | 0.01%             | 2036-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.369%/VAR 10/21/2031                                                                              | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2145000 | PA      | $2146385.41    | 0.00%             | 2031-10-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.153%/VAR 10/21/2029                                                                              | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      450000 | PA      | $450141.06     | 0.00%             | 2029-10-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTERNATIONAL SARL                                                                            | CIRSA FINANCE INTERNATIONAL SARL FRN 3MEUR+300 10/15/2032 REGS                                                                   | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $119322.34     | 0.00%             | 2032-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                                            | WULF COMPUTE LLC 7.75% 10/15/2030 144A                                                                                           | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      965000 | PA      | $1021948.51    | 0.00%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNPI SWAP CDS 12/20/30 SOCGEN B                                                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |      900000 | NC      | $-1050.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873245 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      499313 | NC      | $2661.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V18 MORTGAGE TRUST                                                                           | BENCHMARK 2025-V18 MORTGAGE TRUST V18 XB CSTR VAR 06/15/2030 144A                                                                | CUSIP: 08164EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28892000 | PA      | $554726.40     | 0.00%             | 2058-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-4                                                                              | CARMAX AUTO OWNER TRUST 2025-4 4.42% 07/15/2031                                                                                  | CUSIP: 14320HAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $407049.24     | 0.00%             | 2031-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FINANCE PLC                                                                              | NORTHUMBRIAN WATER FINANCE PLC 5.375% 07/22/2032 REGS                                                                            | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |      375000 | PA      | $512354.53     | 0.00%             | 2032-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNPI SWAP CDS 12/20/30 DB B                                                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |      900000 | NC      | $8462.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNPI SWAP CDS 12/20/30 ASSGEN B                                                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |     1200000 | NC      | $-4595.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | JPSW SWAP CDS 12/20/30 ISPIM B                                                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |     1000000 | NC      | $-8105.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNPI SWAP CDS 12/20/30 BMW B                                                                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |     2000000 | NC      | $-61511.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FERRELLGAS L P /FERRELLGAS FIN                                                                              | FERRELLGAS L P /FERRELLGAS FIN 9.25% 01/15/2031 144A                                                                             | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      878000 | PA      | $910959.24     | 0.00%             | 2031-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PUBLIC POWER CORP OF GREECE                                                                                 | PUBLIC POWER CORP OF GREECE 4.25% 10/31/2030 REGS                                                                                | CUSIP: N/A<br>LEI: 213800T9Y5XCOVRZ4Y57       | Long             | DBT              | CORP              | GR        |      100000 | PA      | $119289.23     | 0.00%             | 2030-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CARDS NO3 PLC                                                                                        | LONDON CARDS NO3 PLC STEP 12/15/2035 REGS                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      118000 | PA      | $160461.84     | 0.00%             | 2035-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 06/01/2054#RJ1718                                                                                                   | CUSIP: 3142GR4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      434461 | PA      | $449011.30     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 06/01/2054#RJ1783                                                                                                   | CUSIP: 3142GR6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      889593 | PA      | $919385.51     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 04/01/2054#RJ1274                                                                                                   | CUSIP: 3142GRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      491798 | PA      | $508267.64     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 05/01/2054#RJ1528                                                                                                   | CUSIP: 3142GRVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      828313 | PA      | $856053.11     | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 11/01/2054#QJ9080                                                                                                   | CUSIP: 3133D1CR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      109097 | PA      | $112162.36     | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 03/01/2054#QI1182                                                                                                   | CUSIP: 3133W7J30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57136 | PA      | $59067.30      | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 02/01/2054#DA8030                                                                                                   | CUSIP: 3140A84Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95129 | PA      | $98344.22      | 0.00%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2054#DC5681                                                                                                   | CUSIP: 3140ATJ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      126580 | PA      | $130186.70     | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 03/01/2054#CB8154                                                                                                   | CUSIP: 3140QUBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1325937 | PA      | $1370756.13    | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIGRE TR 2025-HE6                                                                                           | FIGRE TRUST 2025-HE6 A 5.044% 09/25/2055 144A                                                                                    | CUSIP: 31684NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5570158 | PA      | $5606812.80    | 0.01%             | 2055-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE LTD                                                                                           | MONDI FINANCE LTD 3.375% 05/23/2031 REGS                                                                                         | CUSIP: N/A<br>LEI: 213800BJV32JT6IRCS96       | Long             | DBT              | CORP              | GB        |      135000 | PA      | $159899.64     | 0.00%             | 2031-05-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST7                                                              | UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST7 4.546% 11/15/2032 144A                                                            | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      438738 | PA      | $439213.78     | 0.00%             | 2032-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2025-46 LTD / LLC                                                                                   | OCP CLO 2025-46 LTD / LLC A TSFR3M+120 10/15/2038 144A                                                                           | CUSIP: 671023AA7<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | KY        |     2260000 | PA      | $2263862.34    | 0.01%             | 2038-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST7                                                              | UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST7 4.979% 11/15/2032 144A                                                            | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      194000 | PA      | $194858.16     | 0.00%             | 2032-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM19 TR                                                                                           | OBX 2025-NQM19 TR VAR 10/25/2065 144A                                                                                            | CUSIP: 67449LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1786830 | PA      | $1792461.57    | 0.00%             | 2065-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GGAM MASTER TR INTERNATIONA LTD / LLC                                                                       | GGAM MASTER TR INTERNATIONA LTD / LLC 5.923% 09/30/2060 144A                                                                     | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7008826 | PA      | $7165794.75    | 0.02%             | 2060-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 04/23/2026                                                                                                          | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      300000 | PA      | $298435.67     | 0.00%             | 2026-04-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CZ030008 12/17/57 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      500000 | NC      | $40194.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCKTL 2025-2                                                                                                | RCKTL 2025-2 4.48% 11/25/2034 144A                                                                                               | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      907617 | PA      | $908528.62     | 0.00%             | 2034-11-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                                        | BEIGNET INVESTOR LLC 6.581% 05/30/2049 144A                                                                                      | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    83420000 | PA      | $88602202.22   | 0.20%             | 2049-05-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.892%/VAR 10/22/2036                                                                                             | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      690000 | PA      | $686458.72     | 0.00%             | 2036-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.133%/VAR 10/18/2029                                                                                             | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1467270.43    | 0.00%             | 2029-10-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BRES COML MTG TR 2025-ATCAP                                                                                 | BRES COML MTG TR 2025-ATCAP A TSFR1M+149.379 11/15/2042 144A                                                                     | CUSIP: 05619GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      393000 | PA      | $394240.35     | 0.00%             | 2042-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REGIONAL MGMT ISSUANCE TR 2025-2                                                                            | REGIONAL MGMT ISSUANCE TR 2025-2 A 4.59% 11/16/2037 144A                                                                         | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      833000 | PA      | $834984.87     | 0.00%             | 2037-11-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARDAGH HOLDINGS SA                                                                                          | ARDAGH HOLDINGS SA 144A                                                                                                          | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |       61576 | NS      | $527496.96     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GRUPPO SAN DONATO SPA                                                                                       | GRUPPO SAN DONATO SPA 6.5% 10/31/2031 REGS                                                                                       | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |      200000 | PA      | $240538.31     | 0.00%             | 2031-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 2.6% 02/15/2033                                                                                                     | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     6229000 | PA      | $5544967.29    | 0.01%             | 2033-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 2.45% 02/15/2031                                                                                                    | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    15073000 | PA      | $13932625.51   | 0.03%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 3.5% 02/15/2041                                                                                                     | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    11980000 | PA      | $9924048.83    | 0.02%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 3.419% 04/15/2033                                                                                                   | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5107000 | PA      | $4783463.02    | 0.01%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 3.469% 04/15/2034                                                                                                   | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3677000 | PA      | $3402364.02    | 0.01%             | 2034-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 1.95% 02/15/2028                                                                                                    | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1566073.63    | 0.00%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 4.804%/VAR 10/24/2036                                                                                        | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      227000 | PA      | $224817.48     | 0.00%             | 2036-10-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                                                    | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F A TSFR1M+150 11/15/2042 144A                                                            | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      614000 | PA      | $615151.25     | 0.00%             | 2042-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                                                 | TRUIST BANK 4.136%/VAR 10/23/2029                                                                                                | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250318.28     | 0.00%             | 2029-10-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 4.964%/VAR 10/23/2036                                                                                      | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      307000 | PA      | $306561.42     | 0.00%             | 2036-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                                                    | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F D TSFR1M+ 11/15/2042 144A                                                               | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68000 | PA      | $68170.00      | 0.00%             | 2042-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MERIDIAN FUNDING 2025-1 PLC                                                                                 | MERIDIAN FUNDING 2025-1 E PLC SONIO+325 02/20/2068 REGS                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $135089.68     | 0.00%             | 2068-02-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MERIDIAN FUNDING 2025-1 PLC                                                                                 | MERIDIAN FUNDING 2025-1 D PLC SONIO+205 02/20/2068 REGS                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $135425.75     | 0.00%             | 2068-02-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 01/01/2055#SL3073                                                                                                 | CUSIP: 31427QMX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2795486 | PA      | $2859744.56    | 0.01%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                                                     | VERSANT MEDIA GROUP INC 7.25% 01/30/2031 144A                                                                                    | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12280.61      | 0.00%             | 2031-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC MORTGAGE TRUST                                                                                 | DBC 2025-DBC MORTGAGE TRUST TSFR1M+ 06/15/2038 144A                                                                              | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1000937.50    | 0.00%             | 2042-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE9 ISSUER LLC                                                                               | LOANCORE 2025-CRE9 ISSUER LLC AS TSFR1M+170 08/18/2042 144A                                                                      | CUSIP: 538912AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2103920.49    | 0.00%             | 2042-08-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    21500000 | NC      | $106277.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURANTS LLC                                                                              | RAISING CANE'S RESTAURANTS TERM B 1LN 11/03/2032                                                                                 | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |      248826 | PA      | $248410.21     | 0.00%             | 2032-11-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.75% 03/31/2034 144A                                     | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $427861.95     | 0.00%             | 2034-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.5% 03/31/2031 144A                                      | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      384000 | PA      | $386584.32     | 0.00%             | 2031-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC MORTGAGE TRUST                                                                                 | DBC 2025-DBC MORTGAGE TRUST TSFR1M+ 06/15/2038 144A                                                                              | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      251000 | PA      | $250894.58     | 0.00%             | 2042-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE9 ISSUER LLC                                                                               | LOANCORE 2025-CRE9 ISSUER LLC A TSFR1M+ 08/18/2042 144A                                                                          | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $300375.57     | 0.00%             | 2042-08-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UK LOGISTICS 2025-2 DAC                                                                                     | UK LOGISTICS 2025-2 DAC SONIO+ 08/17/2035 REGS                                                                                   | CUSIP: N/A<br>LEI: 635400CRV6HKMHJF8S64       | Long             | ABS-MBS          | CORP              | IE        |      130911 | PA      | $176410.51     | 0.00%             | 2035-08-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+70 09/25/2052                                                                             | CUSIP: 3136BNY91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2867498 | PA      | $2851108.40    | 0.01%             | 2052-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                                                         | VERISURE TERM B 1LN 11/3/2032                                                                                                    | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | LON              | CORP              | SE        |      875000 | PA      | $1035585.25    | 0.00%             | 2032-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMSBURG ECONOMIC DEVELOPMENT AUTHORITY                                                                 | WILLIAMSBURG EC 4.957% 11/1/2035                                                                                                 | CUSIP: 969672AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      885000 | PA      | $915740.83     | 0.00%             | 2035-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                                                                     | AROUNDTOWN FINANCE SARL EUAMDB05+NA PERP REGS                                                                                    | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | EP               | CORP              | LU        |      225000 | PA      | $259487.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINITAS EURO CLO VI DA                                                                                     | TRINITAS EURO CLO VI DAC AR 3MEUR+ 01/15/2039 144A                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    15000000 | PA      | $17776108.52   | 0.04%             | 2039-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+55 07/25/2052                                                                             | CUSIP: 3137H7ZT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      393367 | PA      | $390025.27     | 0.00%             | 2052-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+67 08/25/2052                                                                             | CUSIP: 3137H8P62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1230931 | PA      | $1221827.83    | 0.00%             | 2052-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+70 09/25/2052                                                                             | CUSIP: 3137H8V81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1349196 | PA      | $1332906.64    | 0.00%             | 2052-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+75 09/25/2052                                                                             | CUSIP: 3137H8VP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2107993 | PA      | $2098623.79    | 0.00%             | 2052-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+65 09/25/2052                                                                             | CUSIP: 3137H8WP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      644637 | PA      | $640484.98     | 0.00%             | 2052-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 10/31/2032                                                                                                       | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    80300000 | PA      | $80525843.75   | 0.18%             | 2032-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                                            | WHEELS FLEET LEASE FUNDING 1 LLC 25-3A A1 0% 09/18/2040 144A                                                                     | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     4410000 | PA      | $4428866.86    | 0.01%             | 2040-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSBAM 2025-5C2                                                                                              | MSBAM 2025-5C2 A3 5.072% 11/15/2030                                                                                              | CUSIP: 61779RBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2798717.67    | 0.01%             | 2058-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAP CLO 8 LTD / ANCHORAGE CAP CLO 8 LLC                                                           | ANCHORAGE CAP CLO 8 LTD 16-8A A1R3 TSFR3M+129 10/27/2038 144A                                                                    | CUSIP: 03329KBJ1<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250253.25     | 0.00%             | 2038-10-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CSTL COML MTG TR 2025-GATE2                                                                                 | CSTL COML MTG TR 2025-GATE2 A CSTR 11/10/2042 144A                                                                               | CUSIP: 12676JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5495000 | PA      | $5570830.45    | 0.01%             | 2042-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CSTL COML MTG TR 2025-GATE2                                                                                 | CSTL COML MTG TR 2025-GATE2 VAR 11/10/2042 144A                                                                                  | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $110755.81     | 0.00%             | 2042-11-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | SLOVAK REPUBLIC OF SWAP 12/20/2027                                                                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     1115000 | NC      | $19177.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SC AUSTRIA SARL                                                                                             | SC AUSTRIA SARL 3MEUR+ 07/25/2041 REGS                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | LU        |      100000 | PA      | $119127.61     | 0.00%             | 2041-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | SELL SCDS: (QATAR) SWAP/CDSWAP 1.00000% 12/20/2026                                                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     1585000 | NC      | $14687.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2052#FS5180                                                                                                   | CUSIP: 3140XLXJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1982359 | PA      | $2007568.58    | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 4% 10/29/2030                                                                                             | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1672670.96    | 0.00%             | 2030-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                                                        | KAISER ALUMINUM CORP 5.875% 03/01/2034 144A                                                                                      | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $156726.39     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                                                    | AMPHENOL CORPORATION NEW 4.625% 02/15/2036                                                                                       | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       67000 | PA      | $66589.58      | 0.00%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 4.6% 11/15/2032                                                                                                          | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1192000 | PA      | $1193939.05    | 0.00%             | 2032-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                                                       | SOUTHWEST AIRLINES CO 4.375% 11/15/2028                                                                                          | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1043862.15    | 0.00%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSTL COML MTG TR 2025-GATE2                                                                                 | CSTL COML MTG TR 2025-GATE2 D CSTR 11/10/2042 144A                                                                               | CUSIP: 12676JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $201992.68     | 0.00%             | 2042-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                                               | VOLTAGRID LLC 7.375% 11/01/2030 144A                                                                                             | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      849000 | PA      | $886518.33     | 0.00%             | 2030-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NYC COML MTG TR 2025-28L                                                                                    | NYC COML MTG TR 2025-28L VAR 11/05/2038 144A                                                                                     | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      414000 | PA      | $417189.62     | 0.00%             | 2038-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                                                            | PERNOD RICARD SA 3.75% 02/04/2037 REGS                                                                                           | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $353195.01     | 0.00%             | 2037-02-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATLAS FDG 2025 2 PLC                                                                                        | ATLAS FDG 2025 2 PLC 25-2 STEP 07/20/2067 REGS                                                                                   | CUSIP: N/A<br>LEI: 213800W2FS9Z1VKVEA38       | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $135899.84     | 0.00%             | 2067-07-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ATLAS FDG 2025 2 PLC                                                                                        | ATLAS FDG 2025 2 PLC 2 X1 SONIO+ 07/20/2067 REGS                                                                                 | CUSIP: N/A<br>LEI: 213800W2FS9Z1VKVEA38       | Long             | ABS-CBDO         | CORP              | GB        |      108000 | PA      | $145529.38     | 0.00%             | 2067-07-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 4.943%/VAR 11/04/2036                                                                                   | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1337000 | PA      | $1329376.77    | 0.00%             | 2036-11-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP PAY 3.874 10/28/30                                                                                                     | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |      680000 | NC      | $21542.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP REC 3.874 10/28/30                                                                                                     | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |      680000 | NC      | $22232.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARBOUR CLO XII DAC                                                                                          | ARBOUR CLO XII DAC AR 3MEUR+135 07/15/2038 144A                                                                                  | CUSIP: N/A<br>LEI: 63540098XX3IEL2MIX25       | Long             | ABS-CBDO         | CORP              | IE        |     6200000 | PA      | $7343678.01    | 0.02%             | 2038-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2025-CES3                                                                  | VISTA POINT SECURITIZATION TRUST 2025-CES3 5.297% 11/25/2055 144A                                                                | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      143058 | PA      | $144283.79     | 0.00%             | 2055-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAC TRUST 2025-801B                                                                                         | MAC TRUST 2025-801B A TSFR1M+170 10/15/2040 144A                                                                                 | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191000 | PA      | $191158.17     | 0.00%             | 2040-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                                                 | TEXTRON INC 4.95% 03/15/2036                                                                                                     | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      925000 | PA      | $929738.16     | 0.00%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR K549 A2 09/25/2030                                                                            | CUSIP: 3137HNNC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      700000 | PA      | $715284.08     | 0.00%             | 2030-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM5                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM5 5.013% 07/25/2065 144A                                                             | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-CBDO         | CORP              | US        |      268136 | PA      | $269606.15     | 0.00%             | 2065-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACCENTRO REAL ESTATE AG                                                                                     | ACCENTRO REAL ESTATE AG PIK 10% 12/30/2027                                                                                       | CUSIP: N/A<br>LEI: 391200VKLY50XNAFCM46       | Long             | DBT              | CORP              | DE        |      203315 | PA      | $257238.84     | 0.00%             | 2027-12-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 3.585 04/29/26                                                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     2920000 | NC      | $34038.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 3.585 04/29/26                                                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     2920000 | NC      | $23887.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 4.6% 11/15/2032                                                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2252151.88    | 0.01%             | 2032-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 4.875% 11/15/2035                                                                                             | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     6718000 | PA      | $6784892.81    | 0.02%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 5.5% 11/15/2045                                                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1239890.31    | 0.00%             | 2045-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 5.625% 11/15/2055                                                                                             | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     6755000 | PA      | $6611964.50    | 0.01%             | 2055-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5                                                                                              | EFMT 2025-NQM5 A1 VAR 11/25/2070 144A                                                                                            | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      365794 | PA      | $367892.45     | 0.00%             | 2070-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.133%/VAR 11/06/2036                                                                                          | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1347000 | PA      | $1360571.20    | 0.00%             | 2036-11-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 4.619%/VAR 11/06/2031                                                                                          | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $960884.68     | 0.00%             | 2031-11-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SC GERMANY SA COMPARTMENT CONSUMER 2025-2                                                                   | SC GERMANY SA COMPARTMENT CONSUMER 2025-2 1MEUR+ 12/15/2038 REGS                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | LU        |      100000 | PA      | $118727.29     | 0.00%             | 2038-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.127% 11/06/2035                                                                                             | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1207546.81    | 0.00%             | 2035-11-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 4.551% 11/06/2030                                                                                             | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $806389.10     | 0.00%             | 2030-11-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                                                    | MSCI INC 5.15% 03/15/2036                                                                                                        | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     1006000 | PA      | $996862.34     | 0.00%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME                                                                                        | REPUBLIC OF SURINAME 7.7% 11/06/2030 144A                                                                                        | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      479000 | PA      | $493221.51     | 0.00%             | 2030-11-06      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS CARDIF SA                                                                                       | BNP PARIBAS CARDIF SA 6%/VAR PERP REGS                                                                                           | CUSIP: N/A<br>LEI: 969500VRSFWX7S1P2M29       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119684.62     | 0.00%             | 2199-12-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EASY STREET MORTGAGE LOAN TRUST 2025-RTL2                                                                   | EASY STREET MORTGAGE LOAN TRUST 2025-RTL2 5.606% 10/25/2040 144A                                                                 | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      173000 | PA      | $173723.69     | 0.00%             | 2040-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 09/01/2054#SL1653                                                                                                 | CUSIP: 31427NZT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1398750 | PA      | $1442157.52    | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POWERPAY ISSUANCE TRUST 2025-1                                                                              | POWERPAY ISSUANCE TRUST 2025-1 5.23% 11/18/2041 144A                                                                             | CUSIP: 73940MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3312767 | PA      | $3346103.50    | 0.01%             | 2041-11-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME                                                                                        | REPUBLIC OF SURINAME 8.5% 11/06/2035 144A                                                                                        | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      663000 | PA      | $708084.00     | 0.00%             | 2035-11-06      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 6% 02/01/2040#SB1539                                                                                                   | CUSIP: 3132CXV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      794543 | PA      | $827960.11     | 0.00%             | 2040-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 6% 11/01/2038#SB8270                                                                                                   | CUSIP: 3132D6FK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      429692 | PA      | $445884.36     | 0.00%             | 2038-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 6% 10/01/2038#MA5178                                                                                                   | CUSIP: 31418EXG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      129244 | PA      | $134114.00     | 0.00%             | 2038-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X2                                                                   | SEAFFIRM ASSET SECURITIZATION TRUST 2025-X2 4.66% 10/15/2030 144A                                                                | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      486902 | PA      | $487458.76     | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |       40000 | NC      | $6696.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROSS 2025-CES1 MTG TR                                                                                      | CROSS MTG TR 2025-CES1 A1A 5.296% 11/25/2060 144A                                                                                | CUSIP: 22757WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       93064 | PA      | $94070.52      | 0.00%             | 2060-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2052#BX0553                                                                                                 | CUSIP: 3140N4TK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90259 | PA      | $92051.61      | 0.00%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 11/01/2052#CB5227                                                                                                 | CUSIP: 3140QQYZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1305260 | PA      | $1337302.39    | 0.00%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 03/01/2053#SD2723                                                                                                 | CUSIP: 3132DQAY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      231064 | PA      | $236520.16     | 0.00%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 04/01/2056 #TBA                                                                                                       | CUSIP: 21H020642<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    29475000 | PA      | $24969660.77   | 0.06%             | 2056-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 04/01/2056 #TBA                                                                                                     | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    18100000 | PA      | $15967134.01   | 0.04%             | 2056-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 04/01/2056 #TBA                                                                                                     | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    25300000 | PA      | $23657478.46   | 0.05%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 04/01/2056 #TBA                                                                                                       | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -6900000 | PA      | $-6633972.57   | -0.01%            | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 04/01/2056 #TBA                                                                                                     | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -7225000 | PA      | $-7128793.35   | -0.02%            | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 04/01/2056 #TBA                                                                                                     | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    48770000 | PA      | $48120588.43   | 0.11%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 04/01/2056 #TBA                                                                                                       | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    72055000 | PA      | $72209802.96   | 0.16%             | 2056-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 04/01/2056 #TBA                                                                                                     | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   172825000 | PA      | $174867998.89  | 0.39%             | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 04/01/2056 #TBA                                                                                                       | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   101475000 | PA      | $103462113.89  | 0.23%             | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.5% 04/01/2056 #TBA                                                                                                     | CUSIP: 21H062644<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5594000 | PA      | $5806552.42    | 0.01%             | 2056-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 5% 04/01/2041 #TBA                                                                                                     | CUSIP: 01F050445<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    69700000 | PA      | $70718268.21   | 0.16%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2% 04/01/2056 #TBA                                                                                                     | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    66950000 | PA      | $55450815.29   | 0.12%             | 2056-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2.5% 04/01/2056 #TBA                                                                                                   | CUSIP: 01F022642<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -3350000 | PA      | $-2901152.26   | -0.01%            | 2056-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3% 04/01/2056 #TBA                                                                                                     | CUSIP: 01F030645<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -3000000 | PA      | $-2711601.60   | -0.01%            | 2056-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3.5% 04/01/2056 #TBA                                                                                                   | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    81996000 | PA      | $77242798.47   | 0.17%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3.5% 04/01/2056 #TBA                                                                                                   | CUSIP: 01F032641<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -800000 | PA      | $-753625.04    | -0.00%            | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4% 04/01/2056 #TBA                                                                                                     | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   166260461 | PA      | $161136263.71  | 0.36%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4% 04/01/2056 #TBA                                                                                                     | CUSIP: 01F040644<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -50000000 | PA      | $-48458985.00  | -0.11%            | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4.5% 04/01/2056 #TBA                                                                                                   | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   268700000 | PA      | $265488175.16  | 0.59%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4.5% 04/01/2056 #TBA                                                                                                   | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -5700000 | PA      | $-5631866.76   | -0.01%            | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 04/01/2056 #TBA                                                                                                     | CUSIP: 01F050643<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -7875000 | PA      | $-7902686.14   | -0.02%            | 2056-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 04/01/2056 #TBA                                                                                                     | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   336779436 | PA      | $337963451.46  | 0.75%             | 2056-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5.5% 04/01/2056 #TBA                                                                                                   | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   610600000 | PA      | $619949812.50  | 1.38%             | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6% 04/01/2056 #TBA                                                                                                     | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    67549000 | PA      | $69279949.88   | 0.15%             | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                                             | CANO HEALTH TERM Initial Exchange Term Loans 1LN 06/28/2029                                                                      | CUSIP: 13781HAS9<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |       62295 | PA      | $48590.06      | 0.00%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  3 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 4.375% 11/06/2064                                                                                                   | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      290000 | PA      | $331082.30     | 0.00%             | 2064-11-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 4.1% 11/15/2030                                                                                                     | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1655000 | PA      | $1670012.54    | 0.00%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 4.7% 11/15/2035                                                                                                     | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1665000 | PA      | $1685908.70    | 0.00%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 5.7% 11/15/2075                                                                                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1817000 | PA      | $1815804.87    | 0.00%             | 2075-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                                        | WEC ENERGY GROUP INC 5.625%/VAR 05/15/2056                                                                                       | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3018927.00    | 0.01%             | 2056-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                                        | NEPTUNE BIDCO US INC 10.375% 05/15/2031 144A                                                                                     | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       91000 | PA      | $91846.66      | 0.00%             | 2031-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 5.5% 11/15/2032 144A                                                                                       | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      260000 | PA      | $263232.32     | 0.00%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 5.75%/VAR 07/15/2056                                                                                                | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100618.40     | 0.00%             | 2056-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                                             | TAYLOR MORRISON COMMUNITIES INC 5.75% 11/15/2032 144A                                                                            | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      335000 | PA      | $346152.82     | 0.00%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II LL                                                                            | COMPASS DATACENTERS ISSUER II LLC 2025-2A 4.926% 11/25/2050 144A                                                                 | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      457000 | PA      | $460505.19     | 0.00%             | 2050-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | 30Y RTR C3.55 04/30/2026 SYNTH                                                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    12838000 | NC      | $44488.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP AEGIS CLO 2025-47 LTD                                                                                   | OCP AEGIS CLO 2025-47 LTD A1 TSFR3M+111 01/21/2038 144A                                                                          | CUSIP: 67122UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2909000 | PA      | $2912359.90    | 0.01%             | 2038-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | 30Y RTR C3.25 04/30/2026 SYNTH/SWAPTION                                                                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   -12838000 | NC      | $-10511.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET-BACKED EUROPEAN SECURITISATION TRANSACTION TWENTY-FOUR SRL                                            | ASSET-BACKED EUROPEAN SECURITISATION TRANSACTION TWENTY-FOUR SRL 24-R D 1MEUR+160 08/16/2040 REGS                                | CUSIP: N/A<br>LEI: 8156003524A4F7B21C64       | Long             | ABS-CBDO         | CORP              | IT        |      100000 | PA      | $119163.41     | 0.00%             | 2040-08-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.36% 09/25/2032                                                                                  | CUSIP: 3137HNTK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6300000 | PA      | $6423254.46    | 0.01%             | 2032-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H8 MTG TR                                                                                        | CROSS 2025-H8 A1A MTG TR 5.003% 11/25/2070 144A                                                                                  | CUSIP: 22757XAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      383009 | PA      | $384616.33     | 0.00%             | 2070-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-JDI                                                                       | BX COMMERCIAL MORTGAGE TRUST 2025-JDI E TSFR1M+ 11/15/2042 144A                                                                  | CUSIP: 05594LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      152943 | PA      | $153325.23     | 0.00%             | 2042-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 7%/VAR PERP REGS                                                                                          | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $413432.80     | 0.00%             | 2199-12-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2020-1 LTD                                                                                    | WELLFLEET CLO 2020-1 LTD BRR TSFR3M+ 04/15/2033 144A                                                                             | CUSIP: 94949GBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250196.50     | 0.00%             | 2033-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 3 LTD                                                                                              | 1988 CLO 3 LTD A1R TSFR3M+ 10/15/2038 144A                                                                                       | CUSIP: 653949AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249625.00     | 0.00%             | 2038-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                                              | AA BOND CO LTD 5.5% 07/31/2050 REGS                                                                                              | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |      460000 | PA      | $625050.36     | 0.00%             | 2050-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                                           | JORDAN KINGDOM OF 5.75% 11/12/2032 144A                                                                                          | CUSIP: 418097AP6<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      918000 | PA      | $902394.00     | 0.00%             | 2032-11-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO IV LTD / TRESTLES CLO IV LLC                                                                   | TRESTLES CLO IV LTD / TRESTLES CLO IV LLC TSFR3M+ 10/30/2038 144A                                                                | CUSIP: 89532WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250035.25     | 0.00%             | 2038-10-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-JDI                                                                       | BX COMMERCIAL MORTGAGE TRUST 2025-JDI A TSFR1M+ 11/15/2042 144A                                                                  | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      841186 | PA      | $842237.28     | 0.00%             | 2042-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                                            | ENTERGY CORP NEW 6.1%/VAR 06/15/2056                                                                                             | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     2485000 | PA      | $2505598.17    | 0.01%             | 2056-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                                            | ENTERGY CORP NEW 5.875%/VAR 06/15/2056                                                                                           | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      252000 | PA      | $253211.87     | 0.00%             | 2056-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                                                          | CIPHER COMPUTE LLC 7.125% 11/15/2030 144A                                                                                        | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      395000 | PA      | $411725.88     | 0.00%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                                 | WAYFAIR LLC 6.75% 11/15/2032 144A                                                                                                | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81535.60      | 0.00%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENERGY HOLDINGS SARL                                                                             | BREAKWATER ENERGY HOLDINGS SARL 9.25% 11/15/2030 144A                                                                            | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |       65000 | PA      | $69244.57      | 0.00%             | 2030-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DRMT 2025-INV1                                                                                              | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2025-INV1 6.68% 11/25/2060 144A                                                             | CUSIP: 24382EAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $102379.88     | 0.00%             | 2060-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 08/01/2055#SL2271                                                                                                 | CUSIP: 31427PQZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4363039 | PA      | $4510709.34    | 0.01%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DRMT 2025-INV1                                                                                              | DRMT 2025-INV1 VAR 11/25/2060 144A                                                                                               | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      448550 | PA      | $451984.93     | 0.00%             | 2060-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AXA LOGISTICS EUROPE MASTER SCA                                                                             | AXA LOGISTICS EUROPE MASTER SCA 3.375% 05/13/2031 REGS                                                                           | CUSIP: N/A<br>LEI: 213800IWFTNKN5BPH814       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $119184.77     | 0.00%             | 2031-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 03/10/2026                                                                                                          | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1514000 | PA      | $1512779.82    | 0.00%             | 2026-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                                                         | NIGERIA REPUBLIC 9.1297% 01/13/2046 144A                                                                                         | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      560000 | PA      | $609280.00     | 0.00%             | 2046-01-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.625% 11/15/2055                                                                                    | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    43605000 | PA      | $43530053.91   | 0.10%             | 2055-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 11/15/2035                                                                                                          | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   107530000 | PA      | $107916435.94  | 0.24%             | 2035-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                               | INTERCONTINENTAL EXCHANGE INC 3.95% 12/01/2028                                                                                   | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4104469.82    | 0.01%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                               | INTERCONTINENTAL EXCHANGE INC 4.2% 03/15/2031                                                                                    | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3017796.00    | 0.01%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                                                       | TRANSCONTINENTAL GAS LINE LLC 5.1% 03/15/2036 144A                                                                               | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       48000 | PA      | $48939.20      | 0.00%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                                    | ALLISON TRANSMISSION INC 5.875% 12/01/2033 144A                                                                                  | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      255000 | PA      | $260410.92     | 0.00%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X2                                                                   | AFFIRM ASSET SECURITIZATION TRUST 2025-X2 4.56% 10/15/2030 144A                                                                  | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100154.06     | 0.00%             | 2030-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4                                                        | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4 7.47% 08/15/2031 144A                                                       | CUSIP: 10806EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1551906.45    | 0.00%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELP 2025-ELP                                                                                                | ELP COML MTG TR 2025-ELP 4.71318% 11/13/2042 144A                                                                                | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2195000 | PA      | $2212299.67    | 0.00%             | 2042-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                                                         | NEW IMMO HLD SA 4.95% 11/14/2030 REGS                                                                                            | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120858.85     | 0.00%             | 2030-11-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                                                                            | SMITHS GROUP PLC 3.625% 11/13/2033 REGS                                                                                          | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | DBT              | CORP              | GB        |      810000 | PA      | $956871.59     | 0.00%             | 2033-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                         | GLOBAL PAYMENTS INC 4.5% 11/15/2028                                                                                              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     3335000 | PA      | $3342670.63    | 0.01%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                         | GLOBAL PAYMENTS INC 4.875% 11/15/2030                                                                                            | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1835000 | PA      | $1832848.30    | 0.00%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                         | GLOBAL PAYMENTS INC 5.55% 11/15/2035                                                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      545000 | PA      | $542116.99     | 0.00%             | 2035-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 4.35% 01/15/2029                                                                                                  | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     7466000 | PA      | $7526788.02    | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM6                                                         | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM6 A1 VAR 11/25/2065 144A                                                       | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-CBDO         | CORP              | US        |      306319 | PA      | $308531.82     | 0.00%             | 2065-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT 2025-11 MORTGAGE LOAN TRUST                                                                            | COLT 2025-11 MORTGAGE LOAN TRUST VAR 11/25/2070 144A                                                                             | CUSIP: 12676KAC7<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-CBDO         | CORP              | US        |      501302 | PA      | $504390.79     | 0.00%             | 2070-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 08/01/2054#DB7695                                                                                                   | CUSIP: 3140AHRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18214 | PA      | $19577.68      | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 11/01/2053#QH4141                                                                                                   | CUSIP: 3133CGS65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       87394 | PA      | $93301.15      | 0.00%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 08/01/2054#SD6166                                                                                                   | CUSIP: 3132DTZ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      267206 | PA      | $287209.17     | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 06/01/2054#FS8247                                                                                                   | CUSIP: 3140XQEV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      238244 | PA      | $256004.72     | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 08/01/2054#DC1886                                                                                                   | CUSIP: 3140APCY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24094 | PA      | $25724.00      | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 12/01/2053#SD4486                                                                                                   | CUSIP: 3132E06X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102573 | PA      | $109273.97     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 11/01/2053#DA4061                                                                                                   | CUSIP: 3140A4QP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15991 | PA      | $16945.03      | 0.00%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 12/01/2053#DA5755                                                                                                   | CUSIP: 3140A6MD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51843 | PA      | $54758.85      | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 12/01/2053#DA7964                                                                                                   | CUSIP: 3140A8Z62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19951 | PA      | $21109.10      | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 12/01/2053#DA5761                                                                                                   | CUSIP: 3140A6MK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52078 | PA      | $55031.56      | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-DSC2                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2025-DSC2 5.038% 01/25/2066 144A                                                             | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-CBDO         | CORP              | US        |      151185 | PA      | $152220.06     | 0.00%             | 2066-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 11/01/2053#DA5020                                                                                                   | CUSIP: 3140A5SJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28250 | PA      | $29838.87      | 0.00%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 02/01/2054#FS6962                                                                                                   | CUSIP: 3140XNWY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      223330 | PA      | $238356.19     | 0.00%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 04/01/2054#DB2710                                                                                                   | CUSIP: 3140ACAL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9190 | PA      | $9706.98       | 0.00%             | 2054-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 08/01/2054#DC2009                                                                                                   | CUSIP: 3140APGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14062 | PA      | $14934.94      | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 01/01/2054#CB7813                                                                                                   | CUSIP: 3140QTVF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      787283 | PA      | $840991.54     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 10/01/2053#BY6665                                                                                                   | CUSIP: 3140NPMP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22944 | PA      | $24490.62      | 0.00%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 01/01/2054#FS6966                                                                                                   | CUSIP: 3140XNW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      436905 | PA      | $464321.78     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 08/01/2054#DB9573                                                                                                   | CUSIP: 3140AKT70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21781 | PA      | $23163.60      | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 01/01/2054#RJ0718                                                                                                   | CUSIP: 3142GQYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1066689 | PA      | $1136708.36    | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 02/01/2054#FS7546                                                                                                   | CUSIP: 3140XPL49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      732527 | PA      | $780382.76     | 0.00%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 01/01/2054#FS6965                                                                                                   | CUSIP: 3140XNW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      500729 | PA      | $532502.20     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 01/01/2054#SD4777                                                                                                   | CUSIP: 3132DSJW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      614106 | PA      | $653265.85     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 11/01/2053#FS6420                                                                                                   | CUSIP: 3140XND27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      983854 | PA      | $1050050.68    | 0.00%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 09/01/2053#FS5897                                                                                                   | CUSIP: 3140XMRT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      596519 | PA      | $634184.14     | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 01/01/2054#SD4982                                                                                                   | CUSIP: 3132DSRB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1588211 | PA      | $1688990.10    | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 09/01/2054#CB9174                                                                                                   | CUSIP: 3140QVFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      472392 | PA      | $504655.11     | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 7% 08/01/2054#BU4941                                                                                              | CUSIP: 3140M6P31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50584 | PA      | $53907.99      | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 07/01/2054#DC0787                                                                                                   | CUSIP: 3140AM2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19624 | PA      | $21019.91      | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 08/01/2054#DB9800                                                                                                   | CUSIP: 3140AK3J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45649 | PA      | $49066.80      | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 12/01/2053#DA5760                                                                                                   | CUSIP: 3140A6MJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69406 | PA      | $73433.10      | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 10/01/2053#QH2619                                                                                                   | CUSIP: 3133CE4C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23188 | PA      | $24420.47      | 0.00%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 12/01/2053#DA5759                                                                                                   | CUSIP: 3140A6MH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      219591 | PA      | $231881.44     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 11/01/2053#DA3194                                                                                                   | CUSIP: 3140A3RQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45950 | PA      | $48676.48      | 0.00%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 07/01/2054#QJ3375                                                                                                   | CUSIP: 3133CTXC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17362 | PA      | $18508.10      | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 12/01/2053#QH7580                                                                                                   | CUSIP: 3133CLM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       81539 | PA      | $86125.28      | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUMMIT ISSUER LLC                                                                                           | SUMMIT ISSUER LLC 5.208% 11/20/2055 144A                                                                                         | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      488000 | PA      | $495859.68     | 0.00%             | 2055-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2025-CES1                                                                      | DEEPHAVEN RESIDENTIAL MTG TR 2025-CES1 5.224% 10/25/2055 144A                                                                    | CUSIP: 24380WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      314161 | PA      | $317466.39     | 0.00%             | 2055-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                                   | SUNOCO LP 6.625% 08/15/2032 144A                                                                                                 | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      905000 | PA      | $936761.88     | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| A10 2025-FL6 ISSUER LLC                                                                                     | A10 2025-FL6 ISSUER LLC A TSFR1M+146.5 05/15/2042 144A                                                                           | CUSIP: 00028AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      375000 | PA      | $375234.26     | 0.00%             | 2042-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 11/20/2055#MB0744                                                                                                   | CUSIP: 3618N5ZJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5745115 | PA      | $5680086.43    | 0.01%             | 2055-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | PANAMA REPUBLIC OF SWAP 06/20/26                                                                                                 | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DCR              | CORP              | US        |      831000 | NC      | $3104.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 5.75% 05/20/2035                                                                                     | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     5560000 | PA      | $5798751.79    | 0.01%             | 2035-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2025-NQM5                                                                         | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5 VAR 08/25/2065 144A                                                                | CUSIP: 64832GAC8<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-CBDO         | CORP              | US        |      253846 | PA      | $256403.19     | 0.00%             | 2065-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                                                             | ARDAGH GROUP SA 9.5% 12/01/2030 144A                                                                                             | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      198000 | PA      | $214746.44     | 0.00%             | 2030-12-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BT FINANCE PLC                                                                                              | BT FINANCE PLC 3.375% 11/17/2032 REGS                                                                                            | CUSIP: N/A<br>LEI: 64882D4OUTP2YP126091       | Long             | DBT              | CORP              | GB        |      275000 | PA      | $325362.87     | 0.00%             | 2032-11-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 5.875% 11/30/2045                                                                                     | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       87000 | PA      | $87946.04      | 0.00%             | 2045-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 5.875% 11/30/2055                                                                                     | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1156000 | PA      | $1163739.40    | 0.00%             | 2055-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 6% 11/30/2065                                                                                         | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1159440.22    | 0.00%             | 2065-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                                                   | CARPENTER TECHNOLOGY CORP 5.625% 03/01/2034 144A                                                                                 | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      180000 | PA      | $183542.22     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO PLC                                                                                             | DEUCE FINCO PLC 7% 11/20/2031 REGS                                                                                               | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $137269.59     | 0.00%             | 2031-11-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                                                          | APLD COMPUTECO LLC 9.25% 12/15/2030 144A                                                                                         | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      840000 | PA      | $881657.28     | 0.00%             | 2030-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM5 TRUST                                                                                        | PRPM 2025-NQM5 TRUST 5.176% 10/25/2070 144A                                                                                      | CUSIP: 69383FAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      381017 | PA      | $385195.00     | 0.00%             | 2070-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                                              | CANADIAN NATL RESOURCES LTD 5% 12/15/2029                                                                                        | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    10920000 | PA      | $11269939.26   | 0.03%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                                              | CANADIAN NATL RESOURCES LTD 5.4% 12/15/2034                                                                                      | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     4100000 | PA      | $4246670.90    | 0.01%             | 2034-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STWD 2025-FL4 LLC                                                                                           | STWD 2025-FL4 LLC AS TSFR1M+ 170 11/19/2042 144A                                                                                 | CUSIP: 863922AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1035000 | PA      | $1036292.92    | 0.00%             | 2042-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                                           | LYB INTERNATIONAL FINANCE III LLC 5.875% 01/15/2036                                                                              | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101099.42     | 0.00%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-HE7                                                                                        | FIGRE TRUST 2025-HE7 5.15% 11/25/2055 144A                                                                                       | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      234551 | PA      | $236822.62     | 0.00%             | 2055-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                                                                  | ENTAIN PLC 4.875% 11/30/2031 REGS                                                                                                | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | DBT              | CORP              | IM        |      100000 | PA      | $118648.28     | 0.00%             | 2031-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                                                             | ARDAGH GROUP SA 9.5% 12/01/2030 REGS                                                                                             | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |       83000 | PA      | $90019.97      | 0.00%             | 2030-12-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                                                                            | AUSTRALIA and N ZEAL BKG GRP LTD 5.1454%/VAR 08/18/2036 REGS                                                                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      400000 | PA      | $543879.19     | 0.00%             | 2036-08-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                                                                        | AMCOR UK FINANCE PLC 3.75% 02/20/2033                                                                                            | CUSIP: 0234EVAD3<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |     1105000 | PA      | $1317622.92    | 0.00%             | 2033-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                                         | SCHWAB CHARLES CORP 4.914%/VAR 11/14/2036                                                                                        | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1260378.06    | 0.00%             | 2036-11-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                                                        | COMMERCIAL METALS CO 5.75% 11/15/2033 144A                                                                                       | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      575000 | PA      | $586663.88     | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                                                        | COMMERCIAL METALS CO 6% 12/15/2035 144A                                                                                          | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      385000 | PA      | $394335.48     | 0.00%             | 2035-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                                                        | NEXTERA ENERGY OPERATING PARTNERS LP 7.75% 04/15/2034 144A                                                                       | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155527.65     | 0.00%             | 2034-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 01/01/2054#SD4983                                                                                                   | CUSIP: 3132DSRC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1972899 | PA      | $2097317.65    | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 06/01/2054#SD5670                                                                                                   | CUSIP: 3132DTJP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1827378 | PA      | $1950329.49    | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 02/01/2054#SD5671                                                                                                   | CUSIP: 3132DTJQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1021705 | PA      | $1085819.04    | 0.00%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 08/01/2054#SD6167                                                                                                   | CUSIP: 3132DTZ86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      803756 | PA      | $858337.36     | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 09/01/2054#SD6996                                                                                                   | CUSIP: 3132DUXZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1034023 | PA      | $1099232.10    | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 01/01/2054#SD7218                                                                                                   | CUSIP: 3132DVAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1919587 | PA      | $2045593.17    | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 06/01/2054#SD7219                                                                                                   | CUSIP: 3132DVAU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1799249 | PA      | $1913982.14    | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 12/01/2053#QH7568                                                                                                   | CUSIP: 3133CLMR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      223226 | PA      | $235719.92     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 03/01/2054#QI3065                                                                                                   | CUSIP: 3133W9MN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43370 | PA      | $46329.02      | 0.00%             | 2054-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 11/01/2053#DA3197                                                                                                   | CUSIP: 3140A3RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      123866 | PA      | $131412.59     | 0.00%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 11/01/2054#DC6582                                                                                                   | CUSIP: 3140AUJ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31778 | PA      | $33928.53      | 0.00%             | 2054-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 7% 07/01/2054#BU4763                                                                                              | CUSIP: 3140M6JH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59184 | PA      | $63429.52      | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 7% 06/01/2054#BU4772                                                                                              | CUSIP: 3140M6JS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       64528 | PA      | $68970.98      | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 09/01/2053#BX4447                                                                                                   | CUSIP: 3140N85H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44105 | PA      | $46790.00      | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 10/01/2053#CB7313                                                                                                   | CUSIP: 3140QTDT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      562436 | PA      | $599355.64     | 0.00%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 09/01/2054#CB9172                                                                                                   | CUSIP: 3140QVFN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      482234 | PA      | $516526.32     | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 12/01/2053#FS6922                                                                                                   | CUSIP: 3140XNVQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      937756 | PA      | $997260.82     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 01/01/2054#FS6964                                                                                                   | CUSIP: 3140XNW26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      870311 | PA      | $927440.35     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 01/01/2054#FS6771                                                                                                   | CUSIP: 3140XNQZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1538929 | PA      | $1635980.07    | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 09/01/2054#CB9173                                                                                                   | CUSIP: 3140QVFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      328793 | PA      | $351659.84     | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+140 02/25/2055                                                                            | CUSIP: 3137HJGH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      793446 | PA      | $800830.20     | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                                                 | ACUSHNET CO 5.625% 12/01/2033 144A                                                                                               | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127220.75     | 0.00%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                                                             | ARDAGH GROUP SA PIK VAR 12/01/2030 REGS                                                                                          | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |      113000 | PA      | $128920.69     | 0.00%             | 2030-12-01      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | BLACKROCK CDS SWAP 5% 06/20/2027                                                                                                 | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |       57000 | NC      | $2719.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM5 TRUST                                                                                       | HOMES 2025-NQM5 TRUST VAR 09/25/2070 144A                                                                                        | CUSIP: 43762CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      428330 | PA      | $430712.45     | 0.00%             | 2070-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-3                                                                               | LENDMARK FUNDING TRUST 2025-3 4.51% 05/20/2035 144A                                                                              | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      696000 | PA      | $701147.55     | 0.00%             | 2035-05-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-3                                                                               | LENDMARK FUNDING TRUST 2025-3 4.83% 05/20/2035 144A                                                                              | CUSIP: 525951AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      115000 | PA      | $115935.74     | 0.00%             | 2035-05-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.625% 11/15/2045                                                                                    | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    64030000 | PA      | $64450196.88   | 0.14%             | 2045-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-3                                                                               | LENDMARK FUNDING TRUST 2025-3 5.64% 05/20/2035 144A                                                                              | CUSIP: 525951AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2620000 | PA      | $2658731.20    | 0.01%             | 2035-05-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                                                 | GARTNER INC 4.95% 03/20/2031                                                                                                     | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3254040.93    | 0.01%             | 2031-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIV TR 2025-APTS                                                                                           | UNIV TR 2025-APTS A TSFR1M+165 11/15/2030 144A                                                                                   | CUSIP: 91336XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      757000 | PA      | $756676.08     | 0.00%             | 2042-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIV TR 2025-APTS                                                                                           | UNIV TR 2025-APTS B TSFR1M+225 11/15/2030 144A                                                                                   | CUSIP: 91336XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99957.74      | 0.00%             | 2042-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                                                             | ARDAGH GROUP SA PIK STEP 12/01/2030 144A                                                                                         | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      834000 | PA      | $804810.00     | 0.00%             | 2030-12-01      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| ASIMI FUNDING 2025-2 PLC                                                                                    | ASIMI FUNDING 2025-2 F PLC SONIO+480 12/16/2032 REGS                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |       89979 | PA      | $121791.43     | 0.00%             | 2032-12-16      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ASIMI FUNDING 25-2 PLC                                                                                      | ASIMI FUNDING 25-2 E SONIO+280 12/16/2032 REGS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |       89979 | PA      | $121403.66     | 0.00%             | 2032-12-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EAST ONE 2025-1 PLC                                                                                         | EAST ONE 2025-1 C STEP 02/25/2058 REGS                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $135086.28     | 0.00%             | 2058-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO 44 LTD / LLC                                                                    | BENEFIT STREET PARTNERS CLO 44 LTD / LLC A1 TSFR3M+122 01/15/2039 144A                                                           | CUSIP: 08187NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3210000 | PA      | $3216278.76    | 0.01%             | 2039-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2023-4 LTD                                                                          | BAIN CAPITAL CREDIT CLO 2023-4 LTD A1R TSFR3M+123 01/21/2039 144A                                                                | CUSIP: 05685EAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3750000 | PA      | $3765026.25    | 0.01%             | 2039-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MTG LN TR                                                                                        | HARBORVIEW MTG LN TR 05-1 1A TSFR1M+75.448 03/19/2035                                                                            | CUSIP: 41161PLC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       74787 | PA      | $36827.39      | 0.00%             | 2035-03-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                                                | BX 2025-VOLT A VAR 12/15/2044 144A                                                                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      777000 | PA      | $777728.44     | 0.00%             | 2044-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CNSL 2025-4A                                                                                                | CNSL 2025-4A B 5.766% 12/20/2055 144A                                                                                            | CUSIP: 315961AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1506000 | PA      | $1528849.33    | 0.00%             | 2055-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                              | AMAZON.COM INC 3.9% 11/20/2028                                                                                                   | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      251000 | PA      | $252367.72     | 0.00%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                              | AMAZON.COM INC 4.1% 11/20/2030                                                                                                   | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      204000 | PA      | $205498.97     | 0.00%             | 2030-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                              | AMAZON.COM INC 4.65% 11/20/2035                                                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      308000 | PA      | $309762.06     | 0.00%             | 2035-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                              | AMAZON.COM INC 5.45% 11/20/2055                                                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      306000 | PA      | $301439.74     | 0.00%             | 2055-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                                              | MORGAN STANLEY PRIVATE BANK NA 4.465%/VAR 11/19/2031                                                                             | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     7387000 | PA      | $7432465.88    | 0.02%             | 2031-11-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                                              | MORGAN STANLEY PRIVATE BANK NA 4.204%/VAR 11/17/2028                                                                             | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     9675000 | PA      | $9710995.84    | 0.02%             | 2028-11-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                                       | MOLINA HEALTHCARE INC 6.5% 02/15/2031 144A                                                                                       | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      275000 | PA      | $275878.63     | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                                               | GENMAB A/S/GENMAB FINANCE LLC 7.25% 12/15/2033 144A                                                                              | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |       40000 | PA      | $42448.60      | 0.00%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                                               | GENMAB A/S/GENMAB FINANCE LLC 6.25% 12/15/2032 144A                                                                              | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      130000 | PA      | $134945.20     | 0.00%             | 2032-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2025-6 LTD                                                                                   | CARLYLE US CLO 2025-6 LTD A1 TSFR3M+122 01/20/2039 144A                                                                          | CUSIP: 14320LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3635000 | PA      | $3642655.31    | 0.01%             | 2039-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC                                                                 | SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC BR TSFR3M+150 04/19/2034 144A                                                        | CUSIP: 87167WDE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5125000 | PA      | $5129294.75    | 0.01%             | 2034-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                                                      | SMURFIT KAPPA TREASURY 3.489% 11/24/2031                                                                                         | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $119719.26     | 0.00%             | 2031-11-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                                          | CENOVUS ENERGY INC 4.65% 03/20/2031                                                                                              | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      983000 | PA      | $995473.53     | 0.00%             | 2031-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                                          | CENOVUS ENERGY INC 5.4% 03/20/2036                                                                                               | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      757000 | PA      | $771090.65     | 0.00%             | 2036-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 4.2% 11/15/2030                                                                                                       | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15153.28      | 0.00%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 4.875% 11/15/2035                                                                                                     | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      738000 | PA      | $751906.84     | 0.00%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                                                        | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC 6.75% 12/01/2032 144A                                                                       | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $128668.72     | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST8                                                              | UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST8 C 5.25% 12/15/2033 144A                                                           | CUSIP: 91535UAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      216000 | PA      | $217336.20     | 0.00%             | 2033-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 03/24/2026                                                                                                          | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       84000 | PA      | $83814.30      | 0.00%             | 2026-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                                               | ENBW INTERNATIONAL FINANCE BV 5.7923% 02/26/2036 REGS                                                                            | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1135417.65    | 0.00%             | 2036-02-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC                                   | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6.25% 01/30/2031 144A                                  | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $204702.80     | 0.00%             | 2031-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                                                   | BAXTER INTERNATIONAL INC 5.65% 12/15/2035                                                                                        | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      927000 | PA      | $942646.00     | 0.00%             | 2035-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS SARL                                                                                     | VIVION INVESTMENTS SARL 5.625% 06/08/2030 REGS                                                                                   | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $116120.16     | 0.00%             | 2030-06-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS SARL                                                                                     | VIVION INVESTMENTS SARL EUAMDB05+NA PERP REGS                                                                                    | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | EP               | CORP              | LU        |      100000 | PA      | $111692.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                                                                       | DBR LAND HOLDINGS LLC 6.25% 12/01/2030 144A                                                                                      | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $159867.00     | 0.00%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                                           | EOG RESOURCES INC 4.4% 01/15/2031                                                                                                | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101171.65     | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT 2025-3A                                                                           | GREENSKY HOME IMPROVEMENT 2025-3A 4.52% 12/27/2060 144A                                                                          | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3798427 | PA      | $3825393.05    | 0.01%             | 2060-12-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                                         | JAPAN GOVERNMENT OF 0% 03/02/2026                                                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   300000000 | PA      | $1921045.05    | 0.00%             | 2026-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                                           | CF INDUSTRIES INC 5.3% 11/26/2035                                                                                                | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     1640000 | PA      | $1668312.71    | 0.00%             | 2035-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.375% 11/30/2027                                                                                                      | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9345000 | PA      | $9339159.38    | 0.02%             | 2027-11-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 11/30/2032                                                                                                       | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    52250000 | PA      | $52390829.95   | 0.12%             | 2032-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 12/25/2054                                                                               | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      741112 | PA      | $748142.33     | 0.00%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873245 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     2796155 | NC      | $14906.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+135 08/25/2055                                                                            | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      884964 | PA      | $894271.98     | 0.00%             | 2055-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UPG HI 2025-2 ISSUER TR                                                                                     | UPG HI 2025-2 ISSUER TR 5% 09/25/2047 144A                                                                                       | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      234443 | PA      | $236195.07     | 0.00%             | 2047-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS JERSEY BORROWER SPV LTD                                                                | VANTAGE DATA CENTERS JERSEY BORROWER SPV LTD 6.338% 05/28/2039 REGS                                                              | CUSIP: N/A<br>LEI: 213800S5S638C9IBQ379       | Long             | ABS-CBDO         | CORP              | JE        |      135000 | PA      | $183429.15     | 0.00%             | 2039-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LMRE 2025 SFR1 TRUST                                                                                        | LMRE 2025 SFR1 TRUST 4.5% 12/09/2042 144A                                                                                        | CUSIP: 50208WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      258000 | PA      | $254206.03     | 0.00%             | 2042-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MSCR TRUST MN12                                                                                 | FREDDIE MAC MSCR TRUST MN12 SOFR30A+ 11/25/2045 144A                                                                             | CUSIP: 355913AB0<br>LEI: 529900KABSM46L5D1T20 | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3999993.60    | 0.01%             | 2045-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-3                                                            | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-3 5% 10/20/2049 144A                                                              | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1061112 | PA      | $1069795.47    | 0.00%             | 2049-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+140 02/25/2055                                                                            | CUSIP: 3137HJSS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      368009 | PA      | $371303.17     | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+150 06/25/2055                                                                            | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      503602 | PA      | $509711.65     | 0.00%             | 2055-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+140 08/25/2055                                                                            | CUSIP: 3136BWXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      355172 | PA      | $359101.05     | 0.00%             | 2055-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCMS 2025-BNC1                                                                                              | SCMS 2025-BNC1 A2 4.6047% 04/15/2028 144A                                                                                        | CUSIP: 78398LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4436000 | PA      | $4453390.45    | 0.01%             | 2057-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 5.375% 11/15/2033 144A                                                                             | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      655000 | PA      | $660340.62     | 0.00%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+135 02/25/2055                                                                                | CUSIP: 3136BUE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      531860 | PA      | $536833.11     | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2025-K551 AS 4.54% 10/25/2030                                                                     | CUSIP: 3137HNWW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15297529 | PA      | $15291156.24   | 0.03%             | 2030-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 11/25/2030                                                                                    | CUSIP: 3137HNWV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1700000 | PA      | $1725393.24    | 0.00%             | 2030-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING CO                                                                       | MAUSER PACKAGING SOLUTIONS HOLDING CO 9.25% 04/15/2030 144A                                                                      | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98531.36      | 0.00%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 02/25/2055                                                                               | CUSIP: 3137HJD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      380988 | PA      | $384801.81     | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6                                                                                              | NRZT 2025-NQM6 VAR 10/25/2065 144A                                                                                               | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      605428 | PA      | $609036.74     | 0.00%             | 2065-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING CO                                                                       | MAUSER PACKAGING SOLUTIONS HOLDING CO 7.875% 04/15/2030 144A                                                                     | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      442000 | PA      | $452497.50     | 0.00%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST 2025-110W                                                                     | CHI COMMERCIAL MORTGAGE TRUST 2025-110W D VAR 12/13/2037 144A                                                                    | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      214000 | PA      | $218388.58     | 0.00%             | 2040-12-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 03/31/2026                                                                                                          | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1128000 | PA      | $1124702.29    | 0.00%             | 2026-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 06/01/2055#CC0594                                                                                                 | CUSIP: 3140Y6UU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1320733 | PA      | $1401606.25    | 0.00%             | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+135 09/25/2055                                                                            | CUSIP: 3137HMZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      432805 | PA      | $437450.96     | 0.00%             | 2055-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST 2025-110W                                                                     | CHI COMMERCIAL MORTGAGE TRUST 2025-110W VAR 12/13/2037 144A                                                                      | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      332000 | PA      | $338251.79     | 0.00%             | 2040-12-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+110 09/25/2054                                                                            | CUSIP: 3136BSQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      524590 | PA      | $527643.42     | 0.00%             | 2054-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 03/25/2029                                                                             | CUSIP: 3137HCTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4885322 | PA      | $4877038.65    | 0.01%             | 2029-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 12/25/2055                                                                               | CUSIP: 3137HNZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     9447156 | PA      | $9486342.80    | 0.02%             | 2055-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC SERVICEWORKS EAST LLC                                                                                   | CSC SERVICEWORKS TERM Initial FL1O 1LN 09/04/2030                                                                                | CUSIP: 22946QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       60208 | PA      | $61386.75      | 0.00%             | 2030-09-04      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| CSC SERVICEWORKS EAST LLC                                                                                   | CSC SERVICEWORKS TERM Exchange FLSO TL 1LN 09/04/2030                                                                            | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      350936 | PA      | $271097.74     | 0.00%             | 2030-09-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EDP S.A.                                                                                                    | EDP S.A. EUAMDB05+NA 12/02/2055 REGS                                                                                             | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      100000 | PA      | $118990.81     | 0.00%             | 2055-12-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                                                                             | DUOMO BIDCO SPA FRN 3MEUR+325 01/15/2032 REGS                                                                                    | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118093.59     | 0.00%             | 2032-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES CORP TRUST 2025-NQM6                                                          | GSMBS 2025-NQM6 A1 5.021% 11/25/2029 144A                                                                                        | CUSIP: 362933AA1<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-CBDO         | CORP              | US        |      585251 | PA      | $588699.54     | 0.00%             | 2066-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRCK TRUST 2025-830B                                                                                        | BRCK TRUST 2025-830B E VAR 12/10/2030 144A                                                                                       | CUSIP: 10635AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      388000 | PA      | $399952.07     | 0.00%             | 2042-12-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BRCK TRUST 2025-830B                                                                                        | BRCK TRUST 2025-830B F VAR 12/10/2030 144A                                                                                       | CUSIP: 10635AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      194000 | PA      | $201377.20     | 0.00%             | 2042-12-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BRCK TRUST 2025-830B                                                                                        | BRCK TRUST 2025-830B A VAR 12/10/2030 144A                                                                                       | CUSIP: 10635AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      242000 | PA      | $245165.48     | 0.00%             | 2042-12-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                                            | MERCK and CO INC 4.15% 03/15/2031                                                                                                | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      170000 | PA      | $171157.46     | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                                            | MERCK and CO INC 5.5% 03/15/2046                                                                                                 | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      209000 | PA      | $211468.38     | 0.00%             | 2046-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                                            | MERCK and CO INC 5.55% 12/04/2055                                                                                                | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1624491.87    | 0.00%             | 2055-12-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                                                          | S and P GLOBAL INC 4.25% 01/15/2031 144A                                                                                         | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      159000 | PA      | $159730.23     | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 5.5% 03/31/2034 144A                                                                            | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      110000 | PA      | $111174.03     | 0.00%             | 2034-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLESLEY PARK CLO LTD                                                                                      | WELLESLEY PARK CLO LTD A TSFR3M+ 01/24/2039 144A                                                                                 | CUSIP: 94949AAA2<br>LEI: 254900LVLIQL8YP6PL27 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250746.25     | 0.00%             | 2039-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4% 05/01/2056 #TBA                                                                                                     | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    64750000 | PA      | $62663334.13   | 0.14%             | 2056-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 70 B LTD                                                                         | GOLUB CAPITAL PARTNERS CLO 70 B LTD CR TSFR3M+ 10/25/2037 144A                                                                   | CUSIP: 38182HAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250615.25     | 0.00%             | 2037-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SV VANIR LOGISTICS FINANCE SARL                                                                             | SV VANIR LOGISTICS FINANCE SARL 3MEUR+190 07/23/2037 REGS                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | LU        |      100000 | PA      | $118228.53     | 0.00%             | 2037-07-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.6% 02/15/2066                                                                                            | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      310000 | PA      | $308212.08     | 0.00%             | 2066-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 4.7% 12/15/2032                                                                                              | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      833000 | PA      | $842584.58     | 0.00%             | 2032-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                                           | HERC HOLDINGS INC 5.75% 03/15/2031 144A                                                                                          | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1720000 | PA      | $1743600.12    | 0.00%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                                           | HERC HOLDINGS INC 6% 03/15/2034 144A                                                                                             | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      265000 | PA      | $266413.25     | 0.00%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC 7% 02/15/2031                                                                                              | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      700000 | PA      | $721072.10     | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 04/07/2026                                                                                                          | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44151000 | PA      | $43990787.06   | 0.10%             | 2026-04-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 09/25/2053                                                                            | CUSIP: 3136BQY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4077449 | PA      | $4106849.47    | 0.01%             | 2053-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+110 08/25/2053                                                                            | CUSIP: 3136BQEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      716373 | PA      | $720530.41     | 0.00%             | 2053-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6B FB SOFR30A+105 01/25/2054                                                                      | CUSIP: 3136BQF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      735288 | PA      | $738641.36     | 0.00%             | 2054-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-2                                                           | PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-2 BR TSFR3M+160 07/15/2034 144A                                                  | CUSIP: 70018QAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4950000 | PA      | $4953425.40    | 0.01%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 4.469%/VAR 12/10/2031                                                                             | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     4345000 | PA      | $4369911.28    | 0.01%             | 2031-12-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                                                       | FREEDOM MORTGAGE HOLD 6.875% 05/01/2031 144A                                                                                     | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      580000 | PA      | $559408.37     | 0.00%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.625%/VAR PERP                                                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     2560000 | PA      | $2646479.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                                             | STANDARD BUILDING SOLUTIONS INC 5.875% 03/15/2034 144A                                                                           | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64841.56      | 0.00%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                                                                 | OCWEN LOAN INVESTMENT TRUST 25-HB2 A VAR 11/25/2038 144A                                                                         | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1172359 | PA      | $1136367.20    | 0.00%             | 2038-11-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+160 02/25/2055                                                                            | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      500357 | PA      | $507411.77     | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC 7.375% 02/15/2034                                                                                          | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1027315.00    | 0.00%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2013                                                                                            | WPP FINANCE 2013 3.625% 06/09/2031 REGS                                                                                          | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1515862.11    | 0.00%             | 2031-06-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                                                                    | BIFFA GROUP HOLDINGS LTD 5.25% 06/15/2031 REGS                                                                                   | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      200000 | PA      | $238806.57     | 0.00%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 12/25/2054                                                                               | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      626145 | PA      | $633552.35     | 0.00%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                                                                                      | BRADYPLUS TERM B 1LN 12/29/2032                                                                                                  | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |     1463948 | PA      | $1450230.74    | 0.00%             | 2032-12-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 7.25% 12/11/2055 144A                                                                                   | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      389000 | PA      | $389000.00     | 0.00%             | 2055-12-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 6.75% 09/15/2033                                                                                            | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      160000 | PA      | $158802.06     | 0.00%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 06/15/2034 144A                                                                          | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      540000 | PA      | $566978.94     | 0.00%             | 2034-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                                          | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.125% 12/15/2030 144A                                                                        | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     7582000 | PA      | $7876242.26    | 0.02%             | 2030-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                                           | TELUS CORPORATION 6.625%/VAR 06/09/2056                                                                                          | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      205000 | PA      | $206657.35     | 0.00%             | 2056-06-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                                           | TELUS CORPORATION 6.375%/VAR 06/09/2056                                                                                          | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      160000 | PA      | $162362.56     | 0.00%             | 2056-06-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 12/01/2055#SL3475                                                                                                   | CUSIP: 31427Q2H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4162818 | PA      | $4363045.08    | 0.01%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                                                      | PLANET FITNESS MASTER ISSUER LLC 25-1A A2I 5.5% 12/06/2055 144A                                                                  | CUSIP: 72703PAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2165000 | PA      | $2199608.17    | 0.00%             | 2055-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST 2025-BOCA                                                                    | BOCA COMMERCIAL MORTGAGE TRUST A TSFR1M+160 12/15/2042 144A                                                                      | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6570000 | PA      | $6596703.77    | 0.01%             | 2042-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 31 LTD                                                                                         | FLATIRON CLO 31 LTD A1 TSFR3M+120 01/18/2039 144A                                                                                | CUSIP: 33883WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3139000 | PA      | $3145117.91    | 0.01%             | 2039-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                                                                     | AUSGRID FINANCE PTY LTD 5.946% 12/10/2035 REGS                                                                                   | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |      930000 | PA      | $666447.49     | 0.00%             | 2035-12-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                                          | METRONET INFRASTRUCTURE ISSUER LLC 2025-4A A2 5.163% 12/20/2055 144A                                                             | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4065287.60    | 0.01%             | 2055-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: GBP 4.450000 04-DEC-2025 SON                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     1025900 | NC      | $14367.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESURGENT TRADE AND INVESTMENTS LTD                                                                         | RESURGENT TRADE AND INVESTMENTS LTD 9.51% 12/05/2027 144A                                                                        | CUSIP: 76134NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1115000 | PA      | $1120575.00    | 0.00%             | 2027-12-05      | Fixed         | 0.10%                 | No            |                  3 | On Loan: No      |
| PANORAMA AUTO TRUST 2025-4                                                                                  | PANORAMA AUTO TRUST 2025-4 C BBSW1M+150 04/20/2034 REGS                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | AU        |      500000 | PA      | $356287.29     | 0.00%             | 2034-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                                                      | PLANET FITNESS MASTER ISSUER LLC 25-1A A2II 5.8% 12/06/2055 144A                                                                 | CUSIP: 72703PAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      518000 | PA      | $520413.57     | 0.00%             | 2055-12-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-5                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-5 M3 6.7% 12/25/2055 144A                                                            | CUSIP: 92262KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      187969 | PA      | $189368.60     | 0.00%             | 2055-12-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE11                                                                                            | AREIT 2025-CRE11 A TSFR1M+155 06/18/2043 144A                                                                                    | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      870000 | PA      | $871633.43     | 0.00%             | 2043-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 6.875%/VAR PERP 144A                                                                                                 | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |      200000 | PA      | $201052.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE LP/ENGY FIN C                                                                              | SUBURBAN PROPANE LP/ENGY FIN C 6.5% 12/15/2035 144A                                                                              | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      655000 | PA      | $648341.16     | 0.00%             | 2035-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 FINANCING INC 8.5% 01/15/2036 144A                                                                                       | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1540975.14    | 0.00%             | 2036-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                                 | MERCHANTS FLEET FUNDING LLC 4.66% 01/20/2039 144A                                                                                | CUSIP: 588926AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3130000 | PA      | $3156231.59    | 0.01%             | 2039-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                                 | MERCHANTS FLEET FUNDING LLC 5.03% 01/20/2039 144A                                                                                | CUSIP: 588926AM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $202489.34     | 0.00%             | 2039-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-C39                                                                                       | BBCMS MTG TR 2025-C39 5.22675% 12/15/2058                                                                                        | CUSIP: 05556YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11000 | PA      | $11556.95      | 0.00%             | 2058-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV3.5% MAC 03/18/28                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -317497000 | NC      | $-734739.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISSUER INC                                                                       | ASURION LLC AND ASURION CO-ISSUER INC 8% 12/31/2032 144A                                                                         | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1108074.94    | 0.00%             | 2032-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV4.0% MAC 03/18/56                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     6090000 | NC      | $287491.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV3.5% MAC 03/18/30                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -73598000 | NC      | $-505723.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV3.5% MAC 03/18/29                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -165096000 | NC      | $-1005979.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT K763 A2 VAR 10/25/2032                                                                            | CUSIP: 3137HPET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3800000 | PA      | $3835747.74    | 0.01%             | 2032-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                                                | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 07/01/2034 144A                                                   | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1056257.28    | 0.00%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2025-3EXT                                                                      | HILTON GRAND VACATIONS TRUST 2025-3EXT D 7.64% 10/25/2044 144A                                                                   | CUSIP: 43283DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1543167 | PA      | $1579452.25    | 0.00%             | 2044-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 04/14/2026                                                                                                          | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       95000 | PA      | $94588.10      | 0.00%             | 2026-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-2 LLC                                                                                         | DEXT ABS 2025-2 LLC 4.28% 04/17/2028 144A                                                                                        | CUSIP: 252153AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1275000 | PA      | $1274864.09    | 0.00%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NYC COML MTG TR 2025-77C                                                                                    | NYC COML MTG TR 2025-77C A VAR 01/10/2038 144A                                                                                   | CUSIP: 67123LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $912766.50     | 0.00%             | 2036-01-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC VAR 12/11/2030                                                                                                     | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1732000 | PA      | $1699866.20    | 0.00%             | 2030-12-11      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BENCHMARK 2025-V19 MORTGAGE TRUST                                                                           | BENCHMARK 2025-V19 MORTGAGE TRUST VAR 01/15/2058                                                                                 | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10600000 | PA      | $11074079.70   | 0.02%             | 2058-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-ARIA                                                                                             | BX TR 2025-ARIA A CSTR 12/13/2042 144A                                                                                           | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6720000 | PA      | $6899819.81    | 0.02%             | 2042-12-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                                          | BAUSCH and LOMB TERM B 1LN 01/15/2031                                                                                            | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |      437800 | PA      | $437581.10     | 0.00%             | 2031-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR19                                                                                            | BANK5 2025-5YR19 XB VAR 12/15/2030                                                                                               | CUSIP: 05494RBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8800000 | PA      | $251725.76     | 0.00%             | 2058-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM10                                                   | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM10 VAR 11/25/2070 144A                                                    | CUSIP: 617955AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4488250 | PA      | $4522965.39    | 0.01%             | 2070-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SONARSOURCE FINANCING LLC                                                                                   | SONARSOURCE TERM 1LN 12/19/2030                                                                                                  | CUSIP: 83541WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      245725 | PA      | $228523.83     | 0.00%             | 2030-12-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                                                      | THE CAMPBELL'S COMPANY 4.55% 03/21/2031                                                                                          | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      199000 | PA      | $199342.50     | 0.00%             | 2031-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                                                              | TRANSALTA CORP 5.875% 02/01/2034                                                                                                 | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |      130000 | PA      | $130812.50     | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      500000 | NC      | $-5873.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 11/25/2054                                                                               | CUSIP: 3137HHC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      558850 | PA      | $562125.34     | 0.00%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE SECURITIZATION TRUST 2025-B                                                                   | WILLIS ENGINE SECURITIZATION TRUST 2025-B A 0% 12/15/2050 144A                                                                   | CUSIP: 970910AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3583891 | PA      | $3623230.32    | 0.01%             | 2050-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MTG TR 2025-1                                                                                | SG RESIDENTIAL MTG TR 2025-1 A1 VAR 12/25/2065 144A                                                                              | CUSIP: 81880NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      494355 | PA      | $497114.17     | 0.00%             | 2065-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MTG TR 2025-1                                                                                | SG RESIDENTIAL MTG TR 2025-1 5.231% 12/25/2065 144A                                                                              | CUSIP: 81880NAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      433000 | PA      | $437745.85     | 0.00%             | 2065-12-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7 A1FC VAR 10/26/2065 144A                                                           | CUSIP: 64831YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2721725 | PA      | $2731603.36    | 0.01%             | 2065-10-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES LXX CLO LTD / ARES LXX CLO LLC                                                                         | ARES LXX CLO LTD / ARES LXX CLO LLC A1R TSFR3M+125 01/25/2039 144A                                                               | CUSIP: 039951AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3139000 | PA      | $3140735.87    | 0.01%             | 2039-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-12                                                                          | VERUS SECURITIZATION TRUST 2025-12 5.11% 12/25/2070 144A                                                                         | CUSIP: 92490FAE0<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-CBDO         | CORP              | US        |      248422 | PA      | $251667.76     | 0.00%             | 2070-12-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H10 MTG TR                                                                                       | CROSS MTG 2025-H10 A1 VAR 01/25/2071 144A                                                                                        | CUSIP: 22758YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4431078 | PA      | $4446299.32    | 0.01%             | 2071-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | BLACKROCK CDS SWAP 1% 12/20/2026                                                                                                 | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DCR              | CORP              | US        |     1530000 | NC      | $12626.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 10/25/2030                                                                                    | CUSIP: 3137HPEY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8997968 | PA      | $8997961.87    | 0.02%             | 2030-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COLT 2025-12 MORTGAGE LOAN TRUST                                                                            | COLT 2025-12 MORTGAGE LOAN TRUST 6.861% 01/26/2071 144A                                                                          | CUSIP: 19688UAM4<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100371.67     | 0.00%             | 2071-01-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                                                                 | AUST 10Y BOND FUT JUN26 XMM6                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |           1 | NC      | $-31.06        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM 24-88 FC SOFR30A+140 12/25/2054                                                                      | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      432030 | PA      | $436816.52     | 0.00%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5478 FD SOFR30A+140 02/25/2054                                                                    | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      362613 | PA      | $366012.41     | 0.00%             | 2054-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT 5500 DF SOFR30A+135 10/25/2054                                                                           | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      464571 | PA      | $468356.46     | 0.00%             | 2054-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM6                                                                                              | EFMT 2025-NQM6 5.001% 12/25/2070 144A                                                                                            | CUSIP: 281916AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      380687 | PA      | $383043.83     | 0.00%             | 2070-12-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                                          | BMO MORTGAGE TRUST 5C13 A2 4.8342% 12/15/2058                                                                                    | CUSIP: 09664JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $3267046.72    | 0.01%             | 2058-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                                          | BMO MORTGAGE TRUST 5.3161% 12/15/2058                                                                                            | CUSIP: 09664JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2300000 | PA      | $2395518.31    | 0.01%             | 2058-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 04/21/2026                                                                                                          | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14995000 | PA      | $14919608.44   | 0.03%             | 2026-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | BLACKROCK CDS SWAP 1% 06/20/26                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     4619000 | NC      | $20032.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                                                           | FLASH COMPUTE LLC 7.25% 12/31/2030 144A                                                                                          | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $327558.03     | 0.00%             | 2030-12-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JOBSOHIO BEVERAGE SYS OHIO STATEWIDE LIQUOR PROFITS REV                                                     | JOBSOHIO BEVERA 2.833% 1/1/2038                                                                                                  | CUSIP: 47770VCW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |        5000 | PA      | $4328.85       | 0.00%             | 2038-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOBSOHIO BEVERAGE SYS OHIO STATEWIDE LIQUOR PROFITS REV                                                     | JOBSOHIO BEVERA 2.833% 1/1/2038 PRE                                                                                              | CUSIP: 47770VCT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      320000 | PA      | $279625.79     | 0.00%             | 2038-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LQR TRUST 2025-CALI                                                                                         | LQR TRUST 2025-CALI TSFR1M+ 01/15/2043                                                                                           | CUSIP: 50216WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      451000 | PA      | $450574.35     | 0.00%             | 2043-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.625% 12/31/2030                                                                                                      | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    43590000 | PA      | $43790922.87   | 0.10%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                                                                         | SWF HOLDINGS I CORP 6.5% 10/06/2029 144A                                                                                         | CUSIP: 78500CAF1<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |      712640 | PA      | $285056.00     | 0.00%             | 2029-10-06      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| FIGRE TR 2025-HE8                                                                                           | FIGRE TRUST 2025-HE8 A VAR 11/25/2055 144A                                                                                       | CUSIP: 30191WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3207729 | PA      | $3244504.71    | 0.01%             | 2055-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DBMS 2025-1 DA                                                                                              | DBMS 2025-1X C DAC SONIO+ 02/18/2036 REGS                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      100000 | PA      | $135027.32     | 0.00%             | 2036-02-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                                                       | AMRIZE FINANCE US LLC 4.95% 04/07/2030                                                                                           | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8230639.76    | 0.02%             | 2030-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                                                       | AMRIZE FINANCE US LLC 4.7% 04/07/2028                                                                                            | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3046443.27    | 0.01%             | 2028-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 04/28/2026                                                                                                          | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      880000 | PA      | $874945.68     | 0.00%             | 2026-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                                              | SABRE TERM B1 1LN 07/30/2029                                                                                                     | CUSIP: 78571YBM1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       38937 | PA      | $27061.48      | 0.00%             | 2029-07-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                                               | MODIVCARE BUYER TERM EXIT 1LN 12/29/2030                                                                                         | CUSIP: N/A<br>LEI: 549300EFZIFW7F7I0Q28       | Long             | LON              | CORP              | US        |      511308 | PA      | $470403.65     | 0.00%             | 2030-12-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                                               | MODIVCARE INC                                                                                                                    | CUSIP: N/A<br>LEI: 549300EFZIFW7F7I0Q28       | Long             | EC               | CORP              | US        |       74160 | NS      | $417150.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.3% 12/01/2032#                                                                                                       | CUSIP: 3140Q1EY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    43200000 | PA      | $43743119.04   | 0.10%             | 2032-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 05/05/2026                                                                                                          | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      300000 | PA      | $298090.80     | 0.00%             | 2026-05-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LL                                                                                  | CRESCENT ENERGY FINANCE LLC 9.75% 10/15/2030 144A                                                                                | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      925000 | PA      | $995522.00     | 0.00%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SILVER POINT CLO 3 LTD                                                                                      | SILVER POINT CLO 3 LTD A1R TSFR3M+ 01/18/2039 144A                                                                               | CUSIP: 827925AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250843.25     | 0.00%             | 2039-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.57%/VAR 01/15/2047                                                                                | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      225000 | PA      | $229159.98     | 0.00%             | 2047-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.046%/VAR 01/15/2037                                                                               | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1012104.43    | 0.00%             | 2037-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 4.505%/VAR 01/14/2032                                                                                 | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $201930.27     | 0.00%             | 2032-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 5.4%/VAR 04/10/2037 144A                                                                                 | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1360000 | PA      | $1368208.32    | 0.00%             | 2037-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 5.753% 04/06/2033                                                                                       | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1967000 | PA      | $2004410.51    | 0.00%             | 2033-04-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 4.97% 04/06/2029                                                                                        | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1710841.44    | 0.00%             | 2029-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 4.8% 01/10/2033 144A                                                                                            | CUSIP: 44891AEF0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     2720000 | PA      | $2745463.14    | 0.01%             | 2033-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1                                                                | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1A A3 4.41% 07/16/2029 144A                                                           | CUSIP: 96043BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2003595.40    | 0.00%             | 2029-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                                         | CONSTELLATION ENERGY GENERATION LLC 3.9% 01/08/2028                                                                              | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     2435000 | PA      | $2436023.70    | 0.01%             | 2028-01-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                                                     | SAUDI ARABIA KINGDOM OF 4.125% 01/12/2029 144A                                                                                   | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     6500000 | PA      | $6506110.00    | 0.01%             | 2029-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 5.401% 07/02/2037                                                                                     | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2232000 | PA      | $2297088.53    | 0.01%             | 2037-07-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/01/2053#SL2912                                                                                                 | CUSIP: 31427QGW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3911032 | PA      | $3895394.51    | 0.01%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.417%/VAR 01/13/2037 144A                                                                                               | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     8530000 | PA      | $8588717.45    | 0.02%             | 2037-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                                                      | ORANGE 4.75% 01/13/2033 144A                                                                                                     | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $252915.31     | 0.00%             | 2033-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                                                      | ORANGE 5% 01/13/2036 144A                                                                                                        | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $251099.30     | 0.00%             | 2036-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2050#FM5215                                                                                                   | CUSIP: 3140X8YM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      293761 | PA      | $247113.19     | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#FM9500                                                                                                   | CUSIP: 3140XDRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      631786 | PA      | $530869.31     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2051#FM5984                                                                                                   | CUSIP: 3140X9UJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      185353 | PA      | $156035.75     | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2051#QB7563                                                                                                   | CUSIP: 3133AEML5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      176993 | PA      | $148831.70     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2051#BQ8400                                                                                                   | CUSIP: 3140KUKN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      125406 | PA      | $105452.82     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 08/01/2051#FM8176                                                                                                   | CUSIP: 3140XCCN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      160647 | PA      | $135588.80     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2051#BQ9683                                                                                                   | CUSIP: 3140KVXM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      770321 | PA      | $644627.17     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2051#BT0491                                                                                                   | CUSIP: 3140LNRM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1004607 | PA      | $839115.45     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 07/01/2051#QC4827                                                                                                   | CUSIP: 3133APLG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      628427 | PA      | $524904.10     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#BR7792                                                                                                   | CUSIP: 3140L6US1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      410854 | PA      | $343557.90     | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 07/01/2051#QC4665                                                                                                   | CUSIP: 3133APFE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      179962 | PA      | $150316.09     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2050#BQ5162                                                                                                   | CUSIP: 3140KQWY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      367041 | PA      | $307151.13     | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                                                   | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.75% 01/15/2033                                                       | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      242000 | PA      | $242473.86     | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES LP / ARCHROCK PARTNERS FINANCE CORP                                                       | ARCHROCK SERVICES LP / ARCHROCK PARTNERS FINANCE CORP 6% 02/01/2034 144A                                                         | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $131622.92     | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP/CANADA'S WONDERLAND CO/MILLENNIUM OPERATIONS LLC                               | SIX FLAGS ENTERTAINMENT CORP/CANADA'S WONDERLAND CO/MILLENNIUM OPERATIONS LLC 8.625% 01/15/2032 144A                             | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $5062.47       | 0.00%             | 2032-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 01/01/2056#CC1868                                                                                                   | CUSIP: 3140Y8CE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2588720 | PA      | $2712425.46    | 0.01%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 7% 02/01/2033 144A                                                                                        | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      503000 | PA      | $514290.33     | 0.00%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL USA LLC                                                                               | TOTALENERGIES CAPITAL USA LLC 4.857% 01/13/2036                                                                                  | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101053.17     | 0.00%             | 2036-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL USA LLC                                                                               | TOTALENERGIES CAPITAL USA LLC 4.248% 01/13/2031                                                                                  | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |      160000 | PA      | $161433.60     | 0.00%             | 2031-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL USA LLC                                                                               | TOTALENERGIES CAPITAL USA LLC 4.569% 01/13/2033                                                                                  | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |      163000 | PA      | $165033.35     | 0.00%             | 2033-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 5.243%/VAR 01/13/2037 144A                                                                                | CUSIP: 85325C2L5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      390000 | PA      | $392479.29     | 0.00%             | 2037-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP CP 0% 03/04/2026                                                                                                        | CUSIP: 00809KC48<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    14200000 | PA      | $14192172.96   | 0.03%             | 2026-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 02/01/2054#SL3338                                                                                                   | CUSIP: 31427QV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      575558 | PA      | $592404.96     | 0.00%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                                                    | ENEL SPA EUAMDB05+NA PERP REGS                                                                                                   | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      230000 | PA      | $270748.87     | 0.00%             | 2199-12-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                                                | AMPRION GMBH 4.58% 01/15/2046 REGS                                                                                               | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1085771.17    | 0.00%             | 2046-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOPPER MERGER SUB INC                                                                                       | HOLOGIC TERM B 1LN 01/14/2033                                                                                                    | CUSIP: 43644ABL2<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |      207447 | PA      | $204854.36     | 0.00%             | 2033-01-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SLG COMMERCIAL MORTGAGE TRUST 2026-PAT                                                                      | SLG COMMERCIAL MORTGAGE TRUST 2026-PAT CSTR 02/15/2039 144A                                                                      | CUSIP: 78451CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      533000 | PA      | $540657.18     | 0.00%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+54 10/25/2030                                                                             | CUSIP: 3137HPU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5039515 | PA      | $5039511.62    | 0.01%             | 2030-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THAIOIL TREASURY CENTER CO LTD                                                                              | THAIOIL TREASURY CENTER CO LTD 6.1%/VAR PERP REGS                                                                                | CUSIP: N/A<br>LEI: 549300NH03B9E8VGJR89       | Long             | DBT              | CORP              | TH        |      400000 | PA      | $402218.28     | 0.00%             | 2199-12-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SJM INTERNATIONAL LTD                                                                                       | SJM INTERNATIONAL LTD 6.5% 01/15/2031 REGS                                                                                       | CUSIP: N/A<br>LEI: 254900D15HMHW0MJ6N62       | Long             | DBT              | CORP              | VG        |      400000 | PA      | $398326.68     | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                                                       | CELLNEX FINANCE CO SA 3.875% 01/19/2036 REGS                                                                                     | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $117694.92     | 0.00%             | 2036-01-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | PEMEX SWAP 03/20/2026                                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     5332000 | NC      | $8585.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG TRUST 2025-INFL                                                                                         | TPG TRUST 2025-INFL TSFR1M+ 08/15/2035 144A                                                                                      | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100325.03     | 0.00%             | 2035-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.5% 01/15/2029                                                                                                        | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20610000 | PA      | $20672796.20   | 0.05%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAVILLION CONSUMER 2025 1 PLC                                                                               | PAVILLION CONSUMER PLC 2025-1X C SONIO+160 01/25/2036 REGS                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $134729.56     | 0.00%             | 2036-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                                               | CLEARWAY ENERGY OPER LLC 5.75% 01/15/2034 144A                                                                                   | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      170000 | PA      | $172240.09     | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2026-SFR1 TR                                                                           | PROGRESS RESIDENTIAL 2026-SFR1 TRUST 4% 02/17/2043 144A                                                                          | CUSIP: 74334HAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2470000 | PA      | $2350525.11    | 0.01%             | 2043-02-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFP 2026-13 LTD                                                                                             | PFP 2026-13 LTD A TSFR1M+ 08/18/2043 144A                                                                                        | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      134000 | PA      | $134544.82     | 0.00%             | 2043-08-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ACREC 2026-FL4 LLC                                                                                          | ACREC 2026-FL4 LLC A TSFR1M+ 01/18/2043 144A                                                                                     | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300375.69     | 0.00%             | 2043-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERSUS SECURITIZATION TR 2026-1                                                                             | VERSUS SECURITIZATION TR 2026-1 STEP 01/25/2071 144A                                                                             | CUSIP: 92541JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      396241 | PA      | $396811.92     | 0.00%             | 2071-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      100000 | NC      | $-1174.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                                                    | TELEFONICA EMISIONES SAU EUAMDB05+NA PERP REGS                                                                                   | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | EP               | CORP              | ES        |      100000 | PA      | $117788.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2026-CES1                                                                                    | TOWD POINT MORTGAGE TRUST 2026-CES1 A1 4.961% 12/25/2065 144A                                                                    | CUSIP: 89190LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2884583 | PA      | $2894136.23    | 0.01%             | 2066-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER HOLDINGS CORP                                                                       | SAN MIGUEL GLOBAL POWER HOLDINGS CORP 8.375%/VAR PERP REGS                                                                       | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |      300000 | PA      | $304125.00     | 0.00%             | 2199-12-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| REACH ABS TR 2026-1A                                                                                        | REACH ABS TR 2026-1A B 0% 02/15/2033 144A                                                                                        | CUSIP: 75526XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1102113.43    | 0.00%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL PWR HLDGS S A                                                                                 | CONTOURGLOBAL PWR HLDGS S A 4.375% 07/31/2031 REGS                                                                               | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $233101.79     | 0.00%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERSUS SECURITIZATION TR 2026-1                                                                             | VERSUS SECURITIZATION TR 2026-1 5.02% 01/25/2071 144A                                                                            | CUSIP: 92541JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      136477 | PA      | $137996.99     | 0.00%             | 2071-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2026-NQM1                                                         | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2026-NQM1 VAR 11/25/2065 144A                                                          | CUSIP: 802931AC9<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-CBDO         | CORP              | US        |      215573 | PA      | $216553.99     | 0.00%             | 2065-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 4.55% 01/15/2031                                                                                              | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1670000 | PA      | $1686004.11    | 0.00%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 4.7% 01/31/2031 144A                                                                                    | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      670000 | PA      | $673833.35     | 0.00%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 5.35% 01/31/2036 144A                                                                                   | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      470000 | PA      | $473253.81     | 0.00%             | 2036-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.3% 01/15/2056                                                                                               | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1411678.03    | 0.00%             | 2056-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 VENDOR FINANCING NOTES VI DAC                                                               | VIRGIN MEDIA O2 VENDOR FINANCING NOTES VI DAC 8.5% 03/15/2033 144A                                                               | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |      373000 | PA      | $342345.67     | 0.00%             | 2033-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | PEMEX CDS SWAP 03/20/2026                                                                                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     2530000 | NC      | $4073.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                                                                             | GS FINANCE CORP VAR 01/15/2031                                                                                                   | CUSIP: 40058WV86<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |     3670000 | PA      | $3581945.69    | 0.01%             | 2031-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                                            | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 6.375% 04/15/2066                                               | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      210000 | PA      | $213750.60     | 0.00%             | 2066-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                                            | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 6.25% 03/01/2056                                                | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      994000 | PA      | $1014989.97    | 0.00%             | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                                            | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 5.95% 04/20/2035                                                | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1275000 | PA      | $1351846.14    | 0.00%             | 2035-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                                            | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 5.5% 01/15/2036                                                 | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2040000 | PA      | $2093426.78    | 0.00%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 3.739%/VAR 04/20/2034 REGS                                                                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1790623.98    | 0.00%             | 2034-04-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 6.125% 01/21/2031                                                                                           | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      211000 | PA      | $210472.50     | 0.00%             | 2031-01-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 5.375% 01/21/2029                                                                                           | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1700000 | PA      | $1696600.00    | 0.00%             | 2029-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                                               | JEFFERIES FINANCIAL GROUP INC 5.5% 02/15/2036                                                                                    | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1037587.29    | 0.00%             | 2036-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS US INC                                                                           | GFL ENVIRONMENTAL HOLDINGS US INC 5.5% 02/01/2034 144A                                                                           | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $105377.69     | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | SCDS: (SFRFP) SWAP/CDSWAP 5.0 06/20/2027                                                                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              | CORP              | GB        |       51000 | NC      | $2433.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 05/19/2026                                                                                                          | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1325000 | PA      | $1314742.87    | 0.00%             | 2026-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VCAT ASSET SECURITIZATION LLC                                                                               | VCAT ASSET SECURITIZATION LLC VAR 01/25/2056 144A                                                                                | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $897492.96     | 0.00%             | 2056-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                                                    | UNITED OVERSEAS BANK LTD 3%/VAR PERP REGS                                                                                        | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |      500000 | PA      | $394590.37     | 0.00%             | 2199-12-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC/ONTARIO                                                                           | ROGERS COMMUNICATIONS INC/ONTARIO YCP 0% 03/13/2026                                                                              | CUSIP: 77511MCC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     5800000 | PA      | $5791897.40    | 0.01%             | 2026-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTL LTD / TAL INTL CONTAINER CORP                                                         | TRITON CONTAINER INTL LTD / TAL INTL CONTAINER CORP 5.15% 02/15/2033                                                             | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      235000 | PA      | $234976.50     | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2026-1                                                         | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2026-1 5.1% 01/12/2033 144A                                                         | CUSIP: 02531FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3700000 | PA      | $3736476.45    | 0.01%             | 2033-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO CP 0% 03/03/2026                                                                                   | CUSIP: 8424C1C30<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6297217.29    | 0.01%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.347%/VAR 01/22/2032                                                                                      | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    15404000 | PA      | $15483091.68   | 0.03%             | 2032-01-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST                                                                              | ARES COMMERCIAL MORTGAGE TRUST 2026-GCP A TSFR1M+135 02/15/2043 144A                                                             | CUSIP: 04021QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      540000 | PA      | $540168.32     | 0.00%             | 2043-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                                                            | SOFI CONSUMER LOAN PROGRAM TRUST 4.81% 12/26/2035 144A                                                                           | CUSIP: 83408AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $654801.36     | 0.00%             | 2035-12-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                                                            | SOFI CONSUMER LOAN PROGRAM TRUST 4.37% 12/26/2035 144A                                                                           | CUSIP: 83408AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5600000 | PA      | $5603274.88    | 0.01%             | 2035-12-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMX 2026-1                                                                                                | CARMX 2026-1 A3 4.38% 03/17/2031                                                                                                 | CUSIP: 14320XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2016094.60    | 0.00%             | 2031-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2026-1                                                                     | EXETER AUTOMOBILE RECEIVABLES TR 2026-1A A3 4.17% 03/15/2030                                                                     | CUSIP: 30168HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1380000 | PA      | $1383362.37    | 0.00%             | 2030-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY885799 12/15/56 S                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     1100000 | NC      | $-12922.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST IV LLC                                                                    | ONDECK ASSET SECURITIZATION TRUST IV LLC 4.84% 11/17/2032 144A                                                                   | CUSIP: 67108SAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1513448.85    | 0.00%             | 2032-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                                                 | NATIONAL AUSTRALIA BANK LTD 3.612%/VAR 01/22/2036 REGS                                                                           | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      300000 | PA      | $356432.48     | 0.00%             | 2036-01-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.433%/VAR 01/23/2047                                                                                     | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      251000 | PA      | $248496.34     | 0.00%             | 2047-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 4.96%/VAR 01/23/2037                                                                                      | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      775000 | PA      | $777946.95     | 0.00%             | 2037-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.148%/VAR 01/21/2029                                                                              | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      149000 | PA      | $149061.71     | 0.00%             | 2029-01-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.516%/VAR 01/21/2032                                                                              | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      369000 | PA      | $371278.53     | 0.00%             | 2032-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.065%/VAR 01/21/2037                                                                              | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3902000 | PA      | $3929444.95    | 0.01%             | 2037-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.541%/VAR 01/21/2047                                                                              | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      330000 | PA      | $328453.08     | 0.00%             | 2047-01-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.493%/VAR 01/16/2032                                                                                             | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1156668.48    | 0.00%             | 2032-01-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.314%/VAR 01/18/2041                                                                                             | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      295000 | PA      | $293500.99     | 0.00%             | 2041-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                                         | CONSTELLATION ENERGY GENERATION LLC 5% 02/01/2031 144A                                                                           | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     3365000 | PA      | $3415926.85    | 0.01%             | 2031-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                                         | CONSTELLATION ENERGY GENERATION LLC 3.75% 03/01/2031 144A                                                                        | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      350000 | PA      | $340367.83     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                                         | CONSTELLATION ENERGY GENERATION LLC 4.625% 02/01/2029 144A                                                                       | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1200221.96    | 0.00%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                                         | AFFIRM MASTER TRUST 4.33% 02/15/2034 144A                                                                                        | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5093000 | PA      | $5122113.63    | 0.01%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                                                                            | DLLMT 2026-1 LLC 4.37% 07/20/2028 144A                                                                                           | CUSIP: 23347JAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      955000 | PA      | $956333.94     | 0.00%             | 2028-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                                                                            | DLLMT 2026-1 LLC 4.44% 12/20/2029 144A                                                                                           | CUSIP: 23347JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      485000 | PA      | $488378.17     | 0.00%             | 2029-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2026-1 LLC                                                                       | PEAC SOLUTIONS RECEIVABLES 2026-1 LLC 4.65% 07/20/2033 144A                                                                      | CUSIP: 704583AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      920000 | PA      | $929608.94     | 0.00%             | 2033-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2026-1 LLC                                                                       | PEAC SOLUTIONS RECEIVABLES 2026-1A A2 LLC 4.49% 10/20/2028 144A                                                                  | CUSIP: 704583AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1975000 | PA      | $1979773.77    | 0.00%             | 2028-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EFF 2026-1                                                                                                  | EFF 2026-1 A3 4.42% 03/20/2030 144A                                                                                              | CUSIP: 29376JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1714934.33    | 0.00%             | 2030-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP REC 3.865 07/15/26                                                                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |     1200000 | NC      | $38115.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP PAY 3.865 07/15/26                                                                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |     1200000 | NC      | $6928.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEWOLF PK CLO LTD                                                                                           | DEWOLF PK CLO LTD AR2 TSFR3M+121 01/22/2039 144A                                                                                 | CUSIP: 25211AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15000000 | PA      | $15026865.00   | 0.03%             | 2039-01-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| A and D MTG TR 2026-NQM1                                                                                    | A and D MTG TR 2026-NQM1 A1 VAR 02/25/2071 144A                                                                                  | CUSIP: 00040DAC7<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-CBDO         | CORP              | US        |      917239 | PA      | $919605.46     | 0.00%             | 2071-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2026-ESH2                                                                             | EXTENDED STAY AMER TR 2026-ESH2 A TSFR1M+130 02/15/2043 144A                                                                     | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8647000 | PA      | $8649702.19    | 0.02%             | 2043-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2026-ESH2                                                                             | EXTENDED STAY AMERICA TRUST 2026-ESH B TSFR1M+155 02/15/2043 144A                                                                | CUSIP: 30227WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      785000 | PA      | $786471.88     | 0.00%             | 2043-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2026-ESH2                                                                             | EXTENDED STAY AMER TR 2026-ESH2 C TSFR1M+180 02/15/2043 144A                                                                     | CUSIP: 30227WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      404000 | PA      | $405010.00     | 0.00%             | 2043-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030005 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     1100000 | NC      | $-1384.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CY873245 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     1997254 | NC      | $10647.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FDG 2023-III LTD / CIFC FDG 2023-II LLC                                                                | CIFC FDG 2023-III LTD / CIFC FDG 2023-II LLC A1R TSFR3M+120 01/20/2039 144A                                                      | CUSIP: 12598YAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    20000000 | PA      | $20048620.00   | 0.04%             | 2039-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                                                       | QTS ISSUER ABS II LLC 5.848% 01/05/2056 144A                                                                                     | CUSIP: 74690FAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      236000 | PA      | $241231.46     | 0.00%             | 2056-01-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                                                       | QTS ISSUER ABS II LLC 6.729% 01/05/2056 144A                                                                                     | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      107000 | PA      | $109601.91     | 0.00%             | 2056-01-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.981%/VAR 01/23/2037                                                                                             | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      873000 | PA      | $1045540.94    | 0.00%             | 2037-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SAS                                                                                   | BETCLIC EVEREST GROUP SAS 5.125% 12/10/2031 REGS                                                                                 | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $240813.53     | 0.00%             | 2031-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP NY                                                                                   | COLUMBUS MCKINNON CORP NY 7.125% 02/01/2033 144A                                                                                 | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5140.30       | 0.00%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 05/26/2026                                                                                                          | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1665000 | PA      | $1650974.77    | 0.00%             | 2026-05-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE                                                                             | PRESTON RIDGE PARTNERS MORTGAGE VAR 01/25/2056                                                                                   | CUSIP: 69383VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2700000 | PA      | $2723597.73    | 0.01%             | 2056-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                                                                                | MTR CORP LTD 5.582% 01/29/2038 REGS                                                                                              | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | DBT              | CORP              | HK        |      300000 | PA      | $215689.73     | 0.00%             | 2038-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                                                                      | FRONERI LUX FINCO SARL 4.75% 08/01/2032 REGS                                                                                     | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |      116000 | PA      | $134856.98     | 0.00%             | 2032-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALAXY XXII CLO LTD                                                                                         | GALAXY XXII CLO LTD 16-22A AR4 TSFR3M+102 04/16/2034 144A                                                                        | CUSIP: 36320TBM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1030000 | PA      | $1031093.86    | 0.00%             | 2034-04-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 5.423%/VAR 01/25/2041                                                                             | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      895000 | PA      | $904809.38     | 0.00%             | 2041-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 4.481%/VAR 01/26/2032                                                                                             | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      404000 | PA      | $408475.34     | 0.00%             | 2032-01-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                                        | NEPTUNE BIDCO US INC 9.5% 02/15/2033 144A                                                                                        | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      130000 | PA      | $127242.80     | 0.00%             | 2033-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH AND WELLNESS CO INC                                                                            | PETCO HEALTH AND WELLNESS CO INC 8.25% 02/01/2031 144A                                                                           | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |      135000 | PA      | $131845.64     | 0.00%             | 2031-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 11/25/2030                                                                             | CUSIP: 3137HPUB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6599373 | PA      | $6599367.95    | 0.01%             | 2030-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | JPSW SWAP REC 3.996 01/21/27                                                                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |    12100000 | NC      | $539112.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | JPSW SWAP PAY 3.996 01/21/27                                                                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |    12100000 | NC      | $148152.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2026-1                                                                             | AUTONATION FINANCE TRUST 2026-1A A3 4.23% 08/12/2030 144A                                                                        | CUSIP: 05330WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      860000 | PA      | $864804.13     | 0.00%             | 2030-08-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 15 LTD                                                                                         | AGL CORE CLO 15 LTD A1R TSFR3M+120 01/20/2039 144A                                                                               | CUSIP: 00121GAJ7<br>LEI: 5493001O95I190NV0196 | Long             | ABS-CBDO         | CORP              | KY        |     3200000 | PA      | $3196800.00    | 0.01%             | 2039-01-20      | 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 8.625% 06/15/2032 144A                                                | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      485000 | PA      | $491890.45     | 0.00%             | 2032-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITY-PEACE PARK CLO LTD                                                                                    | UNITY-PEACE PARK CLO LTD DR 22-1A DR TSFR3M+285 04/20/2035 144A                                                                  | CUSIP: 913318AU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $495490.00     | 0.00%             | 2035-04-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SIRLOG 2026-1X                                                                                              | SIRLOG 2026-1X SONIO+ 11/17/2035 144A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |     1500000 | PA      | $2021238.07    | 0.00%             | 2035-11-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                                                 | EQUIFAX INC CP 0% 03/18/2026                                                                                                     | CUSIP: 29442LCJ5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2794344.56    | 0.01%             | 2026-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                                                                            | ENSEMBLE HEALTH TERM B 1LN 02/09/2033                                                                                            | CUSIP: 29359BAH4<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |      439580 | PA      | $422361.48     | 0.00%             | 2033-02-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                                                        | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1 6.63% 02/15/2033 144A                                                       | CUSIP: 107927AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2138000 | PA      | $2159070.63    | 0.00%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHANTOM AVIATION                                                                                            | PHANTOM AVIATION 5.24% 01/15/2051 144A                                                                                           | CUSIP: 71711GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2250000 | PA      | $2289711.60    | 0.01%             | 2051-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                                     | BANK OF NOVA SCOTIA 4.813%/VAR 02/02/2034                                                                                        | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      403000 | PA      | $407645.37     | 0.00%             | 2034-02-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                                        | WR GRACE HOLDING LLC 7% 08/01/2033 144A                                                                                          | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91633.50      | 0.00%             | 2033-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                                                  | CITIZENS FINANCIAL GRP INC 5.299%/VAR 01/29/2036                                                                                 | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       43000 | PA      | $43591.54      | 0.00%             | 2036-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                                                                          | ALBERTSONS COS INC 5.625% 03/31/2032 144A                                                                                        | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     1558000 | PA      | $1564133.21    | 0.00%             | 2032-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                                            | COMISION FEDERAL DE ELECTRICID 6.5% 01/28/2051 144A                                                                              | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $202350.00     | 0.00%             | 2051-01-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISSUER INC                                                                       | ASURION LLC AND ASURION CO-ISSUER INC 8.375% 02/01/2034 144A                                                                     | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1185000 | PA      | $1179272.49    | 0.00%             | 2034-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 01/31/2031                                                                                                       | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   259385000 | PA      | $262019378.91  | 0.58%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2026-1 LTD                                                                                | PALMER SQUARE CLO 2026-1 LTD A TSFR3M+119 04/20/2039 144A                                                                        | CUSIP: 69704JAA0<br>LEI: 254900Y6UZ4R7YTZ7E82 | Long             | ABS-CBDO         | CORP              | KY        |     2730000 | PA      | $2731239.42    | 0.01%             | 2039-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 01/31/2033                                                                                                          | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   137433000 | PA      | $139795129.69  | 0.31%             | 2033-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2026-R1                                                                             | VERUS SECURITIZATION TR 2026-R1 A1FC VAR 10/25/2067 144A                                                                         | CUSIP: 924932AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5431157 | PA      | $5447933.98    | 0.01%             | 2067-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CY873245 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     1797529 | NC      | $9582.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 10/01/2055#FA3812                                                                                                   | CUSIP: 3140W4GW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3777228 | PA      | $3944389.72    | 0.01%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2055#FA3806                                                                                                   | CUSIP: 3140W4GQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4027879 | PA      | $4208713.52    | 0.01%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2054#FA2958                                                                                                   | CUSIP: 3140W3JC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9133789 | PA      | $9535294.72    | 0.02%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 4.597%/VAR 01/27/2032                                                                                      | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      176000 | PA      | $177862.03     | 0.00%             | 2032-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPR RESIDENTIAL MTG TR 2026-CES1                                                                          | COOPR RESIDENTIAL MORTGAGE TRUST 2026-CES1 4.874% 01/01/2061 144A                                                                | CUSIP: 21689GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4769778 | PA      | $4787450.87    | 0.01%             | 2061-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPR RESIDENTIAL MTG TR 2026-CES1                                                                          | COOPR RESIDENTIAL MTG TR 2026-CES1 5.158% 01/01/2061 144A                                                                        | CUSIP: 21689GAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1759000 | PA      | $1772642.98    | 0.00%             | 2061-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                                                                    | MIZRAHI TEFAHOT BANK LTD 5.049% 01/28/2031 144A REGS                                                                             | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | DBT              | CORP              | IL        |     5800000 | PA      | $5818858.18    | 0.01%             | 2031-01-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC CP 0% 03/03/2026                                                                                                         | CUSIP: 40412DCP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2592828.68    | 0.01%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                                                | HUNTINGTON BANCSHARES INC/OH 4.623%/VAR 01/28/2032                                                                               | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1584902.88    | 0.00%             | 2032-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 01/01/2054#FS9323                                                                                                   | CUSIP: 3140XRLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      156979 | PA      | $162016.90     | 0.00%             | 2054-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | PANAMA SWAP 03/20/2026                                                                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DCR              | CORP              | US        |     1012000 | NC      | $2297.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2055#FA3377                                                                                                   | CUSIP: 3140W3XF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      514838 | PA      | $536503.85     | 0.00%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 04/01/2054#SD5219                                                                                                   | CUSIP: 3132DSYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72315 | PA      | $75358.03      | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2026-19 LTD / ELEVATION CLO2026-19 LLC                                                        | ELEVATION CLO 2026-19 LTD A1 TSFR3M+ 03/31/2038 144A                                                                             | CUSIP: 28624QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500234.50     | 0.00%             | 2038-03-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2023-IV LTD                                                                                   | PARK BLUE CLO 2023-IV LTD A1R TSFR3M+ 01/25/2039 144A                                                                            | CUSIP: 699917AS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    24500000 | PA      | $24514577.50   | 0.05%             | 2039-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | 30Y RTR 4.3000 SYNTH/SWAPTION 04/23/2026                                                                                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |    -1025900 | NC      | $-13775.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2026-R1                                                                             | VERUS SECURITIZATION TR 2026-R1 A1 VAR 10/25/2067 144A                                                                           | CUSIP: 924932AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      238277 | PA      | $239505.78     | 0.00%             | 2067-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2026-R1                                                                             | VERUS SECURITIZATION TR 2026-R1 4.943% 10/25/2067 144A                                                                           | CUSIP: 924932AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      362000 | PA      | $365294.24     | 0.00%             | 2067-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                                                   | SAUDI ARABIAN OIL COMPANY 4.375% 02/02/2031 144A                                                                                 | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     5600000 | PA      | $5591040.00    | 0.01%             | 2031-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.387%/VAR 02/02/2041                                                                              | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      217000 | PA      | $215364.06     | 0.00%             | 2041-02-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                                                         | ECUADOR REPUBLIC OF 8.75% 01/29/2034 144A                                                                                        | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     6215000 | PA      | $6270935.00    | 0.01%             | 2034-01-29      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                         | FIFTH THIRD BANCORP 4.566%/VAR 04/29/2032                                                                                        | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      565000 | PA      | $568347.65     | 0.00%             | 2032-04-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIGRE TR 2026-HE1                                                                                           | FIGRE TRUST 2026-HE1 4.982% 01/25/2056 144A                                                                                      | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      478071 | PA      | $480378.03     | 0.00%             | 2056-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                                                | HUNTINGTON BANCSHARES INC/OH 5.605%/VAR 01/28/2041                                                                               | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100483.85     | 0.00%             | 2041-01-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                                                         | ECUADOR REPUBLIC OF 9.25% 01/29/2039 144A                                                                                        | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      908000 | PA      | $923436.00     | 0.00%             | 2039-01-29      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                                                | UNITED AIRLINES HOLDINGS INC 5.375% 03/01/2031                                                                                   | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1705304.10    | 0.00%             | 2031-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MF1 2026-FL21 LLC                                                                                           | MF1 2026-FL21 LLC A TSFR1M+135 02/18/2041 144A                                                                                   | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      359000 | PA      | $359561.80     | 0.00%             | 2041-02-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 05/01/2055#SL1861                                                                                                   | CUSIP: 31427PB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1090505 | PA      | $1138100.72    | 0.00%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 01/01/2056#SL4008                                                                                                 | CUSIP: 31427RN22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3334321 | PA      | $3435712.00    | 0.01%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 01/01/2056#FA4397                                                                                                   | CUSIP: 3140W43F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      944055 | PA      | $988282.72     | 0.00%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | JPSW SWAP REC 3.964 01/26/27                                                                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |     1800000 | NC      | $76932.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | JPSW SWAP PAY 3.964 01/26/27                                                                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |     1800000 | NC      | $23641.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 01/01/2056#SL3999                                                                                                 | CUSIP: 31427RNR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7118471 | PA      | $7351059.12    | 0.02%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXXV LLC                                                                                       | TRINITAS CLO XXXV LLC D1 TSFR3M+250 01/22/2039 144A                                                                              | CUSIP: 89643NAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      285000 | PA      | $284956.68     | 0.00%             | 2039-01-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STR CLO XVI LTD / SIXTH STR CLO XVI LLC                                                               | SIXTH STR CLO XVI LTD / SIXTH STR CLO XVI LLC A1R2 TSFR3M+117 01/21/2039 144A                                                    | CUSIP: 83012DBQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $750447.75     | 0.00%             | 2039-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | SCDS: (PEMEX) SWAP/CDSWAP 1% 03/20/2026                                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     3825000 | NC      | $6158.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                                                                     | AROUNDTOWN FINANCE SARL EUAMDB05+NA PERP REGS                                                                                    | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $114033.83     | 0.00%             | 2199-12-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                                                                                        | SONANGOL FINANCE LTD 10% 01/29/2031 144A                                                                                         | CUSIP: 83540CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |      310000 | PA      | $307566.50     | 0.00%             | 2031-01-29      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                                                     | MKS INC 4.25% 02/15/2034 REGS                                                                                                    | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |      200000 | PA      | $236336.97     | 0.00%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO INC                                                                                | FEDEX FREIGHT HOLDING CO INC 4.65% 03/15/2031 144A                                                                               | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1860159.74    | 0.00%             | 2031-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO INC                                                                                | FEDEX FREIGHT HOLDING CO INC 5.25% 03/15/2036 144A                                                                               | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1131489.21    | 0.00%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 01/01/2056#FA4441                                                                                                   | CUSIP: 3140W45B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2126215 | PA      | $2227154.25    | 0.00%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 02/01/2055#SL0360                                                                                                   | CUSIP: 31427MMJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1518051 | PA      | $1593795.54    | 0.00%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 6% 12/01/2054#FA0103                                                                                              | CUSIP: 3140W0DH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      863519 | PA      | $906604.82     | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 02/01/2055#DC0757                                                                                                   | CUSIP: 3140AMZX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24718 | PA      | $25881.67      | 0.00%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 01/01/2055#DC7868                                                                                                   | CUSIP: 3140AVW64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50484 | PA      | $52600.83      | 0.00%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 09/01/2054#SD6993                                                                                                   | CUSIP: 3132DUXW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1282021 | PA      | $1342783.11    | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2054#FS8833                                                                                                   | CUSIP: 3140XQY76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      698520 | PA      | $731626.87     | 0.00%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2055#DE1630                                                                                                   | CUSIP: 3140BDY46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45083 | PA      | $47236.92      | 0.00%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 02/01/2055#SL2499                                                                                                   | CUSIP: 31427PX58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      701972 | PA      | $735023.67     | 0.00%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 02/01/2055#DD2206                                                                                                   | CUSIP: 3140B2NY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24694 | PA      | $25838.74      | 0.00%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 10/01/2053#FS5894                                                                                                   | CUSIP: 3140XMRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      455969 | PA      | $479527.00     | 0.00%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2055#DE2354                                                                                                   | CUSIP: 3140BETL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20177 | PA      | $21093.07      | 0.00%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 08/01/2054#FS8834                                                                                                   | CUSIP: 3140XQY84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1057527 | PA      | $1107980.23    | 0.00%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 01/01/2055#DC7867                                                                                                   | CUSIP: 3140AVW56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21197 | PA      | $22090.97      | 0.00%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2055#DE2216                                                                                                   | CUSIP: 3140BEPA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40840 | PA      | $42704.37      | 0.00%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 02/01/2055#DD2207                                                                                                   | CUSIP: 3140B2NZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24606 | PA      | $25739.67      | 0.00%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2054#DC0035                                                                                                   | CUSIP: 3140AMBD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18676 | PA      | $19613.31      | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR 2026-INV1                                                                                        | NYMT LOAN TRUST 2026-INV1 A1 VAR 02/25/2061 144A                                                                                 | CUSIP: 62957GAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      420141 | PA      | $421093.94     | 0.00%             | 2061-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2026-INV1                                                                      | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2026-INV1 A1 VAR 12/25/2070 144A                                                            | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1119541 | PA      | $1122780.28    | 0.00%             | 2070-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| POINT AU ROCHE PK CLO LTD / PT AU ROCHE PK CLO LLC                                                          | POINT AU ROCHE PK CLO LTD 21-1A D1R TSFR3M+245 01/20/2039 144A                                                                   | CUSIP: 73052VAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $283710.00     | 0.00%             | 2039-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2026-CES1                                                                             | GS MTG-BACKED SECS TR 2026-CES1 A1 4.899% 05/25/2056 144A                                                                        | CUSIP: 36277LAA1<br>LEI: 2549005U12N6A8G3H936 | Long             | ABS-CBDO         | CORP              | US        |     2132862 | PA      | $2144034.72    | 0.00%             | 2056-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | SCDS: (PEMEX) SWAP/CDSWAP 1.0% 03/20/2026                                                                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     1360000 | NC      | $2189.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | SCDS: (PEMEX) SWAP/CDSWAP 1% 6/20/2027                                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     3408000 | NC      | $-733.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL CP 0% 03/16/2026                                                                                            | CUSIP: 28103BCG5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299415.30     | 0.00%             | 2026-03-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXIII LTD                                                                                         | MAGNETITE XXIII LTD AR2 TSFR3M+99 01/25/2035 144A                                                                                | CUSIP: 55954NAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5200000 | PA      | $5204482.40    | 0.01%             | 2035-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2026-CES1                                                                             | GS MTG-BACKED SECS TR 2026-CES1 A2 5.272% 05/25/2056 144A                                                                        | CUSIP: 36277LAB9<br>LEI: 2549005U12N6A8G3H936 | Long             | ABS-CBDO         | CORP              | US        |      104000 | PA      | $105217.75     | 0.00%             | 2056-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2026-INV1                                                                      | DEEPHAVEN RESIDENTIAL MTG TR 2026-INV1 6.57% 12/25/2070 144A                                                                     | CUSIP: 24381GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100838.50     | 0.00%             | 2070-12-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2026-NQM1                                                                   | JP MORGAN MORTGAGE TRUST SERIES 2026-NQM1 4.925% 06/25/2066 144A                                                                 | CUSIP: 46660DAB1<br>LEI: 529900PEVYDPZXGGUW77 | Long             | ABS-CBDO         | CORP              | US        |      341000 | PA      | $343720.53     | 0.00%             | 2066-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR 2026-INV1                                                                                        | NYMT LN TR 2026-INV1 6.472% 02/25/2061 144A                                                                                      | CUSIP: 62957GAM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      320000 | PA      | $322705.60     | 0.00%             | 2061-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR 2026-INV1                                                                                        | NYMT LN TR 2026-INV1 4.945% 02/25/2061 144A                                                                                      | CUSIP: 62957GAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      167000 | PA      | $168488.82     | 0.00%             | 2061-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOTHEBYu0027S ARTFI MASTER TRUST                                                                            | SOTHEBYu0027S ARTFI MASTER TRUST 5.23% 06/20/2033 144A                                                                           | CUSIP: 83589DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3900000 | PA      | $3923678.46    | 0.01%             | 2033-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 09/01/2055#QZ2329                                                                                                   | CUSIP: 31426YST4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      126275 | PA      | $129740.51     | 0.00%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2054#DC7024                                                                                                   | CUSIP: 3140AUYW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      164118 | PA      | $169626.59     | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2026-V20 MTG TR                                                                                   | BENCHMARK 2026-V20 MTG TR 5.228% 02/15/2059                                                                                      | CUSIP: 08164KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $3129496.20    | 0.01%             | 2059-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2054#DB7684                                                                                                   | CUSIP: 3140AHRE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25984 | PA      | $26692.48      | 0.00%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 10/01/2052#CB4921                                                                                                   | CUSIP: 3140QQPF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32488 | PA      | $33987.42      | 0.00%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 12/01/2053#QH7557                                                                                                   | CUSIP: 3133CLME3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       77707 | PA      | $79935.89      | 0.00%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2055#CC1079                                                                                                   | CUSIP: 3140Y7FV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      577967 | PA      | $593530.00     | 0.00%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 11/01/2055#QZ9140                                                                                                   | CUSIP: 31427KEN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      189787 | PA      | $196255.27     | 0.00%             | 2055-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENEFIT STR PARTNERS CLO XXXIII LTD / BENEFIT STR PARTNERS CLO XXXIII LLC                                   | BENEFIT STR PARTNERS CLO XXXIII LTD / BENEFIT STR PARTNERS CLO XXXIII LLC AR TSFR3M+119 01/25/2039 144A                          | CUSIP: 08179DAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3102000 | PA      | $3107493.64    | 0.01%             | 2039-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                                                         | MUTHOOT FINANCE LTD 5.75% 08/04/2030 REGS                                                                                        | CUSIP: 62828M2F7<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $199818.00     | 0.00%             | 2030-08-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SILVER POINT SCF CLO V LTD                                                                                  | SILVER POINT SCF CLO V LTD A1 TSFR3M+ 04/20/2038 144A                                                                            | CUSIP: 827916AA5<br>LEI: 25490038FH6T3THSDT34 | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $550114.95     | 0.00%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-CES1                                                                          | JP MORGAN MORTGAGE TRUST 2026-CES1 A1B 4.959% 06/25/2056 144A                                                                    | CUSIP: 46660BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $501644.10     | 0.00%             | 2056-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | ORO USD 10Y P 4.01500 L 02/27/26 JPM                                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |    -7200000 | NC      | $-0.72         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | ORO USD 10Y C 3.77500 L 02/27/26 JPM                                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |    -7200000 | NC      | $-144725.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                                             | IBM CORPORATION 4.95% 02/03/2036                                                                                                 | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      364000 | PA      | $364708.97     | 0.00%             | 2036-02-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC CP 0% 05/13/2026                                                                                                         | CUSIP: 40412DED7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $14373578.85   | 0.03%             | 2026-05-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                                              | MORGAN STANLEY PRIVATE BANK NA 4.213%/VAR 02/08/2030                                                                             | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     6925000 | PA      | $6957934.95    | 0.02%             | 2030-02-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.193%/VAR 02/05/2037                                                                                      | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1882000 | PA      | $1901172.12    | 0.00%             | 2037-02-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 4.4% 04/30/2031                                                                                                     | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7064614.34    | 0.02%             | 2031-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 4.75% 04/30/2033                                                                                                    | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1723208.84    | 0.00%             | 2033-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FIN CORP 4.722%/VAR 01/30/2032                                                                                       | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2919924.22    | 0.01%             | 2032-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 5.125% 04/30/2036                                                                                                   | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      650000 | PA      | $659576.98     | 0.00%             | 2036-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                                              | CVR ENERGY INC 7.5% 02/15/2031 144A                                                                                              | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      428000 | PA      | $426549.41     | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 6% 04/30/2056                                                                                                       | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      725000 | PA      | $731256.78     | 0.00%             | 2056-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.073%/VAR 01/30/2037                                                                                             | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4801000 | PA      | $4841924.73    | 0.01%             | 2037-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3                                                                   | CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3 VAR GATE3 E 02/10/2043 144A                                                            | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1011000 | PA      | $1024528.70    | 0.00%             | 2043-02-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | EUR C USD P @1.218000 EO 2/27/26                                                                                                 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |    -1800349 | NC      | $-0.21         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | USD P CAD C @1.338000 EO 02/27/26                                                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |    -3317088 | NC      | $-0.33         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 06/01/2055#QY6327                                                                                                   | CUSIP: 31426RA50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      149969 | PA      | $154822.77     | 0.00%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2055#DE7853                                                                                                   | CUSIP: 3140BLWP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      104205 | PA      | $107010.77     | 0.00%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 09/01/2055#QZ2330                                                                                                   | CUSIP: 31426YSU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       51445 | PA      | $52831.39      | 0.00%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                                                    | JERSEY MIKES FDG LLC 1A A2II 5.7% 02/15/2056 144A                                                                                | CUSIP: 476681AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1368000 | PA      | $1397345.24    | 0.00%             | 2056-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3                                                                   | CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3 4.7579% 02/10/2043 144A                                                                | CUSIP: 228920AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1113388.21    | 0.00%             | 2043-02-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OPTN 2026-A                                                                                                 | OPTN 2026-A A 0% 01/09/2034 144A                                                                                                 | CUSIP: 68390VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1460000 | PA      | $1464672.00    | 0.00%             | 2034-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXXVI LTD                                                                                      | SCULPTOR CLO XXXVI LTD A1 TSFR3M+125 01/30/2039 144A                                                                             | CUSIP: 81125KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500617.00     | 0.00%             | 2039-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2019-3 LTD                                                                                   | CARLYLE US CLO 2019-3 LTD CR3 TSFR3M+175 04/20/2039 144A                                                                         | CUSIP: 14314HBS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $260000.00     | 0.00%             | 2039-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | SCDC: (DT) SWAP/CDSWAP 1.00000% 06/20/2026                                                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |      986000 | NC      | $5430.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | SCDS: (SIEGR) SWAP/CDSWAP 1% 06/20/2026                                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |     1301000 | NC      | $7344.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | SCDS: (ITALY) SWAP/CDSWAP 1.00000% 06/20/2026                                                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     2045000 | NC      | $9962.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGATTA XVI FUNDING LTD                                                                                     | REGATTA XVI FUNDING LTD CR2 TSFR3M+ 04/15/2039 144A                                                                              | CUSIP: 75888TBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      440000 | PA      | $440269.72     | 0.00%             | 2039-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD                                                                       | PALMER SQUARE LOAN FUNDING 2024-3 LTD A2R TSFR3M+115 08/08/2032 144A                                                             | CUSIP: 69690EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      855000 | PA      | $855159.03     | 0.00%             | 2032-08-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 24 LTD                                                                                         | FLATIRON CLO 24 LTD D1R TSFR3M+235 01/15/2039 144A                                                                               | CUSIP: 33882CAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250138.25     | 0.00%             | 2039-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REGATTA XVI FUNDING LTD                                                                                     | REGATTA XVI FUNDING LTD BR2 TSFR3M+ 04/15/2039 144A                                                                              | CUSIP: 75888TBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      470000 | PA      | $469478.30     | 0.00%             | 2039-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 26 LTD                                                                                | ANCHORAGE CAPITAL CLO 26 LTD 26-22A AR4 TSFR3M+123 01/20/2039 144A                                                               | CUSIP: 03333KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2300000 | PA      | $2301340.90    | 0.01%             | 2039-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BAHA TRUST                                                                                              | THE BAHA TRUST MAR D VAR 12/10/2041 144A                                                                                         | CUSIP: 05493XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      127000 | PA      | $135195.63     | 0.00%             | 2041-12-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                                                              | EFMT 2026-NQM1 A1LC 4.959% 02/25/2071 144A                                                                                       | CUSIP: 26846GAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      266101 | PA      | $268136.57     | 0.00%             | 2071-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                                                              | EFMT 2026-NQM1 B1 6.535% 02/25/2071 144A                                                                                         | CUSIP: 26846GAM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100717.82     | 0.00%             | 2071-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GGP TR 2026-TY                                                                                              | GGP 2026-TY A VAR 03/05/2043 144A                                                                                                | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      144000 | PA      | $145639.11     | 0.00%             | 2043-03-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 6.85% 02/04/2066                                                                                                     | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2640000 | PA      | $2529155.19    | 0.01%             | 2066-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 6.7% 02/04/2056                                                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4338000 | PA      | $4206819.70    | 0.01%             | 2056-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 5.7% 02/04/2036                                                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     7219000 | PA      | $7223043.29    | 0.02%             | 2036-02-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 6.55% 02/04/2046                                                                                                     | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2657000 | PA      | $2589117.72    | 0.01%             | 2046-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 5.35% 05/04/2033                                                                                                     | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      135000 | PA      | $135455.09     | 0.00%             | 2033-05-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.95% 02/04/2031                                                                                                     | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      203000 | PA      | $202584.19     | 0.00%             | 2031-02-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHS ISSUER LLC                                                                                              | OHS ISSUER LLC 5.98% 02/25/2061 144A                                                                                             | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      717000 | PA      | $718565.71     | 0.00%             | 2061-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                                                              | EFMT 2026-NQM1 VAR 02/25/2071                                                                                                    | CUSIP: 26846GAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1898754 | PA      | $1902115.66    | 0.00%             | 2071-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP CP 0% 05/01/2026                                                                                                  | CUSIP: 87613LE13<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6554839.50    | 0.01%             | 2026-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO CP 0% 03/02/2026                                                                                   | CUSIP: 8424C1C22<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    12800000 | PA      | $12795760.64   | 0.03%             | 2026-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | SCDS: (ITALY) SWAP/CDSWAP 1% 20/09/2026                                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     5973000 | NC      | $43091.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                                            | TKC HOLDINGS TERM 1LN 08/19/2030                                                                                                 | CUSIP: 87256FAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      135000 | PA      | $134493.75     | 0.00%             | 2030-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                                                    | VISA INC 4.7% 02/12/2036                                                                                                         | CUSIP: 92826CBB7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      151000 | PA      | $152608.59     | 0.00%             | 2036-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 4.725%/VAR 02/06/2032                                                                             | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      385000 | PA      | $388289.86     | 0.00%             | 2032-02-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                                                | UNITED AIRLINES HOLDINGS INC 4.875% 03/01/2029                                                                                   | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1082393.39    | 0.00%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.045%/VAR 02/06/2037                                                                                | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      789000 | PA      | $800380.02     | 0.00%             | 2037-02-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.456%/VAR 02/06/2032                                                                                | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    25867000 | PA      | $26060608.29   | 0.06%             | 2032-02-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                                                     | BLACK PEARL COMPUTE LLC 6.125% 02/15/2031 144A                                                                                   | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      426000 | PA      | $435990.48     | 0.00%             | 2031-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 4.456%/VAR 02/10/2032                                                                                        | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      220000 | PA      | $222155.90     | 0.00%             | 2032-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 06/09/2026                                                                                                          | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4028000 | PA      | $3988309.74    | 0.01%             | 2026-06-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 10/01/2055#SL2955                                                                                                   | CUSIP: 31427QH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      768693 | PA      | $793474.98     | 0.00%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2026-REV1                                                                      | FORD CREDIT AUTO OWNER TRUST 2026-REV1 4.32% 08/15/2038 144A                                                                     | CUSIP: 34532XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4900000 | PA      | $4980914.68    | 0.01%             | 2038-08-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | USD C CAD P P @1.370000 EO 02/27/2026                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |     1160981 | NC      | $0.12          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | USD P CAD C @1.338000 EO 02/27/26                                                                                                | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |     1160981 | NC      | $0.12          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY873248 04/17/65 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |       40000 | NC      | $-6696.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 13 LTD / KENNEDY LEWIS CLO 13 LLC                                                         | KENNEDY LEWIS CLO 13 LTD A1R TSFR3M+ 01/20/2038 144A                                                                             | CUSIP: 488930AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250082.00     | 0.00%             | 2038-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                        | KEURIG DR PEPPER INC CP 0% 03/05/2026                                                                                            | CUSIP: 49271KC51<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8494681.55    | 0.02%             | 2026-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-2                                                                           | VERUS SECURITIZATION TRUST 2026-2 A1FC STEP 02/25/2071 144A                                                                      | CUSIP: 92490GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3501266.65    | 0.01%             | 2071-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.75% 02/15/2056                                                                                     | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   102766000 | PA      | $104724976.88  | 0.23%             | 2056-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 02/15/2036                                                                                                      | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    49113000 | PA      | $49765282.03   | 0.11%             | 2036-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.5% 02/15/2029                                                                                                        | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    97262000 | PA      | $97565943.75   | 0.22%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRANT POINT CLO 2025-9 LTD                                                                                  | BRANT POINT CLO 2025-9 LTD A1 TSFR3M+126 01/20/2039 144A                                                                         | CUSIP: 10490AAA1<br>LEI: 254900SZ0H5JXJT6M054 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500142.50     | 0.00%             | 2039-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                                                          | HOWARD HUGHES CORP 6.125% 03/01/2034 144A                                                                                        | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299378.60     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                                                          | HOWARD HUGHES CORP 5.875% 03/01/2032 144A                                                                                        | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299849.63     | 0.00%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | SCDS: (BACR) SWAP/CDSWAP 1% 22/12/2026                                                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |     3371000 | NC      | $29774.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | SCDS:(TTEFP) SWAP/CDSWAP 1.00000% 03/20/2026                                                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |     2913000 | NC      | $8328.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                                                                          | BACARDI MARTINI BV YCP 0% 03/24/2026                                                                                             | CUSIP: 05634FCQ0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $797707.68     | 0.00%             | 2026-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                                                   | SPIRE INC 4.6% 09/01/2031                                                                                                        | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      132000 | PA      | $133063.75     | 0.00%             | 2031-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 3.68% 3/3/26                                                                                                      | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |    50000000 | PA      | $50000000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHMS K555 SOFR30A+50 11/25/2030                                                                                                  | CUSIP: 3137HQ6C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7800000 | PA      | $7801169.22    | 0.02%             | 2030-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                                            | VB-S1 ISSUER LLC 1A C2 4.693% 03/15/2056 144A                                                                                    | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3728000 | PA      | $3749726.78    | 0.01%             | 2056-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | USD C BRL P @5.650000 EO                                                                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |    -1643762 | NC      | $-6028.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | USD P ZAR C @ 15.50000 EO 05/04/2026                                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |    -1644000 | NC      | $-8690.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | USD P BRL C @5.150000 EO 05/04/2026                                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |    -1643762 | NC      | $-23332.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | USD C ZAR P @16.7400 EO OPTION/CUROTC                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |    -1644000 | NC      | $-11490.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | USD P IDR C @16400.00 EO OPTION/CUROTC 05/04/2026                                                                                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |    -1233000 | NC      | $-1981.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                                          | AUTONATION INC DEL CP 0% 03/05/2026                                                                                              | CUSIP: 05330NC56<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6195821.20    | 0.01%             | 2026-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | USD P COP C @3520.00 EO OPTION/CUROTC 05/04/2026                                                                                 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               | CORP              | US        |     -821000 | NC      | $-1772.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                                            | VB-S1 ISSUER LLC 5.193% 03/15/2056 144A                                                                                          | CUSIP: 91825HAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      226000 | PA      | $227558.88     | 0.00%             | 2056-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.588%/VAR 08/10/2032 144A                                                                                          | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    14300000 | PA      | $14358948.60   | 0.03%             | 2032-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.5%/VAR PERP                                                                                                      | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      290000 | PA      | $294354.93     | 0.00%             | 2199-12-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | USD P MXN C @16.95000 EO 05/04/2026                                                                                              | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DE               | CORP              | GB        |    -1643762 | NC      | $-9442.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | USD C MXN P @ 18.05000 EO 05/04/2026                                                                                             | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DE               | CORP              | GB        |    -1643762 | NC      | $-8149.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | 10Y RTR 4.14 02/04/2028 SYNTH/SWAPTION                                                                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   -18584000 | NC      | $-984516.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | 10Y RTP 4.14000 SYNTH/SWAPTION 02/04/2028                                                                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   -18584000 | NC      | $-402051.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR20                                                                                            | BANK5 2026-5YR20 A3 5.244% 02/15/2057                                                                                            | CUSIP: 06650JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $3010110.97    | 0.01%             | 2059-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RR 44A LTD                                                                                                  | RR 44 LTD A1A TSFR3M+ 04/15/2041 144A                                                                                            | CUSIP: 78109WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3519000 | PA      | $3519172.43    | 0.01%             | 2041-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM3                                                                      | BARCLAYS MORTGAGE LOAN TRUST 2025-NQM3 VAR 05/25/2065 144A                                                                       | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      563316 | PA      | $571282.62     | 0.00%             | 2065-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030005 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     6200000 | NC      | $-7801.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ039897 12/17/58 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     3200000 | NC      | $1359.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                                           | STORE CAPITAL LLC 5.4% 04/30/2030                                                                                                | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     1091000 | PA      | $1121544.98    | 0.00%             | 2030-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JTI FINANCIAL SERVICES NORTH AMERICA LLC                                                                    | JTI FINANCIAL SERVICES NORTH AMERICA LLC CP 0% 03/04/2026                                                                        | CUSIP: 48130PC46<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13400000 | PA      | $13393100.34   | 0.03%             | 2026-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2055#DE9758                                                                                                   | CUSIP: 3140BNZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221286 | PA      | $228420.61     | 0.00%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                                                | ALIMENTATION COUCHE-TARD INC YCP 0% 03/09/2026                                                                                   | CUSIP: 01626VC92<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     3900000 | PA      | $3895791.12    | 0.01%             | 2026-03-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                                                                    | INFINEON TECHNOLOGIES AG 3.5% 02/16/2034 REGS                                                                                    | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $357050.24     | 0.00%             | 2034-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                        | ZF EUROPE FINANCE BV 5.5% 02/17/2032 REGS                                                                                        | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $354710.06     | 0.00%             | 2032-02-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMETEK INC NEW                                                                                              | AMETEK INC NEW CP 0% 03/09/2026                                                                                                  | CUSIP: 03111CC92<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $14484632.90   | 0.03%             | 2026-03-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 3.7% 02/15/2029                                                                                                     | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      441000 | PA      | $441426.84     | 0.00%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 4.4% 02/15/2033                                                                                                     | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      575000 | PA      | $580068.60     | 0.00%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 4.8% 02/15/2036                                                                                                     | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1999000 | PA      | $2031834.15    | 0.00%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 5.5% 02/15/2046                                                                                                     | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      232000 | PA      | $236245.40     | 0.00%             | 2046-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 5.65% 02/15/2056                                                                                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     4980000 | PA      | $5095824.24    | 0.01%             | 2056-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 5.75% 02/15/2066                                                                                                    | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     2681000 | PA      | $2730234.55    | 0.01%             | 2066-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                                  | PERFORMANCE FOOD GROUP INC 5.625% 03/01/2034 144A                                                                                | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      155000 | PA      | $155518.56     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                                                | THERMO FISHER SCIENTIFIC INC 4.55% 06/15/2033                                                                                    | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      251000 | PA      | $253851.28     | 0.00%             | 2033-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                                                | THERMO FISHER SCIENTIFIC INC 4.902% 02/12/2036                                                                                   | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      236000 | PA      | $240091.90     | 0.00%             | 2036-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                                              | BRAZIL FEDERATIVE REPUBLIC OF 6.25% 05/22/2036                                                                                   | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     5000000 | PA      | $5047500.00    | 0.01%             | 2036-05-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-2                                                                           | VERUS SECURITIZATION TRUST 2026-2 A1LC 4.751% 02/25/2071 144A                                                                    | CUSIP: 92490GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      564684 | PA      | $568292.05     | 0.00%             | 2071-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                                            | TKC HOLDINGS INC 8.5% 08/15/2030 144A                                                                                            | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $260938.94     | 0.00%             | 2030-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MAST USA LLC 1A                                                                                             | MAST USA LLC 1A A 5.189% 02/15/2051 144A                                                                                         | CUSIP: 57631AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2015800.00    | 0.00%             | 2051-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                                            | TKC HOLDINGS INC 12% 02/15/2031 144A                                                                                             | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $84086.47      | 0.00%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CRSNT TR 2026-MOON                                                                                          | CRSNT TRUST 2026-MOON A TSFR1M+ 02/15/2031 144A                                                                                  | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $697375.00     | 0.00%             | 2031-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.125% 07/31/2034 144A                                                                                             | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66022.83      | 0.00%             | 2034-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND                                                                     | PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+155 03/15/2043 144A                                                               | CUSIP: 69292BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      907000 | PA      | $907567.78     | 0.00%             | 2043-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND                                                                     | PLYM COMMERCIAL MORTGAGE TRUST 2026-IND A TSFR1M+125 03/15/2043 144A                                                             | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8599000 | PA      | $8599000.00    | 0.02%             | 2043-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND                                                                     | PLYM COMMERCIAL MORTGAGE TRUST 2026-IND TSFR1M+185 03/15/2043 144A                                                               | CUSIP: 69292BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1006000 | PA      | $1006628.75    | 0.00%             | 2043-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                                        | WESTPAC BANKING CORP 6.085%/VAR 02/12/2041                                                                                       | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      330000 | PA      | $235790.92     | 0.00%             | 2041-02-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                                 | CENCORA INC 4.6% 02/13/2033                                                                                                      | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      714000 | PA      | $719227.27     | 0.00%             | 2033-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                                 | CENCORA INC 4.9% 02/13/2036                                                                                                      | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     3701000 | PA      | $3726981.17    | 0.01%             | 2036-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                                 | CENCORA INC 5.65% 02/13/2056                                                                                                     | CUSIP: 03073EBF1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       47000 | PA      | $47259.97      | 0.00%             | 2056-02-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 5.25% 03/15/2036                                                                                  | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     3809000 | PA      | $3811398.34    | 0.01%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                                                          | WALT DISNEY CO/THE 3.75% 03/14/2029                                                                                              | CUSIP: 254687GC4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14006.40      | 0.00%             | 2029-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                                                          | WALT DISNEY CO/THE 4.625% 03/14/2036                                                                                             | CUSIP: 254687GE0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13956.29      | 0.00%             | 2036-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM TERM N 1LN 02/13/2033                                                                                                  | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       15000 | PA      | $15011.40      | 0.00%             | 2033-02-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2026-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2026-1 A VAR 02/25/2056 144A                                                              | CUSIP: 92262WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      747120 | PA      | $750942.41     | 0.00%             | 2056-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PULTE GROUP INC                                                                                             | PULTE GROUP INC 4.25% 03/01/2031                                                                                                 | CUSIP: 745867AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      201000 | PA      | $200814.89     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                                             | TYSON FOODS INC 4.95% 02/20/2036                                                                                                 | CUSIP: 902494BN2<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23147.13      | 0.00%             | 2036-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                                                       | COUSINS PROPERTIES LP 4.875% 03/01/2033                                                                                          | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |       81000 | PA      | $80219.38      | 0.00%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PULTE GROUP INC                                                                                             | PULTE GROUP INC 4.9% 03/01/2036                                                                                                  | CUSIP: 745867AZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      176000 | PA      | $176186.45     | 0.00%             | 2036-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | SCDS:(WFC) SWAP/CDSWAP 1% 06/20/26                                                                                               | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |     2576000 | NC      | $11163.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                                                          | MACQUARIE BANK LTD FRN 3AUS+132 08/20/2036                                                                                       | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      400000 | PA      | $284295.64     | 0.00%             | 2036-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARKS and SPENCER PLC                                                                                       | MARKS and SPENCER PLC 5.125% 08/18/2032 REGS                                                                                     | CUSIP: N/A<br>LEI: 213800CN1RI3UCIZWB95       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $273166.23     | 0.00%             | 2032-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER (OSPREY) FINANCING PLC                                                                        | ANGLIAN WATER (OSPREY) FINANCING PLC 6.375% 08/18/2033 REGS                                                                      | CUSIP: N/A<br>LEI: 21380072JDZ74GW9ZY87       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $271988.31     | 0.00%             | 2033-08-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                                                                  | LIGHTPATH FIBER ISSUER LLC 26-1A A2 5.597% 03/25/2056 144A                                                                       | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3770000 | PA      | $3820217.53    | 0.01%             | 2056-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                                             | WHP GLOBAL TERM B 1LN 02/20/2032                                                                                                 | CUSIP: N/A<br>LEI: 2549009H920CQUE3R944       | Long             | LON              | CORP              | US        |       40000 | PA      | $39900.00      | 0.00%             | 2032-02-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                                                  | MARSH and MCLENNAN COS INC 4.95% 03/15/2036                                                                                      | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     2422000 | PA      | $2443532.65    | 0.01%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                                  | FIRST QUANTUM MINERALS LTD 6.375% 02/15/2036 144A                                                                                | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $200643.14     | 0.00%             | 2036-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC CP 0% 05/11/2026                                                                                                         | CUSIP: 40412DEB1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $10708363.08   | 0.02%             | 2026-05-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| M and T BANK RV TRUST 2026-1                                                                                | MTBRV 2026-1A A Mtge 4.35% 01/15/2046 144A                                                                                       | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      306000 | PA      | $308759.81     | 0.00%             | 2046-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | SCDS: (MS) SWAP/CDSWAP 1% 06/20/2026                                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |     2795000 | NC      | $11574.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA CONSUMER 2026-1 FONDO DE TITULIZACION                                                                  | BBVA CONSUMER 2026-1 D FONDO DE TITULIZACION 3MEUR+ 05/20/2039 REGS                                                              | CUSIP: N/A<br>LEI: 9598008ZNM97MVXBD120       | Long             | ABS-CBDO         | CORP              | ES        |      100000 | PA      | $118313.61     | 0.00%             | 2039-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM4 TRUST                                                                                        | GCAT 2021-NQM4 TRUST 1.093% 08/25/2066 144A                                                                                      | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      508740 | PA      | $437343.04     | 0.00%             | 2066-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | SCDS:(WFC) SWAP/CDSWAP 1% 06/20/26                                                                                               | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |     2956000 | NC      | $12809.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                        | KEURIG DR PEPPER INC CP 0% 03/11/2026                                                                                            | CUSIP: 49271KCB8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6092337.18    | 0.01%             | 2026-03-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY562346 11/18/64 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     3495194 | NC      | $1491.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 3.68% 3/13/26                                                                                                     | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |   275000000 | PA      | $274999999.98  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                                                  | INTUIT INC CP 0% 03/03/2026                                                                                                      | CUSIP: 46092BC39<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    14600000 | PA      | $14593847.56   | 0.03%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                                         | JAPAN GOVERNMENT OF 0% 05/18/2026                                                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    78450000 | PA      | $501549.16     | 0.00%             | 2026-05-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                                                                                    | SECRETARIAT ADVISORS TERM DD 1LN 02/28/2032                                                                                      | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       15566 | PA      | $15242.01      | 0.00%             | 2032-02-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III LLC / LTD (PARTNERSHIP)                                                      | COMPASS DATACENTERS ISSUER III LLC / LTD (PARTNERSHIP) 4.897% 02/25/2056 144A                                                    | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      474000 | PA      | $477769.06     | 0.00%             | 2056-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FS TR 2026-ORL                                                                                              | FS TR 2026-ORL TSFR1M+135 02/15/2041 144A                                                                                        | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $500000.00     | 0.00%             | 2041-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2026-1                                                                 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2026-1A A 5.073% 03/15/2051 144A                                                            | CUSIP: 148924AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1508250.00    | 0.00%             | 2051-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FS TR 2026-ORL                                                                                              | FS TR 2026-ORL E TSFR1M+325 02/15/2041 144A                                                                                      | CUSIP: 30343YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      265000 | PA      | $265217.83     | 0.00%             | 2041-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LEX TR 2026-450                                                                                             | LEX TR 2026-450 E TSFR1M+370 03/15/2028                                                                                          | CUSIP: 501970AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      650000 | PA      | $649997.92     | 0.00%             | 2043-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                                                  | ADVANCED DRAIN SYS INC DEL 5.375% 03/01/2034 144A                                                                                | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      135000 | PA      | $136028.69     | 0.00%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 4.75% 05/15/2033                                                                                     | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      760000 | PA      | $765259.20     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) VAR 08/17/2033 REGS                                                                                | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1401210.64    | 0.00%             | 2033-08-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                                         | CITADEL FINANCE LLC 5.15% 02/14/2031 144A                                                                                        | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |      285000 | PA      | $283850.57     | 0.00%             | 2031-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                                         | CITADEL FINANCE LLC 4.75% 02/14/2029 144A                                                                                        | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |      455000 | PA      | $452854.65     | 0.00%             | 2029-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEX TR 2026-450                                                                                             | LEX TRUST 2026-450 A MTGE TSFR1M+135 03/15/2028                                                                                  | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      263000 | PA      | $262917.81     | 0.00%             | 2043-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP CP 0% 03/27/2026                                                                                                        | CUSIP: 00809KCT3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    18500000 | PA      | $18440596.50   | 0.04%             | 2026-03-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                                                                          | BACARDI MARTINI BV YCP 0% 03/25/2026                                                                                             | CUSIP: 05634FCR8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $1894337.05    | 0.00%             | 2026-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                              | AIR LEASE CORP CP 0% 03/04/2026                                                                                                  | CUSIP: 00913XC43<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $8195426.86    | 0.02%             | 2026-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                                  | HUMANA INC CP 0% 03/02/2026                                                                                                      | CUSIP: 44486JC23<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7897519.40    | 0.02%             | 2026-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III LLC / LTD (PARTNERSHIP)                                                      | COMPASS DATACENTERS ISSUER III LLC 26-1A A22 5.289% 02/25/2056 144A                                                              | CUSIP: 20469BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      381000 | PA      | $382017.12     | 0.00%             | 2056-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III LLC / LTD (PARTNERSHIP)                                                      | COMPASS DATACENTERS ISSUER III LLC 26-1A A23 5.436% 02/25/2056 144A                                                              | CUSIP: 20469BAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      355000 | PA      | $356554.19     | 0.00%             | 2056-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6                                                                       | BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A                                                                 | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7274000 | PA      | $7278575.35    | 0.02%             | 2043-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6                                                                       | BX COMMERCIAL MORTGAGE TRUST 2026-XL6 B VAR 03/15/2043 144A                                                                      | CUSIP: 12433NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      853000 | PA      | $854070.69     | 0.00%             | 2043-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6                                                                       | BX COMMERCIAL MORTGAGE TRUST 2026-XL6 E TSFR1M+325 03/15/2043 144A                                                               | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $250783.75     | 0.00%             | 2043-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                                                                 | SV RNO PROPERTY OWNER 1 LLC 5.875% 03/01/2031 144A                                                                               | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3766799.10    | 0.01%             | 2031-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2021-1                                                                        | SG RESIDENTIAL MORTGAGE TRUST 2021-1 1.16% 07/25/2061 144A                                                                       | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      452185 | PA      | $384017.96     | 0.00%             | 2061-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                                                          | S and P GLOBAL INC CP 0% 03/16/2026                                                                                              | CUSIP: 78513LCG2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11479259.75   | 0.03%             | 2026-03-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 3.68% 3/10/26                                                                                                     | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |   125000000 | PA      | $125000000.00  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-1                                                        | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-1 7.46% 02/17/2032 144A                                                       | CUSIP: 10806HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1962662.00    | 0.00%             | 2032-02-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 7.125%/VAR PERP REGS                                                                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      290000 | PA      | $205992.57     | 0.00%             | 2199-12-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)JUN26 TYM6 CALL 114 03/27/2026                                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -299 | NC      | $-149500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)JUN26 TYM6 PUT 111.50 03/27/2026                                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -111 | NC      | $-1734.38      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | SCDS: (MS) SWAP/CDSWAP 1% 03/20/2026                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     1715000 | NC      | $2761.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TR 2026-A                                                                                 | NISSAN AUTO LEASE TR 2026-A A3 4.3% 03/15/2029                                                                                   | CUSIP: 65481HAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1202110.56    | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2026-1A                                                                           | KUBOTA CREDIT OWNER TRUST 2026-1A A3 0% 05/15/2030 144A                                                                          | CUSIP: 50118HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $702379.23     | 0.00%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                                                               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 A3 4.18% 07/15/2030                                                                | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1045000 | PA      | $1047198.16    | 0.00%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                                                | WP CAREY INC 3.75% 05/10/2035                                                                                                    | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1467951.37    | 0.00%             | 2035-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2026-A                                                                      | CARMAX SELECT RECEIVABLES TRUST 2026-A 4.56% 05/17/2032                                                                          | CUSIP: 142929AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      395000 | PA      | $396104.10     | 0.00%             | 2032-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2026-A                                                                      | CARMAX SELECT RECEIVABLES TRUST 2026-A A2A 4.37% 12/17/2029                                                                      | CUSIP: 142929AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1160000 | PA      | $1160164.95    | 0.00%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2026-NQM2                                                              | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 A1 VAR 01/26/2071 144A                                                  | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      428571 | PA      | $428834.57     | 0.00%             | 2071-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                                                                             | GS FINANCE CORP VAR 02/17/2031                                                                                                   | CUSIP: 40058XL69<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |     2057000 | PA      | $2057000.00    | 0.00%             | 2031-02-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                                                                             | GS FINANCE CORP VAR 02/17/2031                                                                                                   | CUSIP: 40058XL51<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |      990000 | PA      | $990000.00     | 0.00%             | 2031-02-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-31 LTD / OCP CLO 2024-31 LLC                                                                   | OCP CLO 2024-31 LTD / OCP CLO 2024-31 LLC AR TSFR3M+115 04/20/2039 144A                                                          | CUSIP: 67570AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $249998.75     | 0.00%             | 2039-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMETEK INC NEW                                                                                              | AMETEK INC NEW CP 0 03/19/2026                                                                                                   | CUSIP: 03111CCK7<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |    13400000 | PA      | $13371468.72   | 0.03%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BBVA CONSUMER 2026-1 FONDO DE TITULIZACION                                                                  | BBVA CONSUMER 2026-1 FONDO DE TITULIZACION F 3MEUR+510 05/20/2039 REGS                                                           | CUSIP: N/A<br>LEI: 9598008ZNM97MVXBD120       | Long             | ABS-CBDO         | CORP              | ES        |      200000 | PA      | $236307.92     | 0.00%             | 2039-05-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BBVA CONSUMER 2026-1 FONDO DE TITULIZACION                                                                  | BBVA CONSUMER 2026-1 FONDO DE TITULIZACION E 3MEUR+350 05/20/2039 REGS                                                           | CUSIP: N/A<br>LEI: 9598008ZNM97MVXBD120       | Long             | ABS-CBDO         | CORP              | ES        |      100000 | PA      | $118313.61     | 0.00%             | 2039-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2026-1                                                                        | SG RESIDENTIAL MORTGAGE TRUST 2026-1 VAR 01/25/2066 144A                                                                         | CUSIP: 818916AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      833000 | PA      | $833648.57     | 0.00%             | 2066-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1                                                            | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A                                                           | CUSIP: 81885FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $700489.44     | 0.00%             | 2029-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1                                                            | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1A A3 4.13% 07/21/2031 144A                                                       | CUSIP: 81885FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $802474.72     | 0.00%             | 2031-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 3.68% 3/16/26                                                                                                     | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |   100000000 | PA      | $100000000.00  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 4.2% 02/19/2031                                                                                                        | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      145000 | PA      | $145428.55     | 0.00%             | 2031-02-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 4.85% 02/19/2036                                                                                                       | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       95000 | PA      | $95513.87      | 0.00%             | 2036-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 5.5% 02/19/2046                                                                                                        | CUSIP: 031162DX5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      191000 | PA      | $190042.44     | 0.00%             | 2046-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 5.65% 02/19/2056                                                                                                       | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49903.88      | 0.00%             | 2056-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                                          | CNX RESOURCES CORP 5.875% 03/01/2034 144A                                                                                        | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250457.10     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.207%/VAR 02/24/2037                                                                                               | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      630000 | PA      | $629405.38     | 0.00%             | 2037-02-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 4.521%/VAR 02/24/2032                                                                                               | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1561000 | PA      | $1564455.16    | 0.00%             | 2032-02-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 4.219%/VAR 05/24/2030                                                                                               | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4186000 | PA      | $4186915.23    | 0.01%             | 2030-05-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC                                                     | BAIN CAP CR CLO 2021-4 LTD / BAIN CAP CR CLO 2021-4 LLC A1RR TSFR3M+100 10/20/2034 144A                                          | CUSIP: 05685ABA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2000098.00    | 0.00%             | 2034-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                        | HOWMET AEROSPACE INC 3.9% 04/15/2029                                                                                             | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      102000 | PA      | $102101.68     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                        | HOWMET AEROSPACE INC 4.75% 04/15/2036                                                                                            | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      102000 | PA      | $102318.60     | 0.00%             | 2036-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MTG LN TR 2026-CES1                                                                                | BARC 2026-CES1 A1A 4.845% 01/25/2056 144A                                                                                        | CUSIP: 06690CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      490000 | PA      | $491119.26     | 0.00%             | 2056-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                                               | PG and E CORP 6.85%/VAR 09/15/2056                                                                                               | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      938000 | PA      | $936481.46     | 0.00%             | 2056-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-INV2                                                                                              | EFMT 2026-INV2 A1 4.682% 02/25/2071 144A                                                                                         | CUSIP: 26846TAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1875000 | PA      | $1876688.63    | 0.00%             | 2071-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPER STANDARD AUTO INC                                                                                    | COOPER STANDARD AUTO INC 9.25% 03/01/2031 144A                                                                                   | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      410000 | PA      | $411156.20     | 0.00%             | 2031-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                                            | MICHAELS COS INC 8.5% 03/15/2033 144A                                                                                            | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      380000 | PA      | $369627.85     | 0.00%             | 2033-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-DSC1                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2026-DSC1 A1 VAR 05/25/2066 144A                                                             | CUSIP: 36276BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2299500.90    | 0.01%             | 2066-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                                            | MICHAELS COS INC 11% 03/15/2034 144A                                                                                             | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      143000 | PA      | $133656.80     | 0.00%             | 2034-03-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2026-NQM2                                                                      | BARCLAYS MORTGAGE LOAN TRUST 2026-NQM2 A1 VAR 12/25/2065 144A                                                                    | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2299128.30    | 0.01%             | 2065-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 5.662% 02/23/2038                                                                                             | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      213000 | PA      | $213910.58     | 0.00%             | 2038-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2026-5C8                                                                            | WELLS FARGO COML MTG TR 2026-5C8 5.131% 03/15/2059                                                                               | CUSIP: 95005BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2300000 | PA      | $2378950.26    | 0.01%             | 2059-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND                                                                     | PLYM COMMERCIAL MORTGAGE TRUST 2026-IND D TSFR1M+215 03/15/2043 144A                                                             | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      192000 | PA      | $191915.50     | 0.00%             | 2043-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL CP 0% 03/03/2026                                                                                            | CUSIP: 28103BC34<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2998631.40    | 0.01%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                                            | ERAC USA FIN LLC CP 0% 03/17/2026                                                                                                | CUSIP: 26882SCH7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3193755.20    | 0.01%             | 2026-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-LION                                                                                              | CSMC 2022-LION A TSFR1M+343.95 02/15/2027 144A                                                                                   | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      146000 | PA      | $144250.25     | 0.00%             | 2027-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SAGE AR FDG 2026 NO 1 PLC                                                                                   | SAGE AR FDG 2026 NO 1 PLC SONIO+0 05/18/2038 REGS                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |      178000 | PA      | $239881.70     | 0.00%             | 2038-05-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 6.75% 02/25/2041 144A                                                                                | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     3081000 | PA      | $2939274.00    | 0.01%             | 2041-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                              | AIR LEASE CORP CP 0% 03/06/2026                                                                                                  | CUSIP: 00913XC68<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    22000000 | PA      | $21982760.80   | 0.05%             | 2026-03-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                                 | IMPERIAL BRANDS FINANCE PLC YCP 0% 03/12/2026                                                                                    | CUSIP: 45262ECC9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    16400000 | PA      | $16377138.40   | 0.04%             | 2026-03-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VOYA EURO CLO III DAC                                                                                       | VOYA EURO CLO III DAC 3A AR 3MEUR+125 03/16/2038 144A                                                                            | CUSIP: N/A<br>LEI: 635400K38PBPFZARQW28       | Long             | ABS-CBDO         | CORP              | IE        |    16750000 | PA      | $19791799.95   | 0.04%             | 2038-03-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 5.2% 05/01/2036                                                                                      | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       95000 | PA      | $95315.11      | 0.00%             | 2036-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6% 05/01/2056                                                                                        | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      320000 | PA      | $316056.93     | 0.00%             | 2056-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                                             | REGENCY CTRS LP 4.5% 03/15/2033                                                                                                  | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45015.65      | 0.00%             | 2033-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+50 12/25/2030                                                                             | CUSIP: 3137HQDN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6100000 | PA      | $6101904.42    | 0.01%             | 2030-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 4.947%/VAR 02/25/2032                                                                                        | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     1712000 | PA      | $1701894.75    | 0.00%             | 2032-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 4.85% 04/01/2033 144A                                                                                | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $198233.94     | 0.00%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                 | EXELON CORP 4.95% 03/15/2036                                                                                                     | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      178000 | PA      | $176960.26     | 0.00%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 4.85% 03/01/2036                                                                                                     | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       85000 | PA      | $85574.57      | 0.00%             | 2036-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM2 MTG TR                                                                                      | CROSS 2026-NQM2 A1A MTG TR VAR 03/25/2061 144A                                                                                   | CUSIP: 227924AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1100365.75    | 0.00%             | 2061-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                        | KEURIG DR PEPPER INC CP 0% 03/18/2026                                                                                            | CUSIP: 49271KCJ1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    14600000 | PA      | $14570610.20   | 0.03%             | 2026-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                                 | PHILLIPS 66 CP 0% 03/20/2026                                                                                                     | CUSIP: 71855BCL4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7682642.66    | 0.02%             | 2026-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINANCIAL SERVICES INC                                                                      | HARLEY DAVIDSON FINL SVCS INC CP 0% 04/16/2026                                                                                   | CUSIP: 41282KDG0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $994661.30     | 0.00%             | 2026-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL CP 0% 03/10/2026                                                                                            | CUSIP: 28103BCA8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3395722.80    | 0.01%             | 2026-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2026-CES2                                                                         | TOWD POINT MORTGAGE TRUST 2026-CES2 4.72% 02/25/2066 144A                                                                        | CUSIP: 89190MAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3750000 | PA      | $3766117.50    | 0.01%             | 2066-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 5.55% 03/01/2056                                                                                                     | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89840.90      | 0.00%             | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                                                               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 5.23% 04/15/2032                                                                   | CUSIP: 80288FAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3331000 | PA      | $3345794.30    | 0.01%             | 2032-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                                               | MARRIOTT INTERNATIONAL INC/MD 5.1% 05/01/2038                                                                                    | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      191000 | PA      | $188912.09     | 0.00%             | 2038-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                                               | MARRIOTT INTERNATIONAL INC/MD 4.5% 05/01/2033                                                                                    | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      127000 | PA      | $126582.16     | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | SCDS: (STLA) SWAP/CDSWAP 1% 06/20/26                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     1267000 | NC      | $6358.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                                 | CENCORA INC CP 0x% 03/19/2026                                                                                                    | CUSIP: 15137QCK0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4490418.60    | 0.01%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)JUN26 TYM6 PUT 112 03/27/2026                                                                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -188 | NC      | $-8812.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS INC                                                                                                  | LEIDOS INC 4.1% 03/15/2029                                                                                                       | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      170000 | PA      | $170435.36     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                                                  | LEIDOS INC 5% 03/15/2036                                                                                                         | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      192000 | PA      | $191549.97     | 0.00%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINIX ASIA FINANCING CORP PTE LTD                                                                         | EQUINIX ASIA FINANCING CORP PTE LTD 4.4% 03/15/2031                                                                              | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |      150000 | PA      | $149887.53     | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                                                         | EQUINIX EUROPE 2 FINANCING CORP LLC 4.7% 03/15/2033                                                                              | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      192000 | PA      | $192711.01     | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CMBXBBB2 12/17/58 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      150000 | NC      | $12057.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VCAT ASSET SECURITIZATION LLC                                                                               | VCAT ASSET SECURITIZATION LLC STEP 02/25/2056 144A                                                                               | CUSIP: 921968AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1299998.83    | 0.00%             | 2056-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARINGS ISSUER LLC 2026-SBP                                                                                 | BARINGS ISSUER LLC 2026-SBP 4.82% 02/25/2059                                                                                     | CUSIP: 06764UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4796000 | PA      | $4802574.36    | 0.01%             | 2059-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2026-2                                                                             | AOMT 2026-2 4.684% 02/25/2071 144A                                                                                               | CUSIP: 03466LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $600000.00     | 0.00%             | 2071-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2026-2                                                                             | AOMT 2026-2 VAR 02/25/2071 144A                                                                                                  | CUSIP: 03466LAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1200000.00    | 0.00%             | 2071-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                                                | ALIMENTATION COUCHE-TARD INC YCP 0% 03/10/2026                                                                                   | CUSIP: 01626VCA9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $898931.07     | 0.00%             | 2026-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC/ONTARIO                                                                           | ROGERS COMMUNICATIONS INC/ONTARIO YCP 0% 03/19/2026                                                                              | CUSIP: 77511MCK5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $299349.84     | 0.00%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                        | KEURIG DR PEPPER INC CP 0% 03/19/2026                                                                                            | CUSIP: 49271KCK8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5887464.86    | 0.01%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                                  | HUMANA INC CP 0% 03/12/2026                                                                                                      | CUSIP: 44486JCC1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6690797.55    | 0.01%             | 2026-03-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                                            | GENUINE PARTS CO CP 0% 03/19/2026                                                                                                | CUSIP: 37255GCK2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1496577.90    | 0.00%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                                 | IMPERIAL BRANDS FINANCE PLC YCP 0% 03/04/2026                                                                                    | CUSIP: 45262EC47<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     8800000 | PA      | $8795308.72    | 0.02%             | 2026-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                                                     | BECTON DICKINSON and CO CP 0% 03/13/2026                                                                                         | CUSIP: 07588MCC8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5392583.10    | 0.01%             | 2026-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                                                     | BECTON DICKINSON and CO CP 0% 03/23/2026                                                                                         | CUSIP: 07588MCP9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1994889.00    | 0.00%             | 2026-03-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                                  | HUMANA INC CP 0% 03/09/2026                                                                                                      | CUSIP: 44486JC98<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1498420.05    | 0.00%             | 2026-03-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IRS EUR 3.0 09/16/26 30Y LCH                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -850000 | NC      | $-16950.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | AT+T INC SNR S*ICE                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     5900000 | NC      | $753.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                                            | ERAC USA FIN LLC CP 0% 03/25/2026                                                                                                | CUSIP: 26882SCR5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $10769363.64   | 0.02%             | 2026-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JTI FINANCIAL SERVICES NORTH AMERICA LLC                                                                    | JTI FINANCIAL SERVICES NORTH AMERICA LLC CP 0% 03/20/2026                                                                        | CUSIP: 48130PCL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10400000 | PA      | $10377648.32   | 0.02%             | 2026-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMETEK INC NEW                                                                                              | AMETEK INC NEW CP 0% 03/26/2026                                                                                                  | CUSIP: 03111CCS0<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5583907.84    | 0.01%             | 2026-03-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 7% 09/01/2055#SL3648                                                                                                   | CUSIP: 31427RBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5830612 | PA      | $6224734.27    | 0.01%             | 2055-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | SCDS: (BACR) SWAP 1% 12/20/2026                                                                                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |     1918000 | NC      | $16940.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RR 25 LTD                                                                                                   | RR LTD 2023-25A A1A2 TSFR3M+118 04/15/2041 144A                                                                                  | CUSIP: 75000KAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     2328000 | PA      | $2327988.36    | 0.01%             | 2041-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                                           | TELUS CORPORATION YCP 0% 05/20/2026                                                                                              | CUSIP: 87974WEL8<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     2500000 | PA      | $2476482.00    | 0.01%             | 2026-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC CP 0% 03/20/2026                                                                                                         | CUSIP: 40412DCL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $8279999.49    | 0.02%             | 2026-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 3.68% 3/18/26                                                                                                     | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |   200000000 | PA      | $199999999.99  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                                              | CANADIAN NATL RESOURCES LTD YCP 0% 03/19/2026                                                                                    | CUSIP: 13638XCK4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     3900000 | PA      | $3891591.60    | 0.01%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | SCDS: (SIEGR) SWAP/CDSWAP 1% 06/20/2026                                                                                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |     2108000 | NC      | $11900.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BSPDF 2026-FL3 ISSUER LLC                                                                                   | BSPDF ISSUER LLC 26-FL3 A TSFR1M+145 09/18/2043 144A                                                                             | CUSIP: 05594VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $300000.00     | 0.00%             | 2043-09-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC CP 0% 03/26/2026                                                                                                | CUSIP: 37790BCS8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    14900000 | PA      | $14856228.27   | 0.03%             | 2026-03-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC / SVC 2026 ABS LLC / SVC 2026TA ABS LLC                                                         | SVC ABS LLC 26-1A B 5.795% 03/20/2056 144A                                                                                       | CUSIP: 78488JAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2700000 | PA      | $2710291.32    | 0.01%             | 2056-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                                  | HUMANA INC CP 0% 03/13/2026                                                                                                      | CUSIP: 44486JCD9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2396446.32    | 0.01%             | 2026-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                      | SEMPRA CP 0% 03/16/2026                                                                                                          | CUSIP: 81686NCG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5989150.80    | 0.01%             | 2026-03-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | SCDS: (COLOM) SWAP/CDSWAP 1% 12/20/2026                                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     3026000 | NC      | $5122.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                                                        | VERISK ANALYTICS INC 4.45% 03/15/2031                                                                                            | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1160625.77    | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                                  | HUMANA INC CP 0% 03/16/2026                                                                                                      | CUSIP: 44486JCG2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8384850.60    | 0.02%             | 2026-03-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY 6.375%/VAR 08/15/2056                                                                                          | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       95000 | PA      | $95605.53      | 0.00%             | 2056-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                                                                          | VERTIV HOLDINGS CO 4.85% 03/15/2036                                                                                              | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39845.92      | 0.00%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                                                                          | VERTIV HOLDINGS CO 5.65% 03/15/2046                                                                                              | CUSIP: 92537NAB4<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49658.65      | 0.00%             | 2046-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                                                                          | VERTIV HOLDINGS CO 5.8% 03/15/2056                                                                                               | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25041.80      | 0.00%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                                                                          | VERTIV HOLDINGS CO 5.95% 03/15/2066                                                                                              | CUSIP: 92537NAD0<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44817.15      | 0.00%             | 2066-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                         | ABBOTT LABORATORIES 4% 03/15/2031                                                                                                | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      729000 | PA      | $728422.98     | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                         | ABBOTT LABORATORIES 4.3% 03/15/2033                                                                                              | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      729000 | PA      | $728273.94     | 0.00%             | 2033-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                         | ABBOTT LABORATORIES 4.65% 03/15/2036                                                                                             | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     2714000 | PA      | $2714817.92    | 0.01%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                         | ABBOTT LABORATORIES 4.75% 03/15/2038                                                                                             | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      729000 | PA      | $726835.28     | 0.00%             | 2038-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                         | ABBOTT LABORATORIES 5.5% 03/15/2056                                                                                              | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      729000 | PA      | $731506.24     | 0.00%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                         | ABBOTT LABORATORIES 5.6% 03/15/2066                                                                                              | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      729000 | PA      | $729328.76     | 0.00%             | 2066-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                           | UNION ELECTRIC CO 4.8% 03/15/2036                                                                                                | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       96000 | PA      | $96213.41      | 0.00%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                           | UNION ELECTRIC CO 5.55% 03/15/2056                                                                                               | CUSIP: 906548DC3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       96000 | PA      | $95482.40      | 0.00%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY 6.125%/VAR 08/15/2056                                                                                          | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      135000 | PA      | $135615.55     | 0.00%             | 2056-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2026-CES2                                                                               | RCKT MORTGAGE TRUST 2026-CES2 4.762% 02/01/2056 144A                                                                             | CUSIP: 74940EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3300000 | PA      | $3302964.39    | 0.01%             | 2056-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 3.69% 3/2/26                                                                                                      | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |   100000000 | PA      | $100000000.01  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | CDX.O P 0.80 IG45 5Y V1 I 06/17/26 GST                                                                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |   -25800000 | NC      | $-34838.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JTI FINANCIAL SERVICES NORTH AMERICA LLC                                                                    | JTI FINANCIAL SERVICES NORTH AMERICA LLC CP 0% 03/23/2026                                                                        | CUSIP: 48130PCP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6883058.43    | 0.02%             | 2026-03-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                                                 | COMMONWEALTH BANK AUSTRALIA 6.4% 03/05/2046                                                                                      | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      360000 | PA      | $257057.37     | 0.00%             | 2046-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 4.95% 03/15/2036                                                                                  | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1063261.62    | 0.00%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 4.75% 03/15/2036                                                                                                      | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2256760.41    | 0.01%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                                      | WESCO DISTRIBUTION INC 5.25% 04/15/2031 144A                                                                                     | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      430000 | PA      | $429238.90     | 0.00%             | 2031-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                                      | WESCO DISTRIBUTION INC 5.5% 04/15/2034 144A                                                                                      | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      885000 | PA      | $891867.60     | 0.00%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAGE AR FUNDING                                                                                             | SAGE AR FUNDING STEP 05/18/2038 REGS                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |      417000 | PA      | $561970.05     | 0.00%             | 2038-05-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                                                   | Phillips Edison Grocery Center Operating Partnership I LP 4.75% 03/15/2033                                                       | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     1338000 | PA      | $1340353.21    | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP CP 0% 03/23/2026                                                                                                        | CUSIP: 00809KCP1<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     9300000 | PA      | $9274423.14    | 0.02%             | 2026-03-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC                                                                              | WYNDHAM HOTELS and RESORTS INC 5.625% 03/01/2033 144A                                                                            | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      265000 | PA      | $266663.89     | 0.00%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC CP 0% 03/26/2026                                                                                                         | CUSIP: 40412DCS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1993784.60    | 0.00%             | 2026-03-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC CP 0% 03/25/2026                                                                                                       | CUSIP: 68269FCR8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2193815.80    | 0.00%             | 2026-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VICINITY CENTRES TRUST                                                                                      | VICINITY CENTRES TRUST 5.836% 03/03/2036 REGS                                                                                    | CUSIP: N/A<br>LEI: 254900YANM8VTQCFYX66       | Long             | DBT              | CORP              | AU        |      280000 | PA      | $199726.28     | 0.00%             | 2036-03-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                                 | METLIFE INC 5.85%/VAR 03/15/2056                                                                                                 | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      268000 | PA      | $266109.18     | 0.00%             | 2056-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                                         | RHP HOTEL PPTYS LP and RHP FIN CORP 5.75% 03/15/2034 144A                                                                        | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $120875.52     | 0.00%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 4.625% 03/04/2033 144A                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3345000 | PA      | $3942570.86    | 0.01%             | 2033-03-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 4.35% 04/15/2031                                                                                                  | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     1848000 | PA      | $1848148.47    | 0.00%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 5.625% 03/01/2036                                                                                   | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335000 | PA      | $334961.49     | 0.00%             | 2036-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP REC 3.973 02/25/31                                                                                                     | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |     2300000 | NC      | $79673.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP PAY 3.973 02/25/31                                                                                                     | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |     2300000 | NC      | $72718.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      350000 | NC      | $28136.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CMBXBBB2 12/17/58 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      600000 | NC      | $48228.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                                           | CBRE SERVICES INC CP 0% 03/19/2026                                                                                               | CUSIP: 12610CCK4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $10178291.34   | 0.02%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                        | KEURIG DR PEPPER INC CP 0% 03/25/2026                                                                                            | CUSIP: 49271KCR3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $10171771.50   | 0.02%             | 2026-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP CP 0% 03/04/2026                                                                                                  | CUSIP: 87613LC49<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    16900000 | PA      | $16890929.77   | 0.04%             | 2026-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                                            | BLACK HILLS CORP CP 0% 03/30/2026                                                                                                | CUSIP: 09212FCW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1694392.89    | 0.00%             | 2026-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)JUN26 TYM6 CALL 114.25 03/27/2026                                                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -157 | NC      | $-66234.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)JUN26 TYM6 PUT 112.25 03/27/2026                                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -157 | NC      | $-9812.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC CP 0% 03/25/2026                                                                                                         | CUSIP: 40412DCR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    21400000 | PA      | $21335990.46   | 0.05%             | 2026-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                                 | IMPERIAL BRANDS FINANCE PLC YCP 0% 03/26/2026                                                                                    | CUSIP: 45262ECS4<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     3500000 | PA      | $3489837.40    | 0.01%             | 2026-03-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                                                   | MATADOR RES CO 6% 04/15/2034 144A                                                                                                | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64921.58      | 0.00%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                                             | CHEMOURS CO/THE 7.875% 03/15/2034 144A                                                                                           | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       95000 | PA      | $94881.39      | 0.00%             | 2034-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                             | XCEL ENERGY INC 5.85%/VAR 12/03/2056                                                                                             | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      335000 | PA      | $334998.57     | 0.00%             | 2056-12-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 0% PERP                                                                                                | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      265000 | PA      | $264948.18     | 0.00%             | 2199-12-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                                   | SUNOCO LP 5.625% 07/15/2034 144A                                                                                                 | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      520000 | PA      | $519919.23     | 0.00%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                                   | SUNOCO LP 5.375% 07/15/2031 144A                                                                                                 | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      215000 | PA      | $215502.03     | 0.00%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY562346 11/18/64 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      299588 | NC      | $-127.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                                 | CENCORA INC CP 0% 03/12/2026                                                                                                     | CUSIP: 15137QCC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5692136.28    | 0.01%             | 2026-03-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                                  | HUMANA INC CP 0% 03/27/2026                                                                                                      | CUSIP: 44486JCT4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6480631.95    | 0.01%             | 2026-03-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC CP 0% 03/26/2026                                                                                                       | CUSIP: 68269FCS6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1794746.34    | 0.00%             | 2026-03-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                        | KEURIG DR PEPPER INC CP 0% 03/24/2026                                                                                            | CUSIP: 49271KCQ5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     2437000 | PA      | $2430514.17    | 0.01%             | 2026-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP CP 0% 03/05/2026                                                                                                  | CUSIP: 87613LC56<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3197937.60    | 0.01%             | 2026-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 3.69% 3/2/26                                                                                                      | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |   200000000 | PA      | $200000000.00  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 3.7% 3/2/26                                                                                                       | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |   298800000 | PA      | $298799999.98  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 3.73% 3/2/26                                                                                                      | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |    75000000 | PA      | $75000000.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| HONEY HILL PARK CLO LTD                                                                                     | HONEY HILL PARK CLO LTD 26-1A A1 TSFR3M+ 04/24/2039 144A                                                                         | CUSIP: 438453AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249998.75     | 0.00%             | 2039-04-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC CP 0% 03/31/2026                                                                                                         | CUSIP: 40412DCX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3287809.14    | 0.01%             | 2026-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer